A Separation Method for Quartic Positivity and the Valid Region of Gram-Charlier densities

TL;DR

This paper derives necessary and sufficient conditions for the positivity of quartic polynomials, enabling more concise analytic expressions for the valid region of Gram-Charlier densities.

Contribution

It introduces a separation method to determine quartic polynomial positivity, improving analytic characterization of Gram-Charlier density validity regions.

Findings

Derived necessary and sufficient conditions for quartic polynomial positivity.

Proposed more concise analytic expressions for Gram-Charlier density positivity.

Enhanced understanding of the valid region of Gram-Charlier densities.

Abstract

The positivity of the Gram-Charlier probability density function has been a subject of extensive study for decades. Since Barton and Dennis (1952) introduced numerical positivity conditions, no analytic closed-form expression was available until Kwon (2019, 2022) proposed analytic solutions for the valid region of Gram-Charlier densities. Despite the significance of the analytical solutions, the expressions remain algebraically complex. As these conditions for the Gram-Charlier densities are determined by a quartic polynomial, it is essential to investigate its positivity. In this work, necessary and sufficient conditions for the positivity of a quartic polynomial are derived through a separation method. Based on these conditions, more concise analytic expressions for the positivity of the Gram-Charlier density are proposed.