The Cornish-Fisher representation of a probability density function, as a differential operator involving its cumulants applied to a normal density function, has been generalized so as to relate two ...

An investigation is carried out in the behavior of the determinants of certain moment matrices, for which the (i, j) entry is the (i + j)th moment of a distribution F. The determinant can be ...

Multivariate normality testing plays a critical role in modern statistical analysis by evaluating whether a multivariate dataset conforms to the assumptions of a normal distribution. Such assessments ...