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.