Accession Number : AD0651148

Title :   OPTIMAL REPRESENTATION OF A FUNCTION AS A LINEAR COMBINATION OF FUNCTIONS,

Corporate Author : BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB

Personal Author(s) : Marsaglia,George

Report Date : MAR 1967

Pagination or Media Count : 14

Abstract : This paper discusses the approximation of a given density function g(x) with a linear combination of densities f sub one (x), f sub two (x), ..., f sub n (x) in such a way that the approximation has maximum area but always lies below the given function.

Descriptors :   (*FUNCTIONS(MATHEMATICS), OPTIMIZATION), EQUATIONS, MONTE CARLO METHOD, PROBABILITY, APPROXIMATION(MATHEMATICS), ALGORITHMS, LINEAR PROGRAMMING, RANDOM VARIABLES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE