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 ...

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 ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

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 ...