Gram–Charlier expansion

Related Overviews


'Gram–Charlier expansion' can also refer to...


More Like This

Show all results sharing this subject:

  • Probability and Statistics


Show Summary Details

Quick Reference

An expansion relating a probability density function, f, to ϕ, the probability density function of a standard normal distribution, using Chebyshev–Hermite polynomials. The alternative Edgeworth expansion is usually preferred.

Subjects: Probability and Statistics.

Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.