Expressing a probability density function in terms of another PDF: a generalized Gram-Charlier expansion

DOI10.1007/s10910-006-9134-5zbMath1129.62007OpenAlexW2102362310MaRDI QIDQ2468699

Mario N. Berberan-Santos

Publication date: 25 January 2008

Published in: Journal of Mathematical Chemistry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10910-006-9134-5

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17) Applications of hypergeometric functions (33C90)

Related Items (5)

Multivariate generalized Gram-Charlier series in vector notations ⋮ The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion ⋮ Cryptic selection forces and dynamic heritability in generalized phenotypic evolution ⋮ On the generalization of the Edgeworth/Gram-Charlier series ⋮ Approximation of probability density functions for PDEs with random parameters using truncated series expansions

Cites Work

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• Analytical inversion of the Laplace transform without contour integration: application to luminescence decay laws and other relaxation functions
• Gram-Charlier densities.

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