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Approximation of multivariate distribution functions

✍ Scribed by Margus Pihlak

Book ID
111492988
Publisher
SP Versita
Year
2008
Tongue
English
Weight
207 KB
Volume
58
Category
Article
ISSN
0139-9918

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✦ Synopsis

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.

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