Chebyshev approximation of the distribution function of nonnegative random variables

DOI10.1007/BF02366534MaRDI QIDQ1364084zbMATHOpenAlexFDO

Authors I. M. Kovalenko, A. N. Nakonechnyj, 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

zbMATH Keywords

distribution functionChebyshev expansionRenyi theorem

Mathematics Subject Classification ID

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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Cites work

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• Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series

Cited in

(4)

• scientific article; zbMATH DE number 6193681 (Why is no real title available?)
• Approximation of distribution function of additive functional of Wiener process by segment of Chebyshev series
• On statistical properties of Chebyshev's norm
• A review of my scientific publications. Masters and coworkers

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