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Tail Estimates Motivated by Extreme-Value Theory

✍ Scribed by Richard Davis and Sidney Resnick


Book ID
125059964
Publisher
Applied Probability Trust
Year
1985
Tongue
English
Weight
359 KB
Volume
17
Category
Article
ISSN
0001-8678

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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