Some remarks on numerical convolution
- 1 January 1981
- journal article
- research article
- Published by Taylor & Francis Ltd in Communications in Statistics - Simulation and Computation
- Vol. 10 (3), 281-288
- https://doi.org/10.1080/03610919808812207
Abstract
McConalogue (1980) describes an extension t o the Clérour-McConalogue cubic splining algorithm which permits the convolution of distributions whose densities exhibit a singularity at the origin. Reasons for generalising the original algorithm are discussed and a brief survey of other methods for numerical convolution is given. An example illustrates an application of the extended algorithm.Keywords
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