A Generalized Univariate Change-of-Variable Transformation Technique

DOI10.1287/IJOC.9.3.288zbMath0897.60022OpenAlexW2146387109MaRDI QIDQ4366467

John H. Drew, Lawrence M. Leemis, Andrew G. Glen

Publication date: 11 October 1998

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f1038c0ffa2a500741a7798c9b6b2ce0a45882bf

zbMATH Keywords

change-of-variable technique for transforming continuous random variables

Mathematics Subject Classification ID

Distribution theory (60E99)

Related Items (3)

Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation ⋮ Computing the distribution of the product of two continuous random variables ⋮ Automating Bivariate Transformations

This page was built for publication: A Generalized Univariate Change-of-Variable Transformation Technique