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关于用埃奇沃思级数表示密度函数的研究

On the Representation of a Density by an Edgeworth Series

Biometrika · 1988
被引 3
ABS 4

中文导读

研究了在有限区间内用截断埃奇沃思级数正确近似随机变量密度函数的条件,这些条件限制了偏度和峰度值以确保近似函数为正。

Abstract

The conditions for the correct approximation of a density by the truncated Edgeworth series for a random variable given in a finite interval are found. These conditions restrict the values of skewness and kurtosis to achieve a positive approximating function.

统计学概率论数学