𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A remark on the tail probability of a distribution

✍ Scribed by Robert Chen


Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
249 KB
Volume
8
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


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

Estimation of probability tails based on
✍ Maurizio Guida; Maurizio Longo πŸ“‚ Article πŸ“… 1988 πŸ› Elsevier Science 🌐 English βš– 944 KB

For high reliability devices or structures it is not uncommon that the probabilities to be estimated are lower than 10 -6 . In such cases the standard methods of the empirical fit approach and the counting approach may become impractical. In this paper the estimation problem is handled by extrapolat