Fitting combinations of exponentials to probability distributions

Applied Stochastic Models in Business and Industry

Volumn 23, Issue 1, 2007, Pages 23-48

  Dufresne, Daniel ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Combinations of exponentials; Jacobi polynomials; Logbeta distribution; Sums of lognormals

Indexed keywords

APPROXIMATION THEORY; COMPUTATION THEORY; CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; POLYNOMIALS;

COMBINATIONS OF EXPONENTIALS; JACOBI POLYNOMIALS; LOGBETA DISTRIBUTION; SUMS OF LOGNORMAL;

PROBABILITY DISTRIBUTIONS;

EID: 33847239513     PISSN: 15241904     EISSN: 15264025     Source Type: Journal    
DOI: 10.1002/asmb.635     Document Type: Article

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