Title :
Evaluation of Gram-Charlier coefficients
Author_Institution :
Australian National University, Institute of Advanced Studies, Department of Statistics, Canberra, Australia
Abstract :
A formulation of the Gram-Charlier coefficients for the expansion of a frequency distribution of data in terms of Hermite polynomials is presented. The formulation has been found to be particularly amenable to computer programming.
Keywords :
polynomials; statistics; FORTRAN statements; Gram Charlier coefficient; Hermite polynomials; computer programming; non Gaussian measure; probability distributions; statistics;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19710334
