Probability theory and stochastic processes Concept
Cumulant generating function
Summary
The cumulant generating function of a real random variable is the logarithm of its moment-generating function. Its Taylor coefficients at are the cumulants. The node cumulant generating function gives the precise definition.
Where this leads
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Further reading
- Web https://en.wikipedia.org/wiki/Cumulant, Definition
About this page
| Tag | 0N2SP6K9ZC |
|---|---|
| URI | m2://0N2SP6K9ZC |
| Aliases | cumulant-generating-function, cgf |
| Kind | concept |
| Writing | W0 stub |
| MSC | 60E10 |
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