Combinant

In the mathematical theory of probability, the combinants c_n of a random variable X are defined via the combinant-generating function G(t), which is defined from the moment generating function M(z) as

$G_{X}(t)=M_{X}(\log(1+t))$

which can be expressed directly in terms of a random variable X as

$G_{X}(t):=E\left[(1+t)^{X}\right],\quad t\in \mathbb {R} ,$

wherever this expectation exists.

The nth combinant can be obtained as the nth derivatives of the logarithm of combinant generating function evaluated at –1 divided by n factorial:

$c_{n}={\frac {1}{n!}}{\frac {\partial ^{n}}{\partial t^{n}}}\log(G(t)){\bigg |}_{t=-1}$

Important features in common with the cumulant moments are:

• the combinants share the additivity property of the cumulants
• for infinite divisibility (probability) distributions, both sets of moments are strictly positive

References

• Kittel, W.; De Wolf, E. A. Soft Multihadron Dynamics. pp. 306 ff. ISBN 978-9812562951. Google Books