Category:Definitions/Cumulants
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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 $\map M t$.
Pages in category "Definitions/Cumulants"
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