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A recursive formula for computing Taylor polynomial of quantileKuo, Chiu-huang 28 June 2004 (has links)
This paper presents a simple recursive formula to compute the Taylor polynomial of quantile for a continuous random variable. It is very easy to implement the formula in standard symbolic programming system, for example Mathematica (Wolfram, 2003). Applications of the formula to standard normal distribution and to the generation of random variables for continuous distribution with bounded support are illustrated.
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