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arXiv · 0905.3375

Cumulants as iterated integrals

Franz Lehner
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Abstract

A formula expressing cumulants in terms of iterated integrals of the distribution function is derived. It generalizes results of Jones and Balakrishnan who computed expressions for cumulants up to order 4.

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Franz Lehner. 2009-05-20. Cumulants as iterated integrals. https://doi.org/10.1016/j.jspi.2010.10.011

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