A remark on the tail probability of a distribution
β 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.
π SIMILAR VOLUMES
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
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