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Relationships Between Central Moments and Cumulants,with Formulae for the Central Moments of Gamma Distributions |
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| Abstract: | Abstract Simple expressions are presented that relate cumulants to central moments without involving moments about the origin. These expressions are used to obtain recursive formulae for the central moments of the gamma distribution, with exponential and chi-square distributions as special cases. |
| Keywords: | Cumulants Central moments Gamma distribution Exponential distribution Chi-square distribution |