Seminário: Review of certain results on cumulants and higher order probability distribution cumulants

Informação para a participação no Seminário via Zoom:

https://videoconf-colibri.zoom.us/j/88583216279

ID da reunião: 885 8321 6279

Senha de acesso: 074579

Orador Convidado:

Profª Sandra Ferreira, Center of Mathematics and Applications, University of Beira Interior, Covilhã

Resumo:

In this presentation, a review of results on cumulants is made and a study of cumulants of higher-order probability distributions is presented, which correspond to sets of quantities that provide an alternative to the distribution moments. The well-known higher order cumulants are variance (second order), skewness (third order), measurement skewness and kurtosis (fourth order), measuring 'peak' of the probability distribution. Of particular interest is the fourth cumulant. Next, multivariate cumulants are presented and it is shown that the relationship between moments and cumulants is simpler in the multivariate case. It is considered an application of cumulants in mixed linear models.

Resumo (pdf):

Em anexo.

Organização: Programa de Doutoramento em Matemática, Departamento de Matemática, CIMA
Em 16.02.2022
15:00 | Online
Anexos