Anyone familiar with Cumulants or good reference books?

Any book on Edgeworth expansions will discuss cumulants.  Also, Kendall 
and Stuart, vol. 1, discuss cumulants.

hope this helps.  spencer graves

Hey, R-listers

I want to get some statistical books on Cumulants for 
studying.
So will you please give me some suggestions on
these related books?

Thanks for your point.

Fred

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Hey, R-listers

I want to get some statistical books on Cumulants for 
studying.
So will you please give me some suggestions on
these related books?

You are talking about classical statistical theory. I suggest as a 
starting point Kendall and Stuart, Advanced Theory of Statistics. I think 
this is in Volume 1. I am not familiar enough with it (and am not in my 
office to check), but I would be surprised if you didn't find enough to 
satisfy your needs in Lukacs, Characteristic Functions.

David Scott


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