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m WP:CHECKWIKI error fix for #61. Punctuation goes before References. Do general fixes if a problem exists. - using AWB (9876)
 
en>Marco Tomamichel
 
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In the mathematical theory of probability, the '''combinants''' ''c''<sub>''n''</sub> of a random variable ''X'' are defined via the '''combinant-generating function''' ''G''(''t''), which is defined from the [[moment generating function]] ''M''(''z'') as
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:<math>G_X(t)=M_X(\log(1+t))</math>
 
which can be expressed directly in terms of a [[random variable]] ''X'' as
 
:<math> G_X(t) := E\left[(1+t)^X\right], \quad t \in \mathbb{R}, </math>
 
wherever this [[expected value|expectation]] exists.
 
The ''n''th combinant can be obtained as the ''n''th derivatives of the logarithm of combinant generating function evaluated at –1 divided by ''n''&nbsp;factorial:
 
:<math> c_n = \frac{1}{n!} \frac{\partial ^n}{\partial t^n} \log(G (t)) \bigg|_{t=-1} </math>
 
Important features in common with the [[cumulant]]s are:
* the combinants share the additivity property of the cumulants;
* for [[infinite divisibility (probability)]] distributions, both sets of moments are strictly positive.
 
==References==
 
* {{cite book |last1=Kittel|first1=W. |last2=De Wolf |first2=E. A. |title=Soft Multihadron Dynamics |isbn=978-9812562951 |pages=306 ff}}  [http://books.google.com/books?id=BiEo3IIn4JAC&pg=PA307&lpg=PA307&dq=cumulants+combinants&source=bl&ots=gJyq7LUekt&sig=IOdcKmmEkOL6DCKUnrwVmrImj7s&hl=en&sa=X&ei=dLCnUuOYCsrwoASjk4CoCA&ved=0CFgQ6AEwBA#v=onepage&q=cumulants%20combinants&f=false Google Books]
 
 
{{Theory of probability distributions}}
 
[[Category:Theory of probability distributions]]

Latest revision as of 06:33, 1 December 2014

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