Next:
Saddlepoint Approximation for Linear
Up:
Appendix
Previous:
MATLAB implementation
Contents
Computing the PDF of Linear Function of Uniformly-Distributed Data
We derive two methods to compute the distribution
when
is a set of independent uniformly-distributed RV in
, and
.
Subsections
Saddlepoint Approximation for Linear Function of Uniformly-Distributed Data
ML approach
Numerical validation
Baggenstoss 2017-05-19