Title :
A recursive method for computing the coefficients of the Gram-Charlier series
Author_Institution :
Istituto di Elettronica e Telecomunicazioni del Politecnico di Torino, Torino, Italy
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;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1973.9021
