Monograph on the use of the multivariate Gram Charlier series Type A
Technical Report
·
OSTI ID:5271148
The Gram-Charlier series in an infinite series expansion for a probability density function (pdf) in which terms of the series are Hermite polynomials. There are several Gram-Charlier series - the best known is Type A. The Gram-Charlier series, Type A (GCA) exists for both univariate and multivariate random variables. This monograph introduces the multivariate GCA and illustrates its use through several examples. A brief bibliography and discussion of Hermite polynomials is also included. 9 figures, 2 tables.
- Research Organization:
- Purdue Univ., Lafayette, IN (USA). School of Electrical Engineering
- DOE Contract Number:
- AS02-77ET29102
- OSTI ID:
- 5271148
- Report Number(s):
- PCTR-53-78; TR-EE-78-5
- Country of Publication:
- United States
- Language:
- English
Similar Records
Probability, convolutions, and distributions: EPRI monographs on simulation of electric power production
Probability, convolutions, and distributions: EPRI monographs on simulation of electric power production
Stochastic optimal energy dispatch
Technical Report
·
Sun Dec 01 00:00:00 EST 1991
·
OSTI ID:5271148
Probability, convolutions, and distributions: EPRI monographs on simulation of electric power production
Technical Report
·
Sun Dec 01 00:00:00 EST 1991
·
OSTI ID:5271148
Stochastic optimal energy dispatch
Technical Report
·
Thu May 01 00:00:00 EDT 1980
·
OSTI ID:5271148