The early history of the cumulants and the Gram-Charlier series

Authors
Citation
A. Hald, The early history of the cumulants and the Gram-Charlier series, INT STAT R, 68(2), 2000, pp. 137-153
Citations number
39
Categorie Soggetti
Mathematics
Journal title
INTERNATIONAL STATISTICAL REVIEW
ISSN journal
03067734 → ACNP
Volume
68
Issue
2
Year of publication
2000
Pages
137 - 153
Database
ISI
SICI code
0306-7734(200008)68:2<137:TEHOTC>2.0.ZU;2-Y
Abstract
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.