Question

Relative magnitude of moments of a probability density to its cumulants

score 66 · Answer 1 · 2019-11-13 21:53:17

66

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Relative magnitude of moments of a probability density to its cumulants

Published on 13 Nov 2019 - 21:53

score 94 · Answer 2 · 2020-04-15 15:27:41

94

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Cumulant of sum of correlated random variables?

Published on 15 Apr 2020 - 15:27

score 1k · Answer 3 · 2020-07-14 05:56:14

1k

Views

Cumulant generating function of continuous uniform distribution

Published on 14 Jul 2020 - 5:56

score 699 · Answer 4 · 2020-07-29 09:34:42

699

Views

Why is the second derivative of Cumulant Generating Function positive?

Published on 29 Jul 2020 - 9:34

score 253 · Answer 5 · 2016-10-19 05:36:44

253

Views

Independence implies zero mixed cumulants?

Published on 19 Oct 2016 - 5:36

score 258 · Answer 6 · 2016-10-24 19:58:27

258

Views

Inequality between standardized cumulants: $\rho_4\geq\rho_3^2-2$

Published on 24 Oct 2016 - 19:58

score 1.8k · Answer 7 · 2016-11-02 01:37:32

1.8k

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Relationship between the PF and CDF for discrete and joint random variables

Published on 02 Nov 2016 - 1:37

score 105 · Answer 8 · 2016-11-03 20:36:40

105

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Under what circumstances the sum of all moments (cumulants) converge?

Published on 03 Nov 2016 - 20:36

score 326 · Answer 9 · 2017-02-16 12:03:11

326

Views

Prove moment/cumulant identity for gaussian random variables

Published on 16 Feb 2017 - 12:03

score 29 · Answer 10 · 2017-03-19 17:55:10

29

Views

Difficult rearrangement of summation terms to find analytical expressions for cumulant functions

Published on 19 Mar 2017 - 17:55

score 85 · Answer 11 · 2023-04-24 01:37:56

85

Views

Prove homogeneity of cumulants: If a random variable X is independent, show $\kappa_n(\alpha X) = \alpha^n \kappa_n(X)$

Published on 24 Apr 2023 - 1:37

score 97 · Answer 12 · 2023-05-16 10:15:09

97

Views

Moment/cumulant problem complex normal law.

Published on 16 May 2023 - 10:15

score 707 · Answer 13 · 2023-05-19 19:44:40

707

Views

Expression for the cumulant generating function

Published on 19 May 2023 - 19:44

score 24 · Answer 14 · 2023-06-03 18:01:37

24

Views

Is every strictly convex smooth function on a half space a cumulant generating function for some random variable

Published on 03 Jun 2023 - 18:01

score 178 · Answer 15 · 2023-07-27 19:30:56

178

Views

Reference on the cumulant generating function (basic properties)

Published on 27 Jul 2023 - 19:30

List Question

Relative magnitude of moments of a probability density to its cumulants

Cumulant of sum of correlated random variables?

Cumulant generating function of continuous uniform distribution

Why is the second derivative of Cumulant Generating Function positive?

Independence implies zero mixed cumulants?

Inequality between standardized cumulants: $\rho_4\geq\rho_3^2-2$

Relationship between the PF and CDF for discrete and joint random variables

Under what circumstances the sum of all moments (cumulants) converge?

Prove moment/cumulant identity for gaussian random variables

Difficult rearrangement of summation terms to find analytical expressions for cumulant functions

Prove homogeneity of cumulants: If a random variable X is independent, show $\kappa_n(\alpha X) = \alpha^n \kappa_n(X)$

Moment/cumulant problem complex normal law.

Expression for the cumulant generating function

Is every strictly convex smooth function on a half space a cumulant generating function for some random variable

Reference on the cumulant generating function (basic properties)

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