Numerical Treatment of Convolution Integrals Involving Distributions with Densities Having Singularities at the Origin

Communications in Statistics - Simulation and Computation

Volumn 10, Issue 3, 1981, Pages 265-280

  McConalogue, Denis J ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

alternating renewal process; Cleroux McConaloaue alaorithm; cubic splining; lognormal distribution; numerical convolutvon; singular densities; Weibull distribution

Indexed keywords

EID: 84948501848     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610919808812206     Document Type: Article

References (8)

1. Abramowitz, M. and Stegun, I. A. (1965). Handbook of Mathematical Functions. New York: Dover Publications, Inc.
2. Barlow, R. E. and Proschan, F. (1965). Mathematical Theory of Reliability, New York: John Wiley & Sons, Inc.
3. Barlow, R. E. and Proschan, F. (1975). Statistical Theory of Reliability and Life Testing. New York: Holt, Rinehart and Winston, Inc.
4. Baxter, L. A. (1981). Some remarks on numerical convolution. Comm. Statist. B.
5. Cléroux, R. and McConalogue, D. J. (1976). A numerical algorithm for recursively-defined convolution integrals involving distribution functions. Management Sci. 22, 1138–1146.
6. Cox, D. R. (1962). Renewal Theory. London: Methuen & Co.
7. Hildebrand, F. B. (1956). Introduction to Numerical Analysis. New York: McGraw-Hill, Inc.
8. McConalogue, D. J. (1978). Convolution integrals involving probability distribution functions (Algorithm 102). Computer J. 21, 270–272.