Cumulant/Examples

From ProofWiki
Jump to navigation Jump to search

Examples of Cumulants

Expectation

The first cumulant $\kappa_1$ of a moment generating function is the expectation.


Variance

The second cumulant $\kappa_2$ of a moment generating function is the variance.

Retrieved from "https://proofwiki.org/w/index.php?title=Cumulant/Examples&oldid=665062"