A Simple and Effective Discretization of a Continuous Random Variable

DOI10.1080/03610918.2015.1071389zbMATH Open1348.62046OpenAlexW2499596250MaRDI QIDQ2828784FDOQ2828784

Authors: Zvi Drezner, Dawit Zerom 

Publication date: 26 October 2016

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

Full work available at URL: https://doi.org/10.1080/03610918.2015.1071389

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zbMATH Keywords

optimizationdiscrete distributionhigher-order featurescontinuous distributionmean and variance

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Discrete approximations to continuous density functions that are \(L_ 1\) optimal

Cited In (8)

• Discrete approximations of continuous and mixed measures on a compact interval
• Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances
• Estimation of a continuous distribution on the real line by discretization methods
• Competitive facility location with random attractiveness
• A simple approximation for the simulation of continuous random variables
• On discretization of continuous random variables for contingency tables: discrete Johnson systems of distribution as a case study with applications
• Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress-strength models
• A note on the discretization of natural exponential families on the real line

Uses Software

• R

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