|
|||||
|
|
A Convenient Multivariate Gram-Charlier Type A Series |
|
| Authors: | Sauer P Heydt G |
| Affiliation: | Univ of Illinois, Urbana-Champaign, Urban, IL; |
| 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: | |