In this work we want to show that, in general, a universal-best approximation does not exist, and that the choice of the approximant should be related to the context in which the approximation is needed. As we will clearly show, a good choice of approximant to compute expected values, does not necessarily remain the best choice when the context is changed, for example to approximately compute hazard rates.
In search of the best approximant / H., Gzyl; Novi Inverardi, Pier Luigi; Tagliani, Aldo. - In: APPLIED MATHEMATICS AND COMPUTATION. - ISSN 0096-3003. - STAMPA. - 189:1(2007), pp. 652-661.
In search of the best approximant
Novi Inverardi, Pier Luigi;Tagliani, Aldo
2007-01-01
Abstract
In this work we want to show that, in general, a universal-best approximation does not exist, and that the choice of the approximant should be related to the context in which the approximation is needed. As we will clearly show, a good choice of approximant to compute expected values, does not necessarily remain the best choice when the context is changed, for example to approximately compute hazard rates.File in questo prodotto:
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