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A chebyshev series approximation to continuous functions

✍ Scribed by M.A. Christie; K.J.M. Moriarty

Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
63 KB
Volume
35
Category
Article
ISSN
0010-4655

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An algorithm for constructing a three-subinterval approximation for any continuous distribution function is presented in which the Chebyshev criterion is used, or equivalently, the maximum absolute error (MAE) is minimized. The resulting approximation of this algorithm for the standard normal distri