DocumentCode
925745
Title
A recursive method for computing the coefficients of the Gram-Charlier series
Author
Biglieri, Ezio
Author_Institution
Istituto di Elettronica e Telecomunicazioni del Politecnico di Torino, Torino, Italy
Volume
61
Issue
2
fYear
1973
Firstpage
251
Lastpage
252
Abstract
The Gram-Charlier series is a known tool for approximating a probability density function when the moments or the cumulants of a random variable are known. A recursive procedure is presented which is well suited for the numerical computation of the coefficients of the series.
Keywords
Application software; Computer simulation; Density functional theory; Equations; Object detection; Optimized production technology; Parameter estimation; Probability density function; Random variables; Signal detection;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1973.9021
Filename
1450951
Link To Document