Results 261 to 270 of about 2,345,508 (316)

Estimate of small first passage probabilities of nonlinear random vibration systems by using tail approximation of extreme distributions

Structural Safety, 2016
Jun He, Jinghai Gong
exaly   +2 more sources

Exponential Approximations for Tail Probabilities in Queues, I: Waiting Times

Operations Research, 1995
Ward Whitt
exaly   +2 more sources

Tail probability approximations for U-statistics

Statistics & Probability Letters, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Keener, Robert W., Robinson, John, Weber, Neville C.   +2 more
openaire   +1 more source

Tail probabilities from observed likelihoods

Biometrika, 1990
SUMMARY An exponential model not in standard form is fully characterized by an observed likelihood function and its first sample space derivative, up to one-one transformations of the observable variable. This property is used to modify the Lugannani & Rice (1980) tail probability approximation to make it parameterization invariant.
openaire   +1 more source

On lower bounds for tail probabilities

Journal of Statistical Planning and Inference, 2007
V. V. Petrov
exaly   +2 more sources

Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation

Stochastic Models, 2006
Qihe Tang
exaly   +2 more sources

Estimating normal tail probabilities

Naval Research Logistics Quarterly, 1986
AbstractThe 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 ...
openaire   +2 more sources

A Study of the Accuracy of Some Approximations fort, χ2, andFTail Probabilities

Journal of the American Statistical Association, 1978
R. F. Ling
exaly   +2 more sources

Tail Inference With Probability Weighted Moments

Mathematical Methods in the Applied Sciences
ABSTRACTThe tail of a probability distribution captures important information about the magnitude and frequency of extreme events. Thus, understanding the tail behavior is crucial in decision making and risk assessment. Statistical analysis and predictions of extreme events often require the estimation of the extreme value index, a key parameter that ...
Frederico Caeiro, Ayana Mateus, Dora Prata Gomes   +2 more
openaire   +2 more sources

Tail probability approximations for Student's t-statistics

Probability Theory and Related Fields, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhou, W., Jing, B.-Y.
openaire   +2 more sources