A colleague has just asked me about higher moments of two variables,
i.e. terms like E(X-muX)^a(Y-muY)^b for a,b>1 (a=b=1 is obviously the
covariance). I can see that they should exist, but know nothing more.
I assume they have been studied, so does anyone have any references
about them they could pass on?
Thanks!
Bob
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Bob O'Hara
Biodiversity and Climate Research Centre
Senckenberganlage 25
D-60325 Frankfurt am Main,
Germany
Tel: +49 69 798 40216
Mobile: +49 1515 888 5440
WWW: http://www.RNI.Helsinki.FI/~boh/
Blog: http://network.nature.com/blogs/user/boboh
Journal of Negative Results - EEB: www.jnr-eeb.org
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