In the area of stress-strength models there has been a large amount of work as regards estimation of the reliability R = Pr(Xs < Xi) when X1 and X2 are independent random variables belonging to the same univariate family of distributions. The algebraic form for R = Pr(Xs < Xi) has been worked out fo
โฆ LIBER โฆ
A test for distinguishing between extreme value distributions
โ Scribed by W.E. Bardsley
- Book ID
- 115970057
- Publisher
- Elsevier Science
- Year
- 1977
- Tongue
- English
- Weight
- 220 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0022-1694
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Reliability for extreme value distributi
โ
S. Nadarajah
๐
Article
๐
2003
๐
Elsevier Science
๐
English
โ 565 KB
Test for the extreme value and weibull d
โ
R. A. Lockhart; F. O'Reilly; M. A. Stephens
๐
Article
๐
1986
๐
John Wiley and Sons
๐
English
โ 549 KB
Expansions for bivariate extreme value d
โ
Nadarajah, Saralees
๐
Article
๐
2013
๐
Elsevier Science
๐
English
โ 455 KB
Goodness-of-Fit Test for Extreme-Value D
โ
Tsujitani, Masaaki; Ohta, Hiroshi; Kase, Shigeo
๐
Article
๐
1980
๐
IEEE
๐
English
โ 480 KB
A polynomial model for bivariate extreme
โ
S Nadarajah
๐
Article
๐
1999
๐
Elsevier Science
๐
English
โ 161 KB
Many of the currently known models for bivariate (multivariate) extreme value distributions are too restrictive. This paper introduces a new model based on polynomial terms that overcomes most weaknesses of the known models. The simplicity and exibility of the new model are shown by derivation of va
Mis-specification analysis between norma
Mis-specification analysis between normal and extreme value distributions for a screening experiment
โ
Hong-Fwu Yu
๐
Article
๐
2009
๐
Elsevier Science
๐
English
โ 952 KB