The Optimal Numerical Wavelet Based Integration Of Probability Density Function By Chebyshev Wavelet Method

This paper presents, numerical evaluation of probability density functions gamma, exponential, weibull, normal distributions with different parameters by wavelet based integration approach of chebyshev wavelet method, we illustrate in an numerical examples that proposed method results in a much lower computation time and complexity than the existing numerical methods and comparable to the performance of those method.