A Convenient Multivariate Gram-Charlier Type A Series

P. W. Sauer; G. T. Heydt

doi:10.1109/TCOM.1979.1094247

A Convenient Multivariate Gram-Charlier Type A Series

P. W. Sauer
, G. T. Heydt

Research output: Contribution to journal › Letter › peer-review

31 Scopus citations

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.

Original language	English (US)
Pages (from-to)	247-248
Number of pages	2
Journal	IEEE Transactions on Communications
Volume	27
Issue number	1
DOIs	https://doi.org/10.1109/TCOM.1979.1094247
State	Published - Jan 1979
Externally published	Yes

ASJC Scopus subject areas

Electrical and Electronic Engineering

Access to Document

10.1109/TCOM.1979.1094247

Cite this

@article{d78f671d411e43aba1e8acb63535aed6,

title = "A Convenient Multivariate Gram-Charlier Type A Series",

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.",

author = "Sauer, \{P. W.\} and Heydt, \{G. T.\}",

year = "1979",

month = jan,

doi = "10.1109/TCOM.1979.1094247",

language = "English (US)",

volume = "27",

pages = "247--248",

journal = "IEEE Transactions on Communications",

issn = "0090-6778",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "1",

}

TY - JOUR

T1 - A Convenient Multivariate Gram-Charlier Type A Series

AU - Sauer, P. W.

AU - Heydt, G. T.

PY - 1979/1

Y1 - 1979/1

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/0018289059

UR - https://www.scopus.com/pages/publications/0018289059#tab=citedBy

U2 - 10.1109/TCOM.1979.1094247

DO - 10.1109/TCOM.1979.1094247

M3 - Letter

SN - 0090-6778

VL - 27

SP - 247

EP - 248

JO - IEEE Transactions on Communications

JF - IEEE Transactions on Communications

IS - 1

ER -

A Convenient Multivariate Gram-Charlier Type A Series

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this