Discrete Approximations to Continuous Univariate Distributions—an Alternative to Simulation

DOI10.1111/1467-9868.00180zbMATH Open0913.62009OpenAlexW2112016415MaRDI QIDQ4237754FDOQ4237754

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

Recommendations

• A Simple and Effective Discretization of a Continuous Random Variable
• Reexamining discrete approximations to continuous distributions
• Three kinds of discrete approximations of statistical multivariate distributions and their applications
• Discrete approximations of continuous distributions by maximum entropy
• Generating discrete analogues of continuous probability distributions. A survey of methods and constructions

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)

Cited In (17)

• A Simple and Effective Discretization of a Continuous Random Variable
• Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances
• Fused Estimators of the Central Subspace in Sufficient Dimension Reduction
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A pair of rounded distributions for discretized observations in discrete event simulation
• Simulation from a Target Distribution Based on Discretization and Weighting
• The random intrinsic fast initial response of two-sided CUSUM charts
• Minimizing distance between distribution functions: discrete counterparts to continuous random variables with applications in non-life insurance and stochastic reliability
• The Discrete Normal Distribution
• Generating discrete analogues of continuous probability distributions. A survey of methods and constructions
• 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
• Arithmetization of distributions and linear goal programming
• The random intrinsic fast initial response of one-sided CUSUM charts

This page was built for publication: Discrete Approximations to Continuous Univariate Distributions—an Alternative to Simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4237754)