Discretizing distributions with exact moments: error estimate and convergence analysis (Q3192571)
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scientific article; zbMATH DE number 6493499
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| English | Discretizing distributions with exact moments: error estimate and convergence analysis |
scientific article; zbMATH DE number 6493499 |
Statements
Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis (English)
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13 October 2015
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probability distribution
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discrete approximation
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generalized moment
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quadrature formula
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Kullback-Leibler information
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Fenchel duality
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0.7949588894844055
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0.7872127294540405
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0.7826114892959595
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0.7720584273338318
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