Approximating the probability density function of a transformation of random variables
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Publication:2282737
DOI10.1007/s11009-018-9629-0zbMath1433.62055MaRDI QIDQ2282737
Denys Pommeret, Laurence Reboul
Publication date: 19 December 2019
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-018-9629-0
orthogonal polynomials; approximations; probability density function; sum of random variables; natural exponential families; product of random variables; ratio; reference measure
62E15: Exact distribution theory in statistics
62E17: Approximations to statistical distributions (nonasymptotic)