Edgeworth series

id: edgeworth-series-286-15768205
title: Edgeworth series
text: The Gram–Charlier A series, and the Edgeworth series are series that approximate a probability distribution in terms of its cumulants. The series are the same; but, the arrangement of terms differ. The key idea of these expansions is to write the characteristic function of the distribution whose probability density function f is to be approximated in terms of the characteristic function of a distribution with known and suitable properties, and to recover f through the inverse Fourier transform.
brand slug: wiki
category slug: encyclopedia
description:
original url: https://en.wikipedia.org/wiki/Edgeworth_series
date created:
date modified: 2023-11-11T18:30:06Z
main entity: {"identifier":"Q5337942","url":"https://www.wikidata.org/entity/Q5337942"}
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fields total: 13
integrity: 13

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