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An Application of Sinc Function based Quadrature Method in Statistical Models

Author

Listed:
  • Altaf H Khan

    (King Abdullah International Medical Research Center, National Guard Health Affairs, Kingdom of Saudi Arabia)

Abstract

The overall goal of this work is to make numerical comparison of Sinc function based method versus other quadrature rules utilized in statistical modeling. Some typical test examples were used to demonstrate the applicability of Sinc quadrature. Results had shown that the it has great potential to be utilized in statistical modeling, since the order of convergence is exponential, works very well in the neighborhood of singularities, in general quite stable and provide high accurate with double precisions estimates.

Suggested Citation

  • Altaf H Khan, 2019. "An Application of Sinc Function based Quadrature Method in Statistical Models," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 9(4), pages 91-96, May.
    • Handle: RePEc:adp:jbboaj:v:9:y:2019:i:4:p:91-96
    DOI: 10.19080/BBOAJ.2019.09.555768
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    References listed on IDEAS

    as
    1. Kenneth L. Judd & Ben Skrainka, 2011. "High performance quadrature rules: how numerical integration affects a popular model of product differentiation," CeMMAP working papers CWP03/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Emmanuel Lesaffre & Bart Spiessens, 2001. "On the effect of the number of quadrature points in a logistic random effects model: an example," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 50(3), pages 325-335.
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