Improved FFT approximations of probability functions based on modified quadrature rules (Q5402016)
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scientific article; zbMATH DE number 6268569
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| English | Improved FFT approximations of probability functions based on modified quadrature rules |
scientific article; zbMATH DE number 6268569 |
Statements
Improved FFT approximations of probability functions based on modified quadrature rules (English)
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12 March 2014
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discrete Fourier transform
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fast Fourier transform
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optimal 3-point quadrature rule
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modified Simpson rule
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probability density approximation
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total variation distance
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0.8635054
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0.8594271
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0.85443395
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0.8544155
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0.85047317
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0.84877014
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0.8424225
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