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Chebyshev approximation of the distribution function of nonnegative random variables

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Publication:1364084
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DOI10.1007/BF02366534zbMath0881.41009OpenAlexW1996157668MaRDI 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)

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) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Approximation by polynomials (41A10)


Related Items (1)

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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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