Cumulants are essentially defined as the coefficients of the Taylor expansion of the logarithm of the Fourier transform of the density function about the zero frequency


5 Responses to “frustration”

  1. cakesniffer says:

    I thought they were a sort of cloud… :-/

  2. blodgett says:

    much better! :)

  3. doik says:

    i like that they are “essentially” defined thus.

    also, is it worrying that it makes some sense to me? the “fourier transform… about the zero frequency” is a bit funny though as, i think, is just a fancy pants way of saying, integrate from -infinity to +infinity, which is always 1 for a probability density.

  4. blodgett says:

    that would make it taylor expansion of zero, thus cumulants don’t exist

    actually that makes it much easier, blodgett will just cross out these sections of tutorial

  5. doik says:

    yarr, everyone knows maths is just cancelling stuff out until you have nothing left. that’s how you know you got the right answer.

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