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@article{1743078,
author = {Zelinka, Jiří},
article_location = {Athény},
article_number = {2020},
doi = {http://dx.doi.org/10.37394/23206.2020.19.48},
keywords = {numerical integration; characteristic function; normal distribution},
language = {eng},
issn = {1109-2769},
journal = {WSEAS Transactions on Mathematics},
title = {Numerical Computation of the Small Balls Probability for Random Functions with Normal Components},
url = {http://www.wseas.org/multimedia/journals/mathematics/2020/a965106-046.pdf},
volume = {19},
year = {2020}
}
TY - JOUR
ID - 1743078
AU - Zelinka, Jiří
PY - 2020
TI - Numerical Computation of the Small Balls Probability for Random Functions with Normal Components
JF - WSEAS Transactions on Mathematics
VL - 19
IS - 2020
SP - 458-462
EP - 458-462
PB - WSEAS
SN - 11092769
KW - numerical integration
KW - characteristic function
KW - normal distribution
UR - http://www.wseas.org/multimedia/journals/mathematics/2020/a965106-046.pdf
L2 - http://www.wseas.org/multimedia/journals/mathematics/2020/a965106-046.pdf
N2 - Statistical methods are often based on the properties of the distribution of random variables or random vectors. In functional data analysis (FDA) we do not work with random observation containing a finite random vector, but the whole function is one observation. We call it the functional random variable or the random function, in short. This paper offers the possibility to generate random functions with normal components. In this case, the probability of small balls can be calculated numerically using the characteristic function. This tool can be very useful in simulations and testing various kinds of estimates.
ER -
ZELINKA, Jiří. Numerical Computation of the Small Balls Probability for Random Functions with Normal Components. \textit{WSEAS Transactions on Mathematics}. Athény: WSEAS, 2020, roč.~19, č.~2020, s.~458-462. ISSN~1109-2769. Dostupné z: https://dx.doi.org/10.37394/23206.2020.19.48.
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