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About Edgeworth series
In probability theory, the Gram–Charlier A series, and the Edgeworth series are series that approximate a probability distribution over the real line 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.
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