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

DOI10.1007/S10910-006-9134-5MaRDI QIDQ2468699zbMATH OpenOpenAlexFDO

Authors 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)

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• On the generalization of the Edgeworth/Gram-Charlier series
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Cites work

• scientific article; zbMATH DE number 3898923 (Why is no real title available?)
• scientific article; zbMATH DE number 1964597 (Why is no real title available?)
• scientific article; zbMATH DE number 794688 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Analytical inversion of the Laplace transform without contour integration: application to luminescence decay laws and other relaxation functions
• Gram-Charlier densities.

Cited in

(8)

• On the generalization of the Edgeworth/Gram-Charlier series
• Generalized Laguerre expansions of multivariate probability densities with moments
• Approximation of probability density functions for PDEs with random parameters using truncated series expansions
• The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion
• The valid regions of Gram-Charlier densities with high-order cumulants
• Multivariate generalized Gram-Charlier series in vector notations
• Cryptic selection forces and dynamic heritability in generalized phenotypic evolution
• scientific article; zbMATH DE number 2100397 (Why is no real title available?)

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