The Refined Positive Definite and Unimodal Regions for the Gram-Charlier and Edgeworth Series Expansion
Author
Source
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-18, 18 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-05-26
Country of Publication
Egypt
No. of Pages
18
Main Subjects
Economics & Business Administration
Business Administration
Abstract EN
Gram-Charlier and Edgeworth Series Expansions are used in the field of statistics to approximate probability density functions.
The expansions have proven useful but have experienced limitations due to the values of the moments that admit a proper probability density function.
An alternative approach in developing the boundary conditions for the boundary of the positive region for both series expansions is investigated using Sturm's theorem.
The result provides a more accurate representation of the positive region developed by others.
American Psychological Association (APA)
Spiring, Fred. 2011. The Refined Positive Definite and Unimodal Regions for the Gram-Charlier and Edgeworth Series Expansion. Advances in Decision Sciences،Vol. 2011, no. 2011, pp.1-18.
https://search.emarefa.net/detail/BIM-473541
Modern Language Association (MLA)
Spiring, Fred. The Refined Positive Definite and Unimodal Regions for the Gram-Charlier and Edgeworth Series Expansion. Advances in Decision Sciences No. 2011 (2011), pp.1-18.
https://search.emarefa.net/detail/BIM-473541
American Medical Association (AMA)
Spiring, Fred. The Refined Positive Definite and Unimodal Regions for the Gram-Charlier and Edgeworth Series Expansion. Advances in Decision Sciences. 2011. Vol. 2011, no. 2011, pp.1-18.
https://search.emarefa.net/detail/BIM-473541
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-473541
