DocumentCode
755027
Title
A Convenient Multivariate Gram-Charlier Type A Series
Author
Sauer, P. ; Heydt, Gerald
Author_Institution
Univ of Illinois, Urbana-Champaign, Urban, IL
Volume
27
Issue
1
fYear
1979
fDate
1/1/1979 12:00:00 AM
Firstpage
247
Lastpage
248
Abstract
It is often necessary to approximate the probability density function of a random variable from given statistical moments. The Gram-Charlier Type A series is one well known method for such representations. In this note, the Gram-Charlier Type A series is generalized to the multidimensional case.
Keywords
Probability functions; Application software; Density functional theory; Density measurement; Equations; Measurement standards; Measurement units; Multidimensional systems; Polynomials; Probability density function; Random variables;
fLanguage
English
Journal_Title
Communications, IEEE Transactions on
Publisher
ieee
ISSN
0090-6778
Type
jour
DOI
10.1109/TCOM.1979.1094247
Filename
1094247
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