Return to search

A recursive formula for computing Taylor polynomial of quantile

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.

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0628104-154820
Date28 June 2004
CreatorsKuo, Chiu-huang
ContributorsFu-Chuen Chang, Chin-San Lee, Mong-Na Lo Huang
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageEnglish
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628104-154820
Rightsunrestricted, Copyright information available at source archive

Page generated in 0.0021 seconds