where is a cumulant.
These statistics generalize k-statistic and
were originally called "generalized -statistics" (Dressel 1940). The term "polykay"
was introduced by Tukey (1956; Rose and Smith 2002, p. 255). Polykays are commonly
defined in terms of power sums, for example
(2)
(3)
Polykays can be computed using PolyK[r, s, ...] in the Mathematica
application package mathStatica.
Cook, M. B. "Bi-Variate -Statistics and Cumulants of Their Joint Sampling Distribution."
Biometrika38, 179-195, 1951.Dressel, P. L. "Statistical
Seminvariants and Their Setimates [sic] with Particular Emphasis on Their Relation
to Algebraic Invariants." Ann. Math. Stat.11, 33-57, 1940.Rose,
C. and Smith, M. D. Mathematical
Statistics with Mathematica. New York: Springer-Verlag, 2002.Tukey,
J. W. "Keeping Moment-Like Computations Simple." Ann. Math. Stat.27,
37-54, 1956.