Timeline for Why a random variable is better described by its cumulants than by its characteristic function?
Current License: CC BY-SA 3.0
4 events
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| May 15, 2017 at 8:56 | comment | added | Iliyo | The cumulants have nice algebraic properties, especially the translation invariance. Notice that these are truly algebraic relations, which has very little to do with the positivity attribute of random variables (though in probability theory or statistics, positivity is extremely important). But, they are endowed with the algebraic spirit of a random variable. | |
| May 13, 2017 at 16:00 | comment | added | Henry.L | +1, A nice complement | |
| May 13, 2017 at 15:43 | history | edited | Carlo Beenakker | CC BY-SA 3.0 |
added 480 characters in body
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| May 13, 2017 at 14:52 | history | answered | Carlo Beenakker | CC BY-SA 3.0 |