Computing highest density regions for continuous univariate distributions with known probability functions

نویسندگان

چکیده

We examine the problem of computing highest density region (HDR) in a computational context where user has access to function and quantile for distribution (e.g., statistical language R). several common classes continuous univariate distributions based on shape function; this includes monotone densities, quasi-concave quasi-convex general multimodal densities. In each case we show how can compute HDR from functions by framing as nonlinear optimisation problem. implement these methods R obtain HDRs distributions, commonly used families distributions. compare our method existing packages that performs favourably terms both accuracy average speed.

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ژورنال

عنوان ژورنال: Computational Statistics

سال: 2021

ISSN: ['0943-4062', '1613-9658']

DOI: https://doi.org/10.1007/s00180-021-01133-z