On Approximation of Distribution and Density Functions
- Author(s):
- Wolff, Hans
- Publication Year:
- 1970
- Report Number:
- RB-70-51
- Source:
- ETS Research Bulletin
- Document Type:
- Report
- Page Count:
- 13
- Subject/Key Words:
- Computation, Mathematics, Research Methodology, Statistical Analysis, Stochastic Approximation
Abstract
Stochastic approximation algorithms for least square error approximation to density and distribution functions are considered. The main results are necessary and sufficient parameter conditions for the convergence of the approximation processes and a generalization to some time-dependent density and distribution functions. (Author)
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- http://dx.doi.org/10.1002/j.2333-8504.1970.tb00780.x