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On Gaussian-like densities of order greater than two

โœ Scribed by Peter K. Willett; John B. Thomas


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
496 KB
Volume
324
Category
Article
ISSN
0016-0032

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โœฆ Synopsis


Any non-degenerate bivariate density can be written as an infinite series; however, this representation is often too general for practical use. Considerable attention has focussed on classes of densities, in particular, we note the class with polynomial series. We could consider this useful class to be a generalization of the Mehler expansion for the bivariate Gaussian density. Here we extend this heuristic and present a similar class of tri-and multivariate densities. We jind the corresponding series representation for the general-order Gaussian and develop a non-trivial class of densities with similar form. In addition, we show that this form is in some respect the simplest possible.


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