Abstract
A variety of methods for approximating probability density functions on the positive half-line are presented and discussed. In particular, the method of moments and orthogonal expansion methods are studied. We give a new, computational proof that continuous probability densities vanishing at ∞ can be uniformly approximated by generalized hyper-exponential densities. The same denseness property is also shown to hold for families of densities expressible as sums of Erlang densitieswith common fixed rate parameter.
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This research was supported in part by Air Force Office of Scientific Research Contract F49620-86-C-0022.
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Wenocur, M.L. Approximating probability densities on the positive half-line. Queueing Syst 4, 115–135 (1989). https://doi.org/10.1007/BF01158548
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DOI: https://doi.org/10.1007/BF01158548