Question: Let Xr , Xrs , Xrst , be a sequence of arrays of arbitrary random variables. Such a sequence will be called triangular. Let the
Let Xr
, Xrs
, Xrst
,… be a sequence of arrays of arbitrary random variables.
Such a sequence will be called triangular. Let the joint moments and cumulants be denoted as in Section 7.2.1 by and so on. Now write μ[…] and κ[…] for the sum over all partitions of the subscripts as follows and so on, with identical definitions for κ[rs]
, κ[rst] and so on. Show that κ[r]
= μ[r]
, Hence show that the cumulants of the log likelihood derivatives satisfy κ[…] =
0, whatever the indices.
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