Chebyshev approximation of the distribution function of nonnegative random variables

DOI10.1007/BF02366534zbMath0881.41009MaRDI QIDQ1364084

A. N. Nakonechnyj, Igor N. Kovalenko, A. B. Romanov

Publication date: 17 February 1998

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

distribution function; Chebyshev expansion; Renyi theorem

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)

42C10: Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.)

41A10: Approximation by polynomials

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Cites Work

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