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Power Series Expansions

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Numerical Analysis for Statisticians

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Abstract

Power series expansions are old friends of all workers in the mathematical sciences [4, 5, 10]. This chapter emphasizes special techniques for handling and generating the power series encountered in computational statistics. Most expansions can be phrased in terms of recurrence relations. Logarithmic differentiation is one powerful device for developing recurrences. Our applications of logarithmic differentiation to problems such as the conversion between moments and cumulants illustrate some of the interesting possibilities.

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Correspondence to Kenneth Lange .

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Lange, K. (2010). Power Series Expansions. In: Numerical Analysis for Statisticians. Statistics and Computing. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5945-4_2

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