Suppose now that X has cumulants r , r,s , r,s,t , and that

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Suppose now that X has cumulants κ

r

, κ

r,s

, κ

r,s,t

,… and that the Hermite tensors are based on the normal density with mean λ

r and covariance matrix λ

r,s

.

Show that and so on, where the ηs are defined in Section 5.2.1.

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