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Approximating distribution functions and densities using quasi-Monte Carlo methods after smoothing by preintegration

The cumulative distribution or probability density of a random variable, which is itself a function of a high number of independent real-valued random variables, can be formulated as high-dimensional integrals of an indicator or a Dirac δ function, respectively. To approximate the distribution or density at a point, we carry out preintegration with respect to one suitably chosen variable, then apply a Quasi-Monte Carlo method to compute the integral of the resulting smoother function. Interpolation is then used to reconstruct the distribution or density on an interval. We provide rigorous regularity and error analysis for the preintegrated function to show that our estimators achieve nearly first order convergence. Numerical results support the theory.