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Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis - MaRDI portal

Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis (Q3192571)

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Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis
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    Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis (English)
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    13 October 2015
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    probability distribution
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    discrete approximation
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    generalized moment
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    quadrature formula
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    Kullback-Leibler information
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    Fenchel duality
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