Title :
A Convenient Multivariate Gram-Charlier Type A Series
Author :
Sauer, P. ; Heydt, Gerald
Author_Institution :
Univ of Illinois, Urbana-Champaign, Urban, IL
fDate :
1/1/1979 12:00:00 AM
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;
Journal_Title :
Communications, IEEE Transactions on
DOI :
10.1109/TCOM.1979.1094247
