偏态正态分布的余弦近似

International Mathematical Forum Pub Date : 1900-01-01 DOI:10.12988/imf.2019.9939

L. C. R. P. Watagoda, H. S. R. A. Don, Jose Almer T. Sanqui

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摘要

我们提出了一种新的偏斜正态分布近似，余弦近似(CASN)。该发行版采用封闭形式，易于使用。CASN在统计推断中特别有用，因为它以非常小的绝对误差近似尾部概率。通过图形和数值比较，比较了偏正态和CASN的概率密度函数。数学学科分类:62E17

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A cosine approximation to the skew normal distribution

We propose a new approximation to the skew normal distribution, a cosine approximation (CASN). This distribution is in a closed form and easy to use. CASN is especially useful in statistical inference as it approximates the tail probabilities with very small absolute errors. Graphical and numerical comparisons are conducted to compare the probability density functions of skew normal and the CASN . Mathematics Subject Classification: 62E17

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International Mathematical Forum

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