Numerical Methods for Approximating Continuous Probability Density Functions, over [0, ∞), Using Moments
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Publication:5683618
DOI10.1093/imamat/12.2.165zbMath0266.65011OpenAlexW2129092551MaRDI QIDQ5683618
Publication date: 1973
Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imamat/12.2.165
Computation of special functions and constants, construction of tables (65D20) Probabilistic methods, stochastic differential equations (65C99)
Related Items (3)
Generalized Laguerre expansions of multivariate probability densities with moments ⋮ Approximating the first passage time density from data using generalized Laguerre polynomials ⋮ High-order stochastic simulation of complex spatially Distributed natural phenomena
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