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BUILT-IN MATHEMATICA SYMBOL
Cumulant
Cumulant[dist, r]
gives the r
cumulant of the symbolic distribution dist.
Cumulant[list, r]
gives the r
cumulant of the elements in the list.
Cumulant[r]
represents the r
formal cumulant.
Details
- For a symbolic distribution dist, the
cumulant is given by the coefficient of 
in CumulantGeneratingFunction[dist, t]. - For a multivariate symbolic distribution dist, the
cumulant is given by the series coefficient of 
in CumulantGeneratingFunction[dist, {t1, t2, ...}]. - Cumulant[list, r] is computed from the equivalent expression of sample moments.
- Cumulant handles both numerical and symbolic data.
- Cumulant works with SparseArray objects.
- Cumulant[r] can be used in such functions as MomentConvert and MomentEvaluate, etc.
Examplesopen all
Basic Examples (5)
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Compute the second cumulant of a continuous univariate distribution:
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The cumulant 
of a discrete univariate distribution:
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The cumulant 
for a multivariate distribution:
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Find the relation of formal cumulant to formal moment:
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Evaluate for a particular distribution:
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