Results 251 to 260 of about 490,657 (289)

Point and interval estimation of normal tail probabilities

Communications in Statistics - Theory and Methods, 1991
This paper is a review of various methods for estimating the normal tail probability P(X > L). Point and interval estimation procedures are considered, in the "classical" and in the Bayesian setting. Graphs and tables are presented to evaluate the performance of the methods described and to facilitate their use for small values of the tail probability ...
I. Gertsbakh, A. Winterbottom
openaire   +1 more source

Modelling the tail of a normal distribution

USSR Computational Mathematics and Mathematical Physics, 1983
It 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.
openaire   +2 more sources

Pocket-Calculator Approximation to the Normal Tail

Probability in the Engineering and Informational Sciences, 1990
This paper proposes a pocket-calculator approximation to the normal tail that is more convenient and more accurate than Hamaker's [1] and Lew's [2] over a wide range, when measured in terms of the number of keystrokes and absolute relative error, respectively.
openaire   +1 more source

The double-tailed normal-incidence-monochromator beamline at CAMD

Review of Scientific Instruments, 2002
A high-resolution, high-intensity 3 m normal-incidence-monochromator beamline at the J. Bennett Johnston Sr. Center for Advanced Microstructures and Devices is described. The beamline was designed primarily for high-resolution photoelectron spectroscopy utilizing a Scienta electron analyzer, which is permanently placed as an endstation at the beamline.
Cherice M. Evans, John D. Scott, Eizi Morikawa   +2 more
openaire   +1 more source

A formula related to right normal tail integral

Journal of Interdisciplinary Mathematics, 2015
AbstractIn this paper, we present a repeated integral equation related to the right normal tail integral. We give its solution the analytical expression which is the foundation to approximate it.
openaire   +1 more source

Efficient tail estimation for massive correlated log-normal sums

Proceedings of the 47th Design Automation Conference, 2010
Existing approaches to statistical leakage analysis focus only on calculating the mean and variance of the total leakage. In practice, however, what concerns most is the tail behavior of the sum distribution, as it tells that to what extent the design will be safe or reliable.
Mingzhi Gao, Zuochang Ye, Yan Wang, Zhiping Yu   +3 more
openaire   +1 more source

Stock Market Simulation: Heavy Tails through Normal Perturbation

2013
The aim of this paper is to present a simple simulation model which can generate price paths with heavy tails returns. The model consists of two agents represented by two excess demand functions and a normal stochastic perturbation. Depending of the value of the parameters, the model can generate a wide range of simulations, from a pure stochastic with
Esteban Otto Thomasz, Maria Teresa Casparri   +1 more
openaire   +1 more source

Inequalities for tail probabilities for the multivariate normal distribution

Communications in Statistics - Theory and Methods, 1976
Inequalities for tail probabilities of the multivariate normal distribution are obtained, as a generalization of those given by Feller (1966). Upper and lower bounds are given in the equi-correlated case. For an arbitrary correlation matrix R, an upper bound is obtained, using a result of Slepian (1962) which asserts that certain multivariate normal ...
William L. Harkness, Ashok V. Godambe
openaire   +1 more source

Fast probability integration by three-parameter normal tail approximation

Structural Safety, 1982
Abstract A new method of fast probability integration is presented, based on a three-parameter normal tail approximation to a non-normal distribution function. Values of the distribution function, the probability density function and its derivative are matched at the approximation point with the approximating function.
X. Chen, N.C. Lind
openaire   +1 more source

Small Sample Robust Testing for Normality against Pareto Tails

Communications in Statistics - Simulation and Computation, 2012
The aim of this article is to introduce the general form (so called RT class) of the robust and classical Jarque–Bera (JB) test based on the location functional. We introduce the two-step procedure which is optimal for testing against the individual or contaminated Pareto alternative. As a reference for such a contamination we consider different Pareto
Milan Stehlík, Zdeněk Fabián, Luboš Střelec   +2 more
openaire   +1 more source