With reference to exercise 39 show that for normal


With reference to Exercise 39, show that for normal distributions κ2 =σ2 and all other cumulants are zero.

Exercise 39

If we let

 in the Maclaurin's series of KX(t) is called the rth cumulant, and it is denoted by κr. Equating coefficients of like powers, show that

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Basic Statistics: With reference to exercise 39 show that for normal
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