Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances

Alessandro Barbiero and Asmerilda Hitaj ()
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Asmerilda Hitaj: Università degli Studi dell’Insubria

Statistical Papers, 2023, vol. 64, issue 5, No 9, 1669-1697

Abstract: Abstract We consider the problem of approximating a continuous random variable, characterized by a cumulative distribution function (cdf) F(x), by means of k points, $$x_1

Keywords: Cumulative distribution function; Moment matching; Quantile function; Quantization; Statistical distance; 62E15; 62E17 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s00362-022-01356-2

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