Solving the Differential Equation for the Probit Function Using a Variant of the Carleman Embedding Technique.

<p>The probit function is the inverse of the cumulative distribution function associated with the standard normal distribution. It is of great utility in statistical modelling. The Carleman embedding technique has been shown to be effective in solving first order and, less efficiently, second order nonlinear differential equations. In this thesis, we show that solutions to the second order nonlinear differential equation for the probit function can be approximated efficiently using a variant of the Carleman embedding technique.</p>

Name thesis:degree_name

MS (Master of Science)

Level thesis:degree_level

Thesis - unrestricted

Discipline thesis:degree_discipline

Mathematical Sciences

Year dc:date.issued

2011

Author dc:creator

• Alu, Kelechukwu Iroajanma

• Carleman embedding
• linearization
• quantile function
• probit function
• differential equation
• Applied Statistics
• Physical Sciences and Mathematics
• Statistics and Probability

Statement dc:rights

• Copyright by the authors.

Repository record dc:identifier

https://dc.etsu.edu/etd/1306

OAI identifier oai:identifier

oai:dc.etsu.edu:etd-2497