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Since 1978 Published in Sarov (Arzamas-16), Nizhegorodskaya oblast |
RUSSIAN FEDERAL NUCLEAR CENTER -
ALL-RUSSIAN RESEARCH INSTITUTE OF EXPERIMENTAL PHYSICS |
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Русский | English
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FUNCTION.ESTIMATES IN THE STATISTICAL MODELING METHODS
D. G. Modestov, K. E. Khatuntsev VANT. Ser.: Mat. Mod. Fiz. Proc 2009. Вып.3. С. 34-44.
When solving various problems using the statistical modeling methods, it is useful to have some distributions as solutions to the problems, which are measures, or charges, in general, in the sub-space of states within the probabilistic space of these problems. Such methods are intended for estimation of mathematical expectations and, therefore, estimation of distributions is not unambiguous, in general. The paper offers a criterion of approximating a charge with a system of linear-independent functions. The estimated errors of the criterion are also given, as well as some justification of using smooth functions to represent smooth distributions.Keywords: statistical modeling methods, mathematical expectation, covariance matrix, dispersion, Radon-Nykodym derivative, charge density, function approximation.
| FUNCTION.ESTIMATES IN THE STATISTICAL MODELING METHODS
D. G. Modestov, K. E. Khatuntsev VANT. Ser.: Mat. Mod. Fiz. Proc 2009. Вып.3. С. 34-44.
When solving various problems using the statistical modeling methods, it is useful to have some distributions as solutions to the problems, which are measures, or charges, in general, in the sub-space of states within the probabilistic space of these problems. Such methods are intended for estimation of mathematical expectations and, therefore, estimation of distributions is not unambiguous, in general. The paper offers a criterion of approximating a charge with a system of linear-independent functions. The estimated errors of the criterion are also given, as well as some justification of using smooth functions to represent smooth distributions.Keywords: statistical modeling methods, mathematical expectation, covariance matrix, dispersion, Radon-Nykodym derivative, charge density, function approximation.
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