A.I. Krasil’nikov, V.S. Beregun
ABSTRACT
Possibility of application of the generalized summation methods at approximation of probability density function by means of orthogonal representations is investigated in the article. Numerical results of research of approximation accuracy for typical distributions of random variables are given.
KEYWORDS
probability density function, approximation, orthogonal polynomial, orthogonal representation, generalized summation.
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