Category Archives: theoretical statistics

Cumulants and the Cornish-Fisher Expansion

Posted on 27 May 2019 by ecoquant

“Consider the following.” (Bill Nye the Science Guy) There are random variables drawn from the same kind of probability distribution, but with different parameters for each. In this example, I’ll consider random variables , that is, each drawn from a … Continue reading →

Posted in Calculus, closed-form expressions, Cornish-Fisher expansion, cumulants, descriptive statistics, mathematics, maths, multivariate statistics, statistical models, statistics, theoretical statistics | Leave a comment