In probability theory, the Gram–Charlier A series (named in honor of Jørgen Pedersen Gram and Carl Charlier), and the Edgeworth series (named in honor of Francis Ysidro Edgeworth) are series that approximate a probability distribution over the real line ( − ∞ , ∞ ) {\displaystyle (-\infty ,\infty )} in terms of its cumulants. The series are the same; but, the arrangement of terms (and thus the accuracy of truncating the series) differ.
In probability theory, the Gram–Charlier A series (named in honor of Jørgen Pedersen Gram and Carl Charlier), and the Edgeworth series (named in honor of Francis Ysidro Edgeworth) are series that approximate a probability distribution over the real line ( − ∞ , ∞ ) {\displaystyle (-\infty ,\infty )} in terms of its cumulants. The series are the same; but, the arrangement of terms (and thus the accuracy of truncating the series) differ.
Source: Wikipedia "Edgeworth series" · CC BY-SA 4.0
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