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.
| Identifer | oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0628104-154820 |
| Date | 28 June 2004 |
| Creators | Kuo, Chiu-huang |
| Contributors | Fu-Chuen Chang, Chin-San Lee, Mong-Na Lo Huang |
| Publisher | NSYSU |
| Source Sets | NSYSU Electronic Thesis and Dissertation Archive |
| Language | English |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628104-154820 |
| Rights | unrestricted, Copyright information available at source archive |
Page generated in 0.0021 seconds