Escort Cumulant 2

Documentation

Lean 4 Proof

def escortCumulant2 (x : Fin J → ℝ) (ρ : ℝ) : ℝ :=
  escortRawMoment x ρ 2 - escortRawMoment x ρ 1 ^ 2

Dependency Graph

Module Section

The Cumulant Tower: Higher-Order Bridges Between CES and Escort Statistics