应用神经网络模拟随机变量的分布函数

Simulation of the Distribution Functions of Random Variables Using Neural Network

利用随机变量样本 ,应用神经网络技术来模拟任意连续型随机变量的分布函数和随机变量函数的分布函数 ,并给出它们的显性表达式 ,避免了参数估计、假设检验和复杂的数值积分运算。

Neural network is used to simulate the distribution functions based on the sample of random variables,and then the explicit formula of the distribution function is given,which could avoid the conventional parameter estimation,hypothesis tesing and complex numerical integral.