The approximation of a -pdf

We want to remark that this expression is computational very tractable and accurate, leading to an efficient algorithm for the approximation of a pdf in terms of the cumulants. 

Finally, following the last section we can rewrite the series ex- 

The following analysis of the accuracy of the EE scheme is carried out, such that all values z given hy p z) 10 are taken into account to compute the absolute and relative errors for the approximation of a with 

V = 100, V = 30 and v = 10. This makes sure that the efficiency of the approximation technique is analyzed even in the tails of the pdf. Additionally, we expect a higher discrepancy from a normal-like behavior in the tails of the pdf. 

The approximation of the xjoo P running an EE with M = 18 series terms performs almost perfect (see figure (3.2). In the midsection of the density function the approximation error is only of about 10 — lO. Even at the tails we obtain only an absolute (relative) approximation error of 

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