have identical cumulants as well, and vice versa. The first cumulant is the mean, the second cumulant is the variance, and the third cumulant is the same...

the third cumulant κ3 to the 1.5th power of the second cumulant κ2. This is analogous to the definition of kurtosis as the fourth cumulant normalized...

The Binder parameter or Binder cumulant in statistical physics, also known as the fourth-order cumulant U L = 1 − ⟨ s 4 ⟩ L 3 ⟨ s 2 ⟩ L 2 {\displaystyle...

from an autocorrelation function. One of the most common methods is the cumulant method, from which in addition to the sum of the exponentials above, more...

the next section, excess kurtosis is the fourth cumulant divided by the square of the second cumulant.) If a distribution has heavy tails, the kurtosis...

the calculation of cumulants, for what two distinguishable ways exist. For one thing an image can be calculated via auto-cumulants that by definition...

include the moment-generating function, the characteristic function and the cumulant generating function. The probability generating function is also equivalent...

therefore be deduced from it by inverse Fourier transform. Cumulant-generating function The cumulant-generating function is defined as the logarithm of the...

when n ≥ 4 is the nth cumulant κn(X). For n = 1, the nth cumulant is just the expected value; for n = either 2 or 3, the nth cumulant is just the nth central...

is κ, which is fine as long as it is clear that it does not refer to a cumulant. Other choices include γ2, to be similar to the notation for skewness,...