Results 221 to 230 of about 229,143 (263)
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The Statistician, 1982
It is very useful to have simple approximations to the cumulative normal distribution. About every statistician carries a pocket calculator, but how many of us carry a book of tables everywhere we go? When working 'with a desk-top microcomputer it would be inefficient to have to stop to look up tables frequently.
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It is very useful to have simple approximations to the cumulative normal distribution. About every statistician carries a pocket calculator, but how many of us carry a book of tables everywhere we go? When working 'with a desk-top microcomputer it would be inefficient to have to stop to look up tables frequently.
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Trapped by the Tails of the Bivariate Normal Distribution
SSRN Electronic Journal, 2013Through the example of partial barrier options, we show that accuracy in the tail of the bivariate normal distribution is critical. We then propose a small change to a popular algorithm for the bivariate normal distribution in order to increase its accuracy.
Fabien Le Floc'h +2 more
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Estimating normal tail probabilities
Naval Research Logistics Quarterly, 1986AbstractThe estimation problem of normal tail probabilities is considered. The form of generalized Bayes estimators is derived and the asymptotic behavior of the mean square errors is studied. This study shows that the best unbiased estimator, a formula for which is given, is superior to the maximum likelihoood estimator or to a class of generalized ...
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Uniqueness of the Normal Consolidation Line for Gold Tailings
Geotechnical Testing Journal, 2023ABSTRACT Depending on the stress state, mine tailings are generally accepted to be susceptible to static liquefaction. A common method to assess the in situ stress state of tailings in relation to static liquefaction susceptibility involves the use of the state parameter.
Yashay Narainsamy +3 more
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Modelling the tail of a normal distribution
USSR Computational Mathematics and Mathematical Physics, 1983It is proposed to model the tail of a normal distribution by using an algorithm consisting of modelling in a special way a terminating Markov chain. The algorithm is compared with earlier ones.
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Principle of Normal Tail Approximation
Journal of the Engineering Mechanics Division, 1981A difficult problem in general multivariable structural reliability problems of limit state type is to calculate the probability content of the failure set. Very often, however, practical problems have such nice properties that the failure probability may be assessed in a sample way and with sufficient accuracy solely by use of hyperplane ...
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Simulation from the Normal Distribution Truncated to an Interval in the Tail
Proceedings of the 10th EAI International Conference on Performance Evaluation Methodologies and Tools, 2017We study and compare various methods to generate a random variate from the normal distribution truncated to some finite or semi-infinite interval, with special attention to the situation where the interval is far in the tail. This is required in particular for certain applications in Bayesian statistics, such as to perform exact posterior simulations ...
Zdravko I. Botev, Pierre L'Ecuyer
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Estimation of distribution tails for normalized and self-normalized sums
Journal of Mathematical Sciences, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A uniform approximation to the right normal tail integral
Applied Mathematics and Computation, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Tail of the distribution of sums of log-normal variates
IEEE Transactions on Information Theory, 1970It is shown that the asymptotic behavior of the tail of the sum distribution of a finite number of individually log-normal distributed variates displays the log-normal character of those variates with maximum logarithmic variance. A quantitative definition of the sum-distribution "tail" is established in terms of upper bounds on the relative error or ...
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