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- W2000631775 abstract "This paper introduces two numerical methods for computing distributions, in particular that of sample means, whose moment generating functions are known. Both are quadrature methods for Fredholm integral equations of the first kind. The first method is Tsao's (1996) optimal method which may be used when the domain of the distributions is a finite interval. The second is Bellman et al.'s (1966) method, which may be used when the domain is an infinite interval with one finite end-point. The focus is on how to use these methods for computing the distributions, and their advantages relative to the traditional asymptotic methods. Numerical examples demonstrating their accuracy are included." @default.
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- W2000631775 date "1997-12-01" @default.
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- W2000631775 title "Quadrature methods for computing distributions" @default.
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- W2000631775 doi "https://doi.org/10.1016/s0167-9473(97)00029-7" @default.
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