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A general formula for calculating the probability of failure of water projects and its potential applications

✍ Scribed by Cong Shuzheng


Book ID
118330020
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
658 KB
Volume
80
Category
Article
ISSN
0022-1694

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A Formula for the Tail Probability of a
✍ JΓΌrg HΓΌsler; Regina Y. Liu; Kesar Singh πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 113 KB

An exact asymptotic formula for the tail probability of a multivariate normal distribution is derived. This formula is applied to establish two asymptotic results for the maximum deviation from the mean: the weak convergence to the Gumbel distribution of a normalized maximum deviation and the precis