A note on relationships between moments, central moments and cumulants from multivariate distributions

In this note, we present some relationships between moments, central moments and cumulants from multivariate distributions. Recently, Smith (1995) presented four simple recursive formulas that translate moments to cumulants and vice versa. Here, we derive similar recursive formulas between the central moments and the cumulants.

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Year of publication:	1998
Authors:	Balakrishnan, N. ; Johnson, Norman L. ; Kotz, Samuel
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 39.1998, 1, p. 49-54
Publisher:	Elsevier
Keywords:	Central moments Cumulants Moments Stirling number of the first kind Stirling number of the second kind

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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