On Gram-Charlier Approximations
- 1 February 1981
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Communications
- Vol. 29 (2) , 122-125
- https://doi.org/10.1109/tcom.1981.1094977
Abstract
A Gram-Charlier series involves the expansion of one probability density function in terms of the derivatives of another density function. This paper generalizes the original series introduced by Gram, an expansion that minimizes a weighted square error. Two new Gram-Charlier expansions for the density of a finite variate are derived and recursion formulas for series coefficients are given.Keywords
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