The Cornish-Fisher representation of a probability density function, as a differential operator involving its cumulants applied to a normal density function, has been generalized so as to relate two ...
An investigation is carried out in the behavior of the determinants of certain moment matrices, for which the (i, j) entry is the (i + j)th moment of a distribution F. The determinant can be ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback