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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.
© (2007) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Leon Cohen "Construction and correction of probability densities", Proc. SPIE 6566, Automatic Target Recognition XVII, 656615 (7 May 2007); https://doi.org/10.1117/12.720263
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