The method of selecting the best distribution law for continuous random variables on the basis of inverse mapping

DOI10.14529/MMPH170104MaRDI QIDQ5374533zbMATH OpenOpenAlexFDO

Authors A. N. Tyrsin

Publication date 14 September 2018

Published in Bulletin of the South Ural State University series "Mathematics. Mechanics. Physics" (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.14529/mmph170104

zbMATH Keywords

identificationrandom samplingrandom variabledistribution lawstatistical tests based on a Monte Carlo methodtest for concordance

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• scientific article; zbMATH DE number 599415
• scientific article; zbMATH DE number 3947495
• Sampling of observations and approximation of the density function of a continuous random quantity
• A table for modelling probabilities
• A Method for Computer Generation of Variates from Arbitrary Continuous Distributions

Cited in

(1)

• Stable identification of linear autoregressive model with exogenous variables on the basis of the generalized least absolute deviation method

This page was built for publication: The method of selecting the best distribution law for continuous random variables on the basis of inverse mapping

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5374533)