A NOTE ON SOME HIGHER ORDER CUMULANTS IN k PARAMETER NATURAL EXPONENTIAL FAMILY

  • KIM, HYUN CHUL (Dept. of Informatics and Statistics Kunsan National Univ.)
  • Published : 1999.12.31

Abstract

We show the cumulants of a minimal sufficient statistics in k parameter natural exponential family by parameter function and partial parameter function. We nd the cumulants have some merits of central moments and general cumulants both. The first three cumulants are the central moments themselves and the fourth cumulant has the form related with kurtosis.