共 1 条
- [1] LEI N, COMMUNICATION
THE PROBABILITY INTEGRAL TRANSFORM AND RELATED RESULTS
被引：134
作者：
ANGUS, JE
机构：
[1] Claremont Graduate Sch, Claremont, CA
来源：
关键词：
RANDOM NUMBERS;
PIVOT FUNCTIONS;
STATISTICAL INFERENCE;
D O I：
10.1137/1036146
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A simple proof of the probability integral transform theorem in probability and statistics is given that depends only on probabilistic concepts and elementary properties of continuous functions. This proof yields the theorem in its fullest generality. A similar theorem that forms the basis for the inverse method of random number generation is also discussed and contrasted to the probability integral transform theorem. Typical applications are discussed. Despite their generality and far reaching consequences, these theorems are remarkable in their simplicity and ease of proof.
引用
收藏
页码：652 / 654
页数：3
相关论文