A normal probability integral and some applications
β Scribed by Henrik Grauslund; Niels C. Lind
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 458 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0167-4730
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Some variants of two-dimensional integral inequalities, so-called inequalities of the VolterraαFredholm type, are considered. In particular, generalizations of the Gronwall inequality are obtained. These results are applied to study the boundedness, stability and uniqueness of the solutions of some
## Abstract There has been much research on the general failure model recently. In the general failure model, when the unit fails at its age __t,__ Type I failure (minor failure) occurs with probability 1 β __p__(__t__) and Type II failure (catastrophic failure) occurs with probability __p__(__t__)
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