 |
BUILT-IN MATHEMATICA SYMBOL
CumulantGeneratingFunction
CumulantGeneratingFunction[dist, t]
gives the cumulant-generating function for the symbolic distribution dist as a function of the variable t.
CumulantGeneratingFunction[dist, {t1, t2, ...}]
gives the cumulant-generating function for the multivariate symbolic distribution dist as a function of the variables 
, 
, ....
Details
- CumulantGeneratingFunction[dist, t] is given by Log[MomentGeneratingFunction[dist, t]].
- CumulantGeneratingFunction[dist, {t1, t2, ...}] is given by Log[MomentGeneratingFunction[dist, {t1, t2, ...}]].
- The i
cumulant can be extracted from a cumulant-generating function cgf through SeriesCoefficient[cgf, {t, 1, i}]i!.
New in 8
