Chebyshev–Hermite polynomials

'Chebyshev–Hermite polynomials' can also refer to...


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Polynomials that play an important role in the Edgeworth expansion and Gram–Charlier expansion. The rth of these polynomials, Hr(x), is the coefficient of tr/r! in the expansion of exp tx - ½t2 and is given by .

Subjects: Probability and Statistics.

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