cumulant

Noun

Meaning

English Wikipedia has an article on:cumulantWikipedia
cumulant (plural cumulants)

(mathematics) Any of a set of parameters of a one-dimensional probability distribution of a certain form

Synonyms

Examples

Another common definition of the sample skewness is : where is the unique symmetric unbiased estimator of the third cumulant and is the symmetric unbiased estimator of the second cumulant (i.e. the variance). Source: Internet

Then the only free parameter is m, which controls the fourth moment (and cumulant) and hence the kurtosis. Source: Internet

This is analogous to the definition of kurtosis as the fourth cumulant normalized by the square of the second cumulant. Source: Internet

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