An interesting property of the arcsine distribution and its applications

Jia-Jian Jiang, Ping He and Kai-Tai Fang

Statistics & Probability Letters, 2015, vol. 105, issue C, 88-95

Abstract: Representative points obtained by number-theoretic method (RPs-NTM) are used to construct a discrete approximation to the arcsine distribution. An interesting property of the discrete approximation is presented. In addition, another type of representative points of minimizing mean squared error (RPs-MSE) is also considered as an approximation. The performance of the two discrete approximations is evaluated.

Keywords: Arcsine distribution; Representative points; Discrete approximation (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715215001820
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:105:y:2015:i:c:p:88-95

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2015.06.002

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().