A Combinatorial Interpretation of the Joint Cumulant

Abstract

In this paper, we apply the combinatorial proof technique of Description, Involution, Exceptions (DIE) to prove various known identities for the joint cumulant. Consider a set of random variables $S = \{X_1,..., X_n\} $. Motivated by the definition of the joint cumulant, we define $ \sC(S) $ as the set of cyclically arranged partitions of $S$, allowing us to express the joint cumulant of $ S $ as a weighted, alternating sum over $\sC(S)$. We continue to define other combinatorial objects that allow us to rewrite expressions originally in terms of the joint cumulant as weighted sums over the set of these combinatorial objects. Then by constructing weight-preserving, sign-reversing involutions on these objects, we evaluate the original expressions to prove the identities, demonstrating the utility of DIE.