Discrete approximations to continuous density functions that are \(L_ 1\) optimal

DOI10.1016/0167-9473(83)90089-0zbMath0576.65148OpenAlexW2060088048MaRDI QIDQ1064774

Darryl Katz

Publication date: 1983

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(83)90089-0

zbMATH Keywords

density approximationcontinuous density functionoptimal discrete approximation

Mathematics Subject Classification ID

Approximation by other special function classes (41A30) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

Related Items (4)

Stochastic optimization algorithms of a Bayesian design criterion for Bayesian parameter estimation of nonlinear regression models: Application in pharmacokinetics ⋮ Applications and Implementations of Continuous Robust Designs ⋮ A Simple and Effective Discretization of a Continuous Random Variable ⋮ Discrete approximation of multivariate densities with application to Bayesian estimation

Uses Software

• IMSL Numerical Libraries

Cites Work

• Adaptive control of linear stochastic systems

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