In this lesson, you'll look at a way to represent discrete distributions - the probability mass function (PMF), which maps from each value to its probability. A probability mass function (PMF), ...

In this lesson, you'll look at a way to represent discrete distributions - the probability mass function (PMF), which maps from each value to its probability. A probability mass function (PMF), ...

The COS method was introduced in Fang & Oosterlee (2008) and then was applied to pricing a variety of stock options for continuous random variables. This paper adapts the Fourier-cosine series (COS) ...

Abstract: Estimating the probability mass function (PMF) of a set of discrete random variables using a low-rank model for the PMF tensor has recently gained much attention. However, detecting the rank ...

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