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单词 Cumulant-Generating Function
释义

Cumulant-Generating Function

Let be the Moment-Generating Function. Then


If


is a function of independent variables, the cumulant generating function for is then


See also Cumulant, Moment-Generating Function


References

Abramowitz, M. and Stegun, C. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 928, 1972.

Kenney, J. F. and Keeping, E. S. ``Cumulants and the Cumulant-Generating Function'' and ``Additive Property of Cumulants.'' §4.10-4.11 in Mathematics of Statistics, Pt. 2, 2nd ed. Princeton, NJ: Van Nostrand, pp. 77-80, 1951.


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