Questions tagged [cumulants]

The $n$th cumulant of a random variable $X$ is the $n$th derivative of the Taylor series expansion of $\log[E(e^{tX})]$ evaluated at zero.

The $n$th cumulant of a random variable $X$ is the $n$th derivative of a power series expansion of $\log[E(e^{tX})]$ evaluated at zero.

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Name of third cumulant?

The first cumulant is called the mean. The second is the variance. Does the third cumulant have a name? The fourth?
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