Central Limit Theorem Proof: Expanding the Exponential

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SUMMARY

The forum discussion centers on the proof of the Central Limit Theorem (CLT) and specifically addresses the expansion of the exponential function in relation to cumulants. The user PineApple2 seeks clarification on how the equalities following Equation (10) in the provided proof derive from the expansion. The response emphasizes the relationship between moments and cumulants, directing the user to relevant Wikipedia articles for deeper understanding.

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PineApple2
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Hello. This is the most closely matching forum I found for this, so I hope my question fits here. I was looking at the following proof of the Central-Limit theorem:
http://physics.ucsc.edu/~peter/250/deriv_climit.pdf
and after Eq. (10) it says: "Expanding out the exponential in the last expression and comparing
powers of k one finds that the fi rst few cumulants are..."
but I don't see how the equalities in the next lines stem from it.
Could someone please explicitly show that?

Thanks.
 
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PineApple2 said:
Hello. This is the most closely matching forum I found for this, so I hope my question fits here. I was looking at the following proof of the Central-Limit theorem:
http://physics.ucsc.edu/~peter/250/deriv_climit.pdf
and after Eq. (10) it says: "Expanding out the exponential in the last expression and comparing
powers of k one finds that the fi rst few cumulants are..."
but I don't see how the equalities in the next lines stem from it.
Could someone please explicitly show that?

Thanks.

Hey PineApple2.

I think the best way for you would be to look at how the moments and cumulants are defined with respect to each other:

http://en.wikipedia.org/wiki/Cumulant
http://en.wikipedia.org/wiki/Moment_(mathematics)

Specifically with regard to your question:

http://en.wikipedia.org/wiki/Cumulant#Cumulants_and_moments
 

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