The early history of the Gram-Charlier series is discussed from three point
s of view: (1) a generalization of Laplace's central limit theorem, (2) a l
east squares approximation to a continuous function by means of Chebyshev-H
ermite polynomials, (3) a generalization of Gauss's normal distribution to
a system of skew distributions, Thiele defined the cumulants in terms of th
e moments, first by a recursion formula and later by an expansion of the lo
garithm of the moment generating function. He devised a differential operat
or which adjusts any cumulant to a desired value, His little known 1899 pap
er in Danish on the properties of the cumulants is translated into English
in the Appendix.