D.A. Bezuglov, I.V. Kalienko, D.V. Mironovich, P.M. Pomortsev
The paper presents a method of assessing the unknown density distribution of a random variable. This problem is solved with the help of mathematical apparatus spline-approximation to reduce computational costs used the Jacobi iterative method. A numerical experiment illustrates the benefits of the proposed method, proposed an implementation of the device.