Sandia National Laboratories

# askey

Select the standardized random variables (and associated basis polynomials) from the Askey family that best match the user-specified random variables.

Specification

- Alias: None

- Arguments: None

- Default: extended (Askey + numerically-generated)

Description

The Askey option employs standard normal, standard uniform, standard exponential, standard beta, and standard gamma random variables in a transformed probability space. These selections correspond to Hermite, Legendre, Laguerre, Jacobi, and generalized Laguerre orthogonal polynomials, respectively.

Specific mappings for the basis polynomials are based on a closest match criterion, and include Hermite for normal (optimal) as well as bounded normal, lognormal, bounded lognormal, gumbel, frechet, and weibull (sub-optimal); Legendre for uniform (optimal) as well as loguniform, triangular, and bin-based histogram (sub-optimal); Laguerre for exponential (optimal); Jacobi for beta (optimal); and generalized Laguerre for gamma (optimal).

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