2.) The 'r'th cumulant of the sum of independent random variables is equal to the sum of the 'r'th cumulants of the individual variables, i.e., K, (X1 + X2 + ... + X„) = K, (X1) + K, (X2) + ... + K, (Xn)

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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Prove the following

The 'r'th cumulant of the sum of independent random variables is equal to
the sum of the 'r'th cumulants of the individual variables, i.e.,
2.
K, (X1 + X2 + ... +X„) = K, (X1) + Kp (X2) + ... + K, (X,)
%3D
Transcribed Image Text:The 'r'th cumulant of the sum of independent random variables is equal to the sum of the 'r'th cumulants of the individual variables, i.e., 2. K, (X1 + X2 + ... +X„) = K, (X1) + Kp (X2) + ... + K, (X,) %3D
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