cumulant

[ˈkjuːmjʊlənt]

cumulant Definition

  • 1a mathematical function used in probability theory to describe the distribution of a random variable
  • 2a quantity that is formed from moments of a probability distribution and that characterizes the distribution

Using cumulant: Examples

Take a moment to familiarize yourself with how "cumulant" can be used in various situations through the following examples!

  • Example

    The cumulant of a normal distribution is equal to its variance.

  • Example

    Cumulants are used to study the statistical properties of random variables.

  • Example

    The third cumulant of a distribution is related to its skewness.

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Summary: cumulant in Brief

A 'cumulant' [ˈkjuːmjʊlənt] is a mathematical function used in probability theory to describe the distribution of a random variable. It is formed from moments of a probability distribution and characterizes the distribution. Cumulants are used to study the statistical properties of random variables.