Recursive methods for numerical computation of the coefficients of a generalization of the Gram-Charlier series
- 1 January 1976
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE
- Vol. 64 (8) , 1254-1255
- https://doi.org/10.1109/PROC.1976.10303
Abstract
Recursive methods well suited for the numerical computation of the coefficients appearing in the approximation of a probability density function (pdf) with the aid of a known and well behaved reference pdf and its successive derivatives are presented in this letter. The use of the normal law as a reference law is examined.Keywords
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