A Recursive Formulation of the Old Problem of Obtaining Moments from Cumulants and Vice Versa

Peter J. Smith · The American Statistician · 1995

It seems difficult to find a formula in the literature that relates moments to cumulants (and vice versa) and is useful in computational work rather than in an algebraic approach. Hence I present four very simple recursive formulas that translate moments to cumulants and vice versa in the univariate and multivariate situations.

Read the paper · More papers on PaperTik