3- https://doi.org/10.2478/s12175-008-0099-7
Approximation of multivariate distribution functions
- Aug 27, 2008
- Mathematica Slovaca
- Margus Pihlak
Abstract
Abstract In the paper the unknown distribution function is approximated with a known distribution function by means of Taylor expansion. For this approximation a new matrix operation — matrix integral — is introduced and studied in [PIHLAK, M.: Matrix integral, Linear Algebra Appl. 388 (2004), 315–325]. The approximation is applied in the bivariate case when the unknown distribution function is approximated with normal distribution function. An example on simulated data is also given.
- # Matrix Integral
- # Unknown Distribution Function
- # Matrix Operation
- # Distribution Function
- # Normal Distribution Function
- # Bivariate Case
- # Approximation Of Multivariate Functions
- # Approximation Of Distribution Functions
- # Unknown Function
- # Simulated Data
