Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Standardized cumulants

  1. Jul 5, 2010 #1
    http://en.wikipedia.org/wiki/Edgeworth_series

    What does "standardized cumulant" mean? It becomes clear in the context that it is something different from the ordinary cumulant, but how has it been altered?
     
  2. jcsd
  3. Jul 6, 2010 #2
    Cumulants [tex]\kappa_{r}[/tex] have a direct relationship to moments.

    [tex]\kappa_{1} = \mu_{1}[/tex]

    [tex]\kappa_{2} = \mu_{2}-\mu_{1}^2[/tex]

    The is mean is 0 and the variance is 1 for the standard normal distribution.
     
    Last edited: Jul 6, 2010
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Standardized cumulants
Loading...