Chebyshev approximation of the distribution function of nonnegative random variables
DOI10.1007/BF02366534zbMATH Open0881.41009OpenAlexW1996157668MaRDI QIDQ1364084FDOQ1364084
A. N. Nakonechnyj, I. M. Kovalenko, A. B. Romanov
Publication date: 17 February 1998
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02366534
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Asymptotic distribution theory in statistics (62E20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Approximation by polynomials (41A10) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10)
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- Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series
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