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

1995/05/01 by Peter J. Smith · 3 citations
Computer Science · Mathematics · #Data Management and Algorithms #Advanced Statistical Methods and Models #Statistical and Computational Modeling

paper · doi:10.1080/00031305.1995.10476146

openalex publication_date 1995/05/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

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.

Cited by

• Cumulant t -expansion for strongly correlated fermions
• Mixtures of Tempered Stable Subordinators
• Reliable estimation of the radius of convergence in finite density QCD
• Super-resolution optical fluctuation imaging [wikipedia]