Manifestly positive series approximation to  probability densities

L. Cohen

doi:10.1117/12.2520153

14 May 2019 Manifestly positive series approximation to probability densities

L. Cohen

Proceedings Volume 10988, Automatic Target Recognition XXIX; 109880Q (2019) https://doi.org/10.1117/12.2520153
Event: SPIE Defense + Commercial Sensing, 2019, Baltimore, MD, United States

Abstract

When one expands a probability density in a series and truncates the series, the result is generally not a manifestly positive density. Such is the case, for example, in the classical Edgeworth and Gram-Charlier series. In contrast, in quantum mechanics, approximation methods always retain the manifestly positive aspect of a probability density. We explore this fundamental difference and attempt to modify standard probability theory using the methods of quantum mechanics so that expansions result in a manifestly positive probability density.

Conference Presentation

Citation Download Citation

L. Cohen "Manifestly positive series approximation to probability densities", Proc. SPIE 10988, Automatic Target Recognition XXIX, 109880Q (14 May 2019); https://doi.org/10.1117/12.2520153

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