Show that there exists a unique distribution whose odd cumulants are zero and whose even cumulants are
Question:
Show that there exists a unique distribution whose odd cumulants are zero and whose even cumulants are κ2 = 1, κ4 = −2, κ6 = 16, κ8 = −272, κ10 =
7936,…. Let M′r
(λ) be the moment matrix described in Section 3.8, corresponding to the cumulant sequence, λκ1, …, λκ2r
. Show that for the particular cumulant sequence above, the determinant of M′r
(λ) is
|M ′
r| = 1!2!…r!λ
r(λ − 1)
r−1 …(λ − r + 1), for r = 1, 2, 3, 4. Hence prove that there is no distribution whose cumulants are
{λκr} for non-integer λ < 3. Find the unique distribution whose cumulants are
{λκr} for λ = 1, 2, 3.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
Question Posted: