Accession Number:

AD0651148

Title:

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

Descriptive Note:

Corporate Author:

BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH MATHEMATICS RESEARCH LAB

Personal Author(s):

• Marsaglia,George

Report Date:

1967-03-01

Pagination or Media Count:

14.0

Abstract:

This paper discusses the approximation of a given density function gx 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