Package org.drip.sample.chisquaredistribution

Class CentralCLTProxyPDFEstimate

java.lang.Object
org.drip.sample.chisquaredistribution.CentralCLTProxyPDFEstimate
public class CentralCLTProxyPDFEstimate
extends java.lang.Object
CentralCLTProxyPDFEstimate illustrates the Construction and the Usage of a CLT Proxy for a Central Chi-squared Distribution. The References are:

  • Abramowitz, M., and I. A. Stegun (2007): Handbook of Mathematics Functions Dover Book on Mathematics
  • Backstrom, T., and J. Fischer (2018): Fast Randomization for Distributed Low Bit-rate Coding of Speech and Audio IEEE/ACM Transactions on Audio, Speech, and Language Processing 26 (1) 19-30
  • Chi-Squared Distribution (2019): Chi-Squared Function https://en.wikipedia.org/wiki/Chi-squared_distribution
  • Johnson, N. L., S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions 2nd Edition John Wiley and Sons
  • National Institute of Standards and Technology (2019): Chi-Squared Distribution https://www.itl.nist.gov/div898/handbook/eda/section3/eda3666.htm


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    CentralCLTProxyPDFEstimate()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • CentralCLTProxyPDFEstimate

      public CentralCLTProxyPDFEstimate()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation