# Cumulants and moments for the multivariate distribution.

The cumulants are related to the moments by a recursive formula for a univariate distribution. Is there a similar formula for the multivariate case?

I'm interesting in the multivariate normal distribution.

I'm interesting in the multivariate normal distribution.

## All Answers (2)

Samah M. Abo-El-Hadid· Helwan Universitythe multivariate normal distribution:Moments and cumulants of the multivariate

real and complex Gaussian distributions, by Kostas Triantafyllopoulos1

Massimiliano Muratori· National Institute for Research in Computer Science and ControlCan you help by adding an answer?