Discrete Approximations to Continuous Univariate Distributions—an Alternative to Simulation

DOI10.1111/1467-9868.00180MaRDI QIDQ4237754zbMATH OpenOpenAlexFDO

Authors 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

momentsGaussian quadratureorthogonal polynomialsexchangeable random variablesprocess capability index

Mathematics Subject Classification ID

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

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• A pair of rounded distributions for discretized observations in discrete event simulation
• Simulation from a Target Distribution Based on Discretization and Weighting
• Estimation of a continuous distribution on the real line by discretization methods
• The random intrinsic fast initial response of two-sided CUSUM charts
• Fused estimators of the central subspace in sufficient dimension reduction
• The Discrete Normal Distribution
• Minimizing distance between distribution functions: discrete counterparts to continuous random variables with applications in non-life insurance and stochastic reliability
• Three kinds of discrete approximations of statistical multivariate distributions and their applications
• Reexamining discrete approximations to continuous distributions
• Generating discrete analogues of continuous probability distributions. A survey of methods and constructions
• On discretization of continuous random variables for contingency tables: discrete Johnson systems of distribution as a case study with applications
• A simple approximation for the simulation of continuous random variables
• Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress-strength models
• Discrete approximations of continuous distributions by maximum entropy
• Arithmetization of distributions and linear goal programming
• The random intrinsic fast initial response of one-sided CUSUM charts

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