We provide an algebraic setting for cumulants and factorial moments via the classical umbral calculus. Our main tools are the compositional inverse of the unity umbra, this being related to logarithmic power series, and a new umbra here introduced, the singleton umbra. We develop formulae that express cumulants, factorial moments and central moments as umbral functions.

An umbral setting for cumulants and factorial moments

DI NARDO, Elvira;
2006-01-01

Abstract

We provide an algebraic setting for cumulants and factorial moments via the classical umbral calculus. Our main tools are the compositional inverse of the unity umbra, this being related to logarithmic power series, and a new umbra here introduced, the singleton umbra. We develop formulae that express cumulants, factorial moments and central moments as umbral functions.
2006
27
3
394
413
http://www.sciencedirect.com/science/article/pii/S0195669805000041
DI NARDO, Elvira; SENATO PULLANO, D.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1561326
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