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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2018.7
- 수록면
- 1,087 - 1,093 (7page)
- DOI
- 10.7465/jkdi.2018.29.4.1087
이용수
초록· 키워드
오류제보하기
A density approximation method by making use of transformed Jacobi orthogonal polynomials is developed for approximating the density and distribution functions of random variables with various compact supports. The method is formulated by a product of a generalized Beta density function and a linear combination of the cor-responding Jacobi orthogonal polynomials, where the infinite sequence of the Jacobi orthogonal polynomials can be generated from the initial approximation of the generalized Beta density function. The moment matching technique was used to estimate parameters of the initial approximation and the coefficients of the linear combination in terms of the exact moments of the target distribution. The numerical examples using an artificial mixture of non-standard density functions and a test statistic show that the proposed method provides excellent density and distribution approximants
목차
Abstract
1. Introduction
2. Transformed Jacobi polynomial approximants
3. Numerical examples
4. Concluding remarks
References
참고문헌 (10)
참고문헌 신청
[단행본] - Abramowitz, M. / 1970 / Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables
[학술지(정기간행물)] - Cornish, E. A. / 1938 / Moments and cumulants in the specification of distributions / Revue de l'Institut International de Statistique 5 : 307 ~ 320
[학술지(정기간행물)] - Daniels, H. E. / 1987 / Tail probability approximations / International Statistical Review 55 : 37 ~ 48
[단행본] - Elderton, W. P. / 1969 / Systems of frequency curves / Cambridge University Press
[학술지(정기간행물)] - Fisher, R. A. / 1960 / The percentage points of the distributions having known cumulants / Technometrics 2 : 209 ~ 225
[학술지(정기간행물)] - Cornish, E. A. / 1938 / Moments and cumulants in the specification of distributions / Revue de l'Institut International de Statistique 5 : 307 ~ 320
[학술지(정기간행물)] - Daniels, H. E. / 1987 / Tail probability approximations / International Statistical Review 55 : 37 ~ 48
[단행본] - Elderton, W. P. / 1969 / Systems of frequency curves / Cambridge University Press
[학술지(정기간행물)] - Fisher, R. A. / 1960 / The percentage points of the distributions having known cumulants / Technometrics 2 : 209 ~ 225
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UCI(KEPA) : I410-ECN-0101-2018-041-003350494