7 May 2007 Construction and correction of probability densities
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Abstract
We present a simple formula relating any two probability densities and show that this relation generalizes a number of results of classical probability theory, such as the Gram-Charlier and Edgeworth series. Our generalization is twofold in that it relates two arbitrary distributions rather than one of them being a Gaussian and secondly we generalize to an arbitrary Hermitian operator rather than the differentiation operator.
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Leon Cohen, Leon Cohen, } "Construction and correction of probability densities", Proc. SPIE 6566, Automatic Target Recognition XVII, 656615 (7 May 2007); doi: 10.1117/12.720263; https://doi.org/10.1117/12.720263
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