Numerical treatment of convolution integrals involving distributions with densities having singularities at the origin

DOI10.1080/03610919808812206zbMath0465.65008OpenAlexW2060944736MaRDI QIDQ3917413

Denis J. McConalogue

Publication date: 1981

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919808812206

zbMATH Keywords

Weibull distributionlognormal distributionalternating renewal processnumerical convolutionCleroux-McConalogue algorithmcubic spliningsingular densities

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Asymptotic distribution theory in statistics (62E20) Numerical mathematical programming methods (65K05) Probability distributions: general theory (60E05) Algorithms for approximation of functions (65D15) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• A Numerical Algorithm for Recursively-Defined Convolution Integrals Involving Distribution Functions
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