Various types of expansions in series of Chebyshev-Hermite polynomials
currently used in astrophysics for weakly non-normal distributions ar
e compared, namely the Gram-Charlier, Gauss-Hermite and Edgeworth expa
nsions. It is shown that the Gram-Charlier series is most suspect beca
use of its poor convergence properties. The Gauss-Hermite expansion is
better but it has no intrinsic measure of accuracy. The best results
are achieved with the asymptotic Edgeworth expansion. We draw attentio
n to the form of this expansion found by Petrov for arbitrary order of
the asymptotic parameter and present a simple algorithm realizing Pet
rov's prescription for the Edgeworth expansion. The results are illust
rated by examples similar to the problems arising when fitting spectra
l line profiles of galaxies, supernovae, or other stars, and for the c
ase of approximating the probability distribution of peculiar velociti
es in the cosmic string model of structure formation.