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Series approximation to probability densities
Author(s): L. Cohen
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Paper Abstract

One of the historical and fundamental uses of the Edgeworth and Gram-Charlier series is to “correct” a Gaussian density when it is determined that the probability density under consideration has moments that do not correspond to the Gaussian [5, 6]. There is a fundamental difficulty with these methods in that if the series are truncated, then the resulting approximate density is not manifestly positive. The aim of this paper is to attempt to expand a probability density so that if it is truncated it will still be manifestly positive.

Paper Details

Date Published: 30 April 2018
PDF: 9 pages
Proc. SPIE 10648, Automatic Target Recognition XXVIII, 106480C (30 April 2018); doi: 10.1117/12.2304808
Show Author Affiliations
L. Cohen, The City Univ. of New York (United States)

Published in SPIE Proceedings Vol. 10648:
Automatic Target Recognition XXVIII
Firooz A. Sadjadi; Abhijit Mahalanobis, Editor(s)

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