Presentation + Paper
14 May 2019 Manifestly positive series approximation to probability densities
Author Affiliations +
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
© (2019) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
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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KEYWORDS
Probability theory

Quantum mechanics

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