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Using Richardson extrapolation to improve the accuracy of processing and analyzing empirical data
https://doi.org/10.32446/0368-1025it.2019-2-18-22
Abstract
The article studies the properties of empirical data under random uncertainty. A new approach is proposed to improve the accuracy in problems of constructing the probability density function and estimating its error. The method is based on the application of Richardson extrapolation and the Runge rule for kernel estimates with different smoothing parameters. It is shown that the application of the Runge rule makes it possible to estimate the error of kernel estimates for the probability density function and the values of its second derivative.
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Review
For citations:
Popova O.A. Using Richardson extrapolation to improve the accuracy of processing and analyzing empirical data. Izmeritel`naya Tekhnika. 2019;(2):18-22. (In Russ.) https://doi.org/10.32446/0368-1025it.2019-2-18-22
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