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

Electrical and Computer Engineering

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

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

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Electrical and Electronic Engineering

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10.1109/TCOM.1979.1094247

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A Convenient Multivariate Gram-Charlier Type A Series

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