Combinant

From HandWiki

In the mathematical theory of probability, the combinants cn of a random variableX are defined via the combinant-generating function G(t), which is defined from the moment generating function M(z) as

GX(t)=MX(log(1+t))

which can be expressed directly in terms of a random variable X as

GX(t):=E[(1+t)X],t,

wherever this expectation exists.

The nth combinant can be obtained as the nth derivatives of the logarithm of combinant generating function evaluated at –1 divided by n factorial:

cn=1n!ntnlog(G(t))|t=1

Important features in common with the cumulants are:

References