[R] About Cumulant Generating Functions

Feng Zhang f0z6305 at labs.tamu.edu
Tue Feb 4 21:18:02 CET 2003


Hey, all

Can anybody tell me the definition or form of 
cumulant generating function for a series
of random variables x1, x2, ....?

I know the moment generationg function
is E[exp(tx)], and want to know the relationships
bw cumulants and moments.

Thanks.

Fred




More information about the R-help mailing list