Discrete Approximations to Continuous Univariate Distributions—an Alternative to Simulation

DOI10.1111/1467-9868.00180zbMath0913.62009OpenAlexW2112016415MaRDI QIDQ4237754

Alberto Luceño

Publication date: 13 April 1999

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00180

zbMATH Keywords

momentsorthogonal polynomialsGaussian quadratureexchangeable random variablesprocess capability index

Mathematics Subject Classification ID

Survival analysis and censored data (62N99) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (6)

Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress-strength models ⋮ The random intrinsic fast initial response of two-sided CUSUM charts ⋮ Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances ⋮ Generating discrete analogues of continuous probability distributions. A survey of methods and constructions ⋮ Fused Estimators of the Central Subspace in Sufficient Dimension Reduction ⋮ The random intrinsic fast initial response of one-sided CUSUM charts

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