Use case:
It is used to Orthogonal Basis functions for the Polynomial Chaos Expansion
- For normal distributions: Hermite polynomials
- For uniform distributions: Legendre polynomials
- For gamma distributions: Laguerre polynomials
- For beta distributions: Jacobi polynomials
Example
| Hermit Polynomial | Value |
|---|---|
| 1 | |
| … | … |