Cumulant

In probability theory and statistics, the cumulants κn of a probability distribution are a set of quantities that provide an alternative to the moments of the distribution. The moments determine the cumulants in the sense that any two probability distributions whose moments are identical will have identical cumulants as well, and similarly the cumulants determine the moments. Just as for moments, where joint moments are used for collections of random variables, it is possible to define joint cumulants.

Cumulant

In probability theory and statistics, the cumulants κn of a probability distribution are a set of quantities that provide an alternative to the moments of the distribution. The moments determine the cumulants in the sense that any two probability distributions whose moments are identical will have identical cumulants as well, and similarly the cumulants determine the moments. Just as for moments, where joint moments are used for collections of random variables, it is possible to define joint cumulants.