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Standardized cumulants

  1. Jul 5, 2010 #1

    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
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