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A Recursive Formulation of the Old Problem of Obtaining Moments from Cumulants and Vice Versa
Authors:Peter J. Smith
Abstract:It seems difficult to find a formula in the literature that relates moments to cumulants (and vice versa) and is useful in computational work rather than in an algebraic approach. Hence I present four very simple recursive formulas that translate moments to cumulants and vice versa in the univariate and multivariate situations.
Keywords:Cumulants  Moments
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