"Constructing Random Probability Distributions" by Theodore P. Hill and David E.R. Sitton
 

Abstract

This article surveys several classes of iterative methods for constructing random probability distributions (or random convex functions, or random homeomorphisms), and includes illustrative applications in statistics, optimal-control theory, and game theory. Computer simulations of these methods are fast and easy to implement

Disciplines

Mathematics

Included in

Mathematics Commons

COinS
 

URL: https://digitalcommons.calpoly.edu/rgp_rsr/8