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dc.contributor.authorBrenn, Torgeir
dc.contributor.authorAnfinsen, Stian Normann
dc.date.accessioned2017-07-31T13:17:00Z
dc.date.available2017-07-31T13:17:00Z
dc.date.issued2017-07-31
dc.description.abstractIn this paper we make several observations on the Gram- Charlier and Edgeworth series, which are methods for modeling and approximating probability density functions.We present a simplified derivation which highlights both the similarity and the differences of the series expansions, that are often obscured by alternative derivations. We also introduce a reformulation of the Edgeworth series in terms of the complete exponential Bell polynomials, which make both series easy to implement and evaluate. The result is a significantly more accessible methodology, in the sense that it is easier to understand and to implement. Finally, we also make a remark on the Gram-Charlier series with a gamma kernel, providing a novel and simple expression for its coefficients.en_US
dc.identifier.urihttps://hdl.handle.net/10037/11261
dc.language.isoengen_US
dc.rights.accessRightsopenAccessen_US
dc.subjectVDP::Matematikk og Naturvitenskap: 400::Matematikk: 410::Statistikk: 412en_US
dc.subjectprobability density functionsen_US
dc.subjectseries expansionsen_US
dc.subjectEdgeworthen_US
dc.subjectGram-Charlieren_US
dc.subjectBell polynomialsen_US
dc.subjectNormal kernelen_US
dc.subjectgamma kernelen_US
dc.titleA revisit of the Gram-Charlier and Edgeworth series expansionsen_US
dc.typePreprinten_US
dc.typeManuskripten_US


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