Computing the Distribution of a Random Variable via Gaussian Quadrature Rules
- 1 November 1982
- journal article
- website
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Bell System Technical Journal
- Vol. 61 (9), 2245-2261
- https://doi.org/10.1002/j.1538-7305.1982.tb03422.x
Abstract
Using the technique of Gaussian quadrature rules, a new estimator is proposed for approximating the distribution of a random variable given only a finite number of its moments. The estimator is shown by numerous examples to be accurate on the tails o...Keywords
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