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Higher Order Cumulants

Published: 13 December 2023 Publication History

Abstract

This paper provides a systematic and comprehensive treatment for obtaining expressions of any order, for the moments and cumulants for Student’s t-distribution and for generalized Student’s. These expressions can be written in terms of the familiar Gamma function and results are discussed in detail.

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ICoMS '23: Proceedings of the 2023 6th International Conference on Mathematics and Statistics
July 2023
160 pages
ISBN:9798400700187
DOI:10.1145/3613347
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than the author(s) must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected].

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 13 December 2023

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Author Tags

  1. Additive Models
  2. Cumulants
  3. Estimators
  4. Moments

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  • Research-article
  • Research
  • Refereed limited

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  • This work was partially supported by national funds of the FCT-Foudation for Science and Technology under UIB/00212/2020

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ICoMS 2023

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