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cdflib
cdflib
 
 
.gitignore
.gitignore
 
 
README.markdown
README.markdown
 
 
__init__.py
__init__.py
 
 
approximate_gaussian_distribution.py
approximate_gaussian_distribution.py
 
 
approximate_gaussian_distribution_demonstrations.py
approximate_gaussian_distribution_demonstrations.py
 
 
approximate_non_central_chi_squared.py
approximate_non_central_chi_squared.py
 
 
approximate_non_central_chi_squared_demonstrations.py
approximate_non_central_chi_squared_demonstrations.py
 
 
approximate_random_variables.pdf
approximate_random_variables.pdf
 
 
approximate_random_variables.tex
approximate_random_variables.tex
 
 
cir_update_factor_convergence_to_gaussian_both_limits.pdf
cir_update_factor_convergence_to_gaussian_both_limits.pdf
 
 
example_simulation.pdf
example_simulation.pdf
 
 
inverse_cdf_function_tails_simplified.pdf
inverse_cdf_function_tails_simplified.pdf
 
 
inverse_cdf_transformation_method_schematic_simplified.pdf
inverse_cdf_transformation_method_schematic_simplified.pdf
 
 
inverse_cdf_uniform_discretisation_unshaded_simplified.pdf
inverse_cdf_uniform_discretisation_unshaded_simplified.pdf
 
 
make_time_piecewise_constant_approximations.sh
make_time_piecewise_constant_approximations.sh
 
 
make_time_piecewise_linear_approximation_non_central_chi_squared.sh
make_time_piecewise_linear_approximation_non_central_chi_squared.sh
 
 
make_time_piecewise_linear_approximation_non_central_chi_squared_cpp.sh
make_time_piecewise_linear_approximation_non_central_chi_squared_cpp.sh
 
 
make_time_piecewise_polynomial_approximations.sh
make_time_piecewise_polynomial_approximations.sh
 
 
mcode.sty
mcode.sty
 
 
non_central_chi_squared.m
non_central_chi_squared.m
 
 
non_central_chi_squared.py
non_central_chi_squared.py
 
 
piecewise_constant_approximation.c
piecewise_constant_approximation.c
 
 
piecewise_constant_approximation.h
piecewise_constant_approximation.h
 
 
piecewise_constant_approximation_coefficients.h
piecewise_constant_approximation_coefficients.h
 
 
piecewise_linear_approximation_non_central_chi_squared.c
piecewise_linear_approximation_non_central_chi_squared.c
 
 
piecewise_linear_approximation_non_central_chi_squared.cpp
piecewise_linear_approximation_non_central_chi_squared.cpp
 
 
piecewise_linear_approximation_non_central_chi_squared.h
piecewise_linear_approximation_non_central_chi_squared.h
 
 
piecewise_linear_approximation_non_central_chi_squared.hpp
piecewise_linear_approximation_non_central_chi_squared.hpp
 
 
piecewise_linear_approximation_non_central_chi_squared_coefficients.h
piecewise_linear_approximation_non_central_chi_squared_coefficients.h
 
 
piecewise_linear_approximation_non_central_chi_squared_coefficients.hpp
piecewise_linear_approximation_non_central_chi_squared_coefficients.hpp
 
 
piecewise_polynomial_approximation.c
piecewise_polynomial_approximation.c
 
 
piecewise_polynomial_approximation.h
piecewise_polynomial_approximation.h
 
 
piecewise_polynomial_approximation_coefficients.h
piecewise_polynomial_approximation_coefficients.h
 
 
preamble.tex
preamble.tex
 
 
references.bib
references.bib
 
 
time_piecewise_constant_approximation.c
time_piecewise_constant_approximation.c
 
 
time_piecewise_linear_approximation_non_central_chi_squared.c
time_piecewise_linear_approximation_non_central_chi_squared.c
 
 
time_piecewise_linear_approximation_non_central_chi_squared.cpp
time_piecewise_linear_approximation_non_central_chi_squared.cpp
 
 
time_piecewise_polynomial_approximation.c
time_piecewise_polynomial_approximation.c
 
 

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Approximate random variables

Author

Oliver Sheridan-Methven, September 2020.
oliver.sheridan-methven@maths.ox.ac.uk
oliver.sheridan-methven@hotmail.co.uk

Description

This is a small collection of code snippets, designed to demonstrate approximate random variables. For a more comprehensive discussion of what's contained within and how to run the examples, see the file:

  • approximate_random_variables.pdf

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Demonstrations for approximate random variables.

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