Saved in:
Bibliographic Details
Main Authors: Averina, Tatyana A., Rybakov, Konstantin A.
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2506.14822
Tags: Add Tag
No Tags, Be the first to tag this record!
Table of Contents:
  • Algorithms for jointly obtaining projection estimates of the density and distribution function of a random variable using Legendre polynomials are proposed. For these algorithms, a problem of the conditional optimization is solved. Such optimization allows one to increase the approximation accuracy with minimum computational costs. The proposed algorithms are tested on examples with different degrees of smoothness of the density. A projection estimate of the density is compared to a histogram that is often used in applications to estimate distributions.