Balakrishnan, N.; Johnson, Norman L.; Kotz, Samuel - In: Statistics & Probability Letters 39 (1998) 1, pp. 49-54
In this note, we present some relationships between moments, central moments and cumulants from multivariate distributions. Recently, Smith (1995) presented four simple recursive formulas that translate moments to cumulants and vice versa. Here, we derive similar recursive formulas between the...