Linear Approximations of Probability Density Functions

DOI10.1007/978-3-319-43317-2_10MaRDI QIDQ4976472zbMATH OpenOpenAlexFDO

Authors Lee S. McDaniel, Andrew G. Glen, Lawrence M. Leemis

Publication date 31 July 2017

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-43317-2_10

zbMATH Keywords

convolutionconvolutionsoptimizationrandom variables

Mathematics Subject Classification ID

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Cites work

• A ‘best points’ interpolation method for efficient approximation of parametrized functions
• scientific article; zbMATH DE number 3770219 (Why is no real title available?)
• scientific article; zbMATH DE number 1083107 (Why is no real title available?)
• Lebesgue constants in polynomial interpolation

Cited in

(7)

• The ARMA method of approximating probability density functions
• Approximating probability densities on the positive half-line
• Arithmetization of distributions and linear goal programming
• Fourier-Legendre approximation of a probability density from discrete data
• Approximating the probability density function of a transformation of random variables
• Computation of Shot-Noise Probability Distributions and Densities
• Piecewise polynomial approximation of probability density functions with application to uncertainty quantification for stochastic PDEs

Describes a project that uses

Uses Software

• Mathematica

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