Aaron - There are a couple of things you should watch out for when fitting cumulants. First, you should make sure in the fitting process that the third cumulant C3 doesn't get much more than twice C2^(3/2) (i.e. 2 sigma^3) - values much larger than that are probably unphysical, even if they happen to give you a better fit. Second, the cumulant expansion loses its utility if it doesn't converge quickly enough. It's essentially an expansion in terms of order k*sigma, and if that approaches 1 the higher order cumulants may be large enough that convergence is questionable. If you are lucky and the effective distribution is Gaussian, or most of the variance is due to Gaussian broadening of a skewed distribution, it may converge OK, but that shouldn't be assumed a priori. Grant Bunker http://gbxafs.iit.edu