Další formáty:
BibTeX
LaTeX
RIS
@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.
|