For statistical math expert

[nitro]

Would someone explain what a cummulant is? I can't even find a wiki page on it.

For extra credit, explain the idea behind them, and why they are used as opposed to the standard moments.

nitro

 

[atticus]

Drop the extra M. http://en.wikipedia.org/wiki/Cumulant

Kendall and Stuart's, "The Advanced Theory Of Statistics" ... Chapter on "Moments and Cumulants".

 

[nitro]

Quote from atticus:

Drop the extra M. http://en.wikipedia.org/wiki/Cumulant

Kendall and Stuart's, "The Advanced Theory Of Statistics" ... Chapter on "Moments and Cumulants".

Oy, I gotta learn to spell.

Thanks.

nitro

 

[annaland]

Aren't cumulants just moments or different forms of moments, (ie. adding, subtracting or squaring lower moments) that could still give you the mean, variance, skewness, etc? If I remember correctly, it’s just a different way of parameterizing.