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Evaluation of integrals with the EQMOM

While EQMOM allows us to capture an additional moment, the use of kernel density functions can lead to a closure problem when evaluating integrals such as Eq. (3.9)  [Pg.91]

As noted earlier, if is defined using the weight function of a known family of orthogonal polynomials, Eq. (3.116) can be closed as described in Eq. (3.86) using the recursion [Pg.91]

As an example, consider the case in which 6a- is the Gaussian distribution in Eq. (3.88). In this case, cr functions as a scaling parameter, and thus the integral in Eq. (3.118) can be written as [Pg.92]


See other pages where Evaluation of integrals with the EQMOM is mentioned: [Pg.91]   


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