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Dina probability theory jeung statistik, cumulants κn tiprobability distribution dirumuskeun ku

nu mana X nyaéta unggal variabel random sebaran probabiliti is the one whose cumulants are taken.  In other words, κn/n! is the nth coefficient in the power series representation of the logarithm of the moment-generating function.  The logarithm of the moment-generating function is therefore called the cumulant-generating function.

The "problem of cumulants" attempts to recover a probability distribution from its sequence of cumulants.  In some cases no solution exists; in some cases a unique solution exists; in some cases more than one solution exists.