Publication details
Numerical Computation of the Small Balls Probability for Random Functions with Normal Components
| Authors | |
|---|---|
| Year of publication | 2020 |
| Type | Article in Periodical |
| Magazine / Source | WSEAS Transactions on Mathematics |
| MU Faculty or unit | |
| Citation | |
| Web | Plná verze článku |
| Doi | http://dx.doi.org/10.37394/23206.2020.19.48 |
| Keywords | numerical integration; characteristic function; normal distribution |
| Description | Statistical methods are often based on the properties of the distribution of random variables or random vectors. In functional data analysis (FDA) we do not work with random observation containing a finite random vector, but the whole function is one observation. We call it the functional random variable or the random function, in short. This paper offers the possibility to generate random functions with normal components. In this case, the probability of small balls can be calculated numerically using the characteristic function. This tool can be very useful in simulations and testing various kinds of estimates. |
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