A numerical algorithm for computing exact distribution of a truncated random variable when truncation points are assigned point masses

DOI10.1080/10629360600575987zbMATH Open1112.62009OpenAlexW2075592372MaRDI QIDQ5485059FDOQ5485059

Authors: Malik Beshir Malik 

Publication date: 28 August 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360600575987

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zbMATH Keywords

convolutiontransformationdomain compressiontolerance levelcollapsing of probability cellscontaminated continuous-discrete distributionFORTRAN procedureJ-shaped random variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Censored data models (62N01) Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

• Numerical treatment of convolution integrals involving distributions with densities having singularities at the origin
• A Numerical Algorithm for Recursively-Defined Convolution Integrals Involving Distribution Functions

Cited In (2)

• Computational procedures for deriving sampling distributions of attribute-contaminated random variables
• Computing the weight distribution of a set of points obtained by scaling, shifting, and truncating a lattice

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