The calculation of cumulants via conditioning

  • David R. Brillinger


Central Limit Theorem Cumulant Generate Function Order Cumulant Nest Classification Asymptotic Sampling 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. [1]
    P. L. Dressel, “Statistical seminvariants and their estimates with particular emphasis on their relation to algebraic invariants,”Ann. Math. Statist. 9 (1940), 33–57.MathSciNetGoogle Scholar
  2. [2]
    A. Ebner, “Cumulant component estimation in the balanced one-way nested classification”, M. Sc. Thesis at Cornell University, 1959.Google Scholar
  3. [3]
    W. Feller,An Introduction to Probability Theory and its Applications, II, Wiley, New York, 1966.zbMATHGoogle Scholar
  4. [4]
    M. H. Hansen, W. N. Hurwitz and W. G. Madow,Sample Survey Methods and Theory, II, Wiley, New York, 1953.zbMATHGoogle Scholar
  5. [5]
    H. E. Robbins, “The asymptotic distribution of the sum of a random number of random variables,”Bull. Amer. Math. Soc., 54 (1948), 1151–1161.MathSciNetCrossRefzbMATHGoogle Scholar
  6. [6]
    J. W. Tukey, “Some sampling simplified,”J. Amer. Statist. Ass., 45 (1950), 501–519.CrossRefMathSciNetzbMATHGoogle Scholar
  7. [7]
    H. Wittenberg, “The limiting distributions of random sums of independent random variables,”Zeit. für Wahrschein., 3 (1964), 7–18.CrossRefMathSciNetzbMATHGoogle Scholar

Copyright information

© The Institute of Statistical Mathematics 1969

Authors and Affiliations

  • David R. Brillinger
    • 1
  1. 1.The London School of Economics and Political ScienceLondonUK

Personalised recommendations