Results 1 to 10 of about 2,345,508 (316)
Multivariate Tail Probabilities: Predicting Regional Pertussis Cases in Washington State [PDF]
Entropy, 2021 In disease modeling, a key statistical problem is the estimation of lower and upper tail probabilities of health events from given data sets of small size and limited range.
Xuze Zhang +2 more
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Sample-Path Large Deviations in Credit Risk [PDF]
Journal of Applied Mathematics, 2011 The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail asymptotics of the ...
V. J. G. Leijdekker +2 more
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Tail probabilities for triangular arrays [PDF]
Journal of Dynamics & Games, 2014 Di erent discrete time triangular arrays representing a noisy signal of players' activities can lead to the same limiting di usion process yet lead to di erent limit equilibria. Whether the limit equilibria are equilibria of the limiting continuous time
Fudenberg, Drew, Levine, David Saul
core +6 more sources
Estimation of Tail Probabilities by Repeated Augmented Reality. [PDF]
J Stat Theory Pract, 2021 Synthetic data, when properly used, can enhance patterns in real data and thus provide insights into different problems. Here, the estimation of tail probabilities of rare events from a moderately large number of observations is considered. The problem is approached by a large number of augmentations or fusions of the real data with computer-generated ...
Kedem B, Pyne S.
europepmc +4 more sources
Enhanced active learning Gaussian process metamodel for estimating the one-sided tail probability of nonlinear structural response [PDF]
Scientific ReportsThe safety operation and maintenance of mega-structures in China are increasingly challenged by rare but high-impact structural failures. To address the difficulty in accurately estimating the low-probability tail of the response distribution, we propose
Yunzhe Wang +3 more
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Tail Probabilities of Noncentral Quadratic Forms
Annals of Statistics, 1975 Let $S(b) = \Sigma r\sigma r^2Xr^2(nr,br^2)$ be a positive linear combination of independent noncentral chi-square random variables. This note derives two representations for the tail probabilities P[S(b) >x], a Taylor series in the noncentrality parameters and a limiting form of this series for large x.
exaly +3 more sources
An exact bound for tail probabilities for a class of conditionally symmetric bounded martingales
Lietuvos Matematikos Rinkinys, 2023 We consider the class, say ℳn,sym, of martingales Mn = X1 + ⋯ + Xn with conditionally symmetric bounded differences Xk such that |Xk | ≤ 1. We find explicitly a solution, say Dn(x), of the variational problem Dn(x) ≝ sup Mn ∈ℳn,sym ℙ {Mn ≥ x}.
Dainius Dzindzalieta
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Tail probability and divergent series [PDF]
Journal of Interdisciplinary Mathematics, 2021 From mostly a measure-theoretic consideration, we show that for every nonnegative, finite, and $L^{1}$ function on a given finite measure space there is some nontrivial sequence of real numbers such that the series, obtained from summing over the term-by-term products of the reals and the summands of any divergent series with positive, vanishing ...
openaire +2 more sources
Trivariate copula to design coastal structures [PDF]
Natural Hazards and Earth System Sciences, 2021 Some coastal structures must be redesigned in the future due to rising sea levels caused by climate change. The design of structures subjected to the actions of waves requires an accurate estimate of the long return period of such parameters as wave ...
O. Orcel, P. Sergent, F. Ropert
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Bounds for Tail Probabilities of the Sample Variance
Journal of Inequalities and Applications, 2009 We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known.
V. Bentkus, M. Van Zuijlen
doaj +2 more sources