Standardized cumulants

  • Thread starter jostpuur
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http://en.wikipedia.org/wiki/Edgeworth_series

...and standardized cumulants [itex]\gamma_r[/itex].
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?
 

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  • #2
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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?
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.
 
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