Chebyshev subinterval polynomial approxi
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Hsien-Tang Tsai; Herbert Moskowitz
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Article
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1989
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John Wiley and Sons
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English
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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