Category:Definitions/Cumulants

This category contains definitions related to Cumulants.
Related results can be found in Category:Cumulants.

Let $\map M t$ be the moment generating function of a random variable.

Let $\kappa_r$ be the coefficient of $\dfrac {t^r} {r!}$ in the power series expansion of $\ln \map M t$.

$\kappa_r$ is known as the $r$th cumulant of $\map M t$.