Relations between multivariate moments and cumulants via Bell polynomials

Authors

  • Withers, Christopher S.
  • Nadarajah, Saralees

Abstract

Bell polynomials give a natural way to express moments in terms of cumulants and vice versa. We give these relations and show how they extend to vectors and matrices. Bell polynomials are also the natural way to calculate moments of means and sums.

 

Published

2013-06-09

How to Cite

Withers, Christopher S., & Nadarajah, Saralees. (2013). Relations between multivariate moments and cumulants via Bell polynomials. Utilitas Mathematica, 91. Retrieved from https://utilitasmathematica.com/index.php/Index/article/view/972

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