Automating Bivariate Transformations

DOI10.1287/IJOC.1100.0416zbMath1465.62093OpenAlexW1974210184MaRDI QIDQ2815424

Jeff X. Yang, John H. Drew, Lawrence M. Leemis

Publication date: 29 June 2016

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/54da401aabb64c1e2dd23b6115de728b19cf4176

zbMATH Keywords

computer algebra systemscontinuous random variablestransformation of random variablescomputational probability

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Symbolic computation and algebraic computation (68W30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Uses Software

• APPL

Cites Work

• Unnamed Item
• A Generalized Univariate Change-of-Variable Transformation Technique

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