In this work, we propose a novel family of procedures for deriving a discrete counterpart (supported on a lattice) to a continuos probability distribution, based on the minimization of an appropriate distance between cumulative distribution functions.
Discretization of continuous probability distributions with application to the evaluation of aggregate risk / A. Barbiero, A. Hitaj. ((Intervento presentato al 11. convegno IECMSA 2022 International Eurasian conference on mathematical sciences and applications : August 29th - September, 1st tenutosi a Istanbul nel 2022.
Discretization of continuous probability distributions with application to the evaluation of aggregate risk
A. Barbiero
Primo
;
2022
Abstract
In this work, we propose a novel family of procedures for deriving a discrete counterpart (supported on a lattice) to a continuos probability distribution, based on the minimization of an appropriate distance between cumulative distribution functions.
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Descrizione: abstract pubblicato; il book of abstracts completo è scaricabile liberamente da qui: http://www.iecmsa.org/media/dosyalar/2022_iecmsa_abstract_book_22_09_2022.pdf
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