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Date: 5-4-2021
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The symmetric statistic defined such that
(1) |
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) |
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(3) |
Polykays can be computed using PolyK[r, s, ...] in the Mathematica application package mathStatica.
REFERENCES:
Cook, M. B. "Bi-Variate -Statistics and Cumulants of Their Joint Sampling Distribution." Biometrika 38, 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.
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