Title :
On Gram-Charlier Approximations
Author :
Freedman, Roy S.
Author_Institution :
Hazeltime Corporation, Greenlawn, NY, USA
fDate :
2/1/1981 12:00:00 AM
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 :
Approximation methods; AC generators; Arithmetic; DC generators; Decoding; Delta modulation; Density functional theory; Error correction; Gaussian noise; Signal processing; Telecommunications;
Journal_Title :
Communications, IEEE Transactions on
DOI :
10.1109/TCOM.1981.1094977