The Refined Positive Definite and Unimodal Regions for the Gram-Charlier and Edgeworth Series Expansion

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dc.contributor.authorSpiring, Fred
dc.date.accessioned2015-05-14T16:58:52Z
dc.date.available2015-05-14T16:58:52Z
dc.date.issued2011-5-26
dc.date.updated2015-03-29T13:38:27Z
dc.description.abstractGram-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.
dc.description.versionPeer Reviewed
dc.identifier.citationFred Spiring, “The Refined Positive Definite and Unimodal Regions for the Gram-Charlier and Edgeworth Series Expansion,” Advances in Decision Sciences, vol. 2011, Article ID 463097, 18 pages, 2011. doi:10.1155/2011/463097
dc.identifier.urihttp://dx.doi.org/10.1155/2011/463097
dc.identifier.urihttp://hdl.handle.net/1993/30524
dc.language.rfc3066en
dc.rightsopen accessen_US
dc.rights.holderCopyright © 2011 Fred Spiring. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
dc.titleThe Refined Positive Definite and Unimodal Regions for the Gram-Charlier and Edgeworth Series Expansion
dc.typeJournal Article
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