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

DOI10.1080/10629360600575987MaRDI QIDQ5485059zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

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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