Automating bivariate transformations

DOI10.1287/IJOC.1100.0416MaRDI QIDQ2815424zbMATH OpenOpenAlexFDO

Authors 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

computational probabilitycomputer algebra systemscontinuous random variablestransformation of random variables

Mathematics Subject Classification ID

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

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Cites work

• A Generalized Univariate Change-of-Variable Transformation Technique
• scientific article; zbMATH DE number 1730488 (Why is no real title available?)

Cited in

(2)

• On the use of bivariate Mellin transform in bivariate random scaling and some applications
• A Generalized Univariate Change-of-Variable Transformation Technique

Describes a project that uses

Uses Software

• APPL

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