In the notation of Exercise 2.28, let R = Y2/Y1. Show that the first four cumulants of
Question:
In the notation of Exercise 2.28, let R = Y2/Y1. Show that the first four cumulants of this ratio are and explain what is meant by the notation κr
(λ).
κ1 (R) = κ1 (λ)
κ2 (R) = 2κ2 (λ)/ (n + 2)
κ3 (R) = 8κ3 (λ)/ {(n + 2)(n + 4)}
κ4 (R) = 48κ4 (λ)/ {(n + 2)(n + 4)(n + 6)}
+ 48nκ
2 2 (λ)/{(n + 2)
2 (n + 4)(n + 6)}
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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