Quantile is a basic and an important quantity of a random variable. In some distributions, their quantiles have closed-form expressions. However, for many continuous distributions, the closed-form expressions of their quantiles do not exist. Yu and Zelterman (2011) and Chang (2004) have proposed an approximation of quantiles. In this paper, we propose an improved method which is combined the Taylor expansion with Newton¡¦s method. Some examples are given to compare the computing time of the method we proposed with the methods in Yu and Zelterman (2011) and Chang (2004).
| Identifer | oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0703112-201351 |
| Date | 03 July 2012 |
| Creators | Chiou, Sheng-Yu |
| Contributors | May-Ru Chen, Mong-Na Lo Huang, Fu-Chuen Chang, Chung Chang, Mei-Hui Guo |
| 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-0703112-201351 |
| Rights | unrestricted, Copyright information available at source archive |
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