The generation of piecewise linear approximations of probability distribution functions

DOI10.1080/00949658008810387MaRDI QIDQ3906910zbMATH OpenOpenAlexFDO

Authors Norman P. Archer

Publication date 1980

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658008810387

zbMATH Keywords

piecewise linear approximationmodified Newton Raphson techniqueempirical probability distribution approximation

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Asymptotic distribution theory in statistics (62E20) Numerical smoothing, curve fitting (65D10)

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