|
|||||
|
|
Cumulants as iterated integrals |
|
| Authors: | Franz Lehner |
| Affiliation: | Institut für Mathematische Strukturtheorie, TU Graz, Steyrergasse 30, 8010 Graz, Austria |
| 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. |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ | |