A recursive formula for computing Taylor polynomial of quantile
碩士 === 國立中山大學 === 應用數學系研究所 === 92 === 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...
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87815199095322829635 |
| Summary: | 碩士 === 國立中山大學 === 應用數學系研究所 === 92 === 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.
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