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

exchangeable random variablesGaussian quadraturemomentsorthogonal polynomialsprocess capability index

Mathematics Subject Classification ID

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

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Cited in

(24)

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• A pair of rounded distributions for discretized observations in discrete event simulation
• scientific article; zbMATH DE number 7027558 (Why is no real title available?)
• Fused estimators of the central subspace in sufficient dimension reduction
• Generating discrete analogues of continuous probability distributions. A survey of methods and constructions
• Moment-based approximations of discrete probability distributions using rational functions
• Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances
• Minimizing distance between distribution functions: discrete counterparts to continuous random variables with applications in non-life insurance and stochastic reliability
• A new discrete exponential distribution: properties and applications
• The random intrinsic fast initial response of two-sided CUSUM charts

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