An identification problem for random variables distributed over finite intervals is considered. A decomposition of the density function for the required random variable into series on orthogonal polynomials is obtained. The decomposition is made on the basis of the canonical moments theory, and the family of beta-distributions as a base density is used. An algorithm for estimation of the density function of a random variable distributed over a finite interval is proposed. Results of the application of the estimation algorithm for some distributions are presented.
Author(s):
Denisov Vladimir IvanovitchDr. , Professor
Position: Councilor
Office: Novosibirsk State Technical University
Address: Russia, Novosibirsk, Marx avenue, 20
Phone Office: (383) 349-59-43
E-mail: videnis@nstu.ru
Timofeev Vladimir SemenovichDr. , Associate Professor
Position: Professor
Office: Novosibirsk State Technical University
Address: 630073, Russia, Novosibirsk, Marx avenue, 20
Phone Office: (383) 346-31-72
E-mail: v.timofeev@corp.nstu.ru
SPIN-code: 8627-9120
Schekoldin Vladislav YurjevitcPhD. , Associate Professor
Position: Associate Professor
Office: Novosibirsk State Technical University
Address: Russia, Novosibirsk, Marx avenue, 20, Marx avenue, 20
Phone Office: (383) 346-31-72
E-mail: raix@ngs.ru
