Results 31 to 40 of about 529,179 (290)
Approximating the Tail Probability of the t-Distribution: A Bayesian Approach
Sultan Qaboos University Journal for Science, 2001 A Bayesian technique is used to approximate the tail probability of the t-distribution. A set of upper and lower bounds are obtained for this probability. Based on their simplicity and accuracy, these bounds are very adequate to use.
Mohammad Fraiwan Al-Saleh
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A New Probability Heavy-Tail Model for Stochastic Modeling under Engineering Data
Journal of Mathematics, 2022 The main aim of the paper is to propose and study a new heavy-tail model for stochastic modeling under engineering data. After studying and analyzing its mathematical properties, different classical estimation methods such as the ordinary least square ...
M. El-Morshedy +3 more
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Superintegrability of matrix Student's distribution
Physics Letters B, 2022 For ordinary matrix models, the eigenvalue probability density decays rapidly as one goes to infinity, in other words, has “short tails”. This ensures that all the multiple trace correlators (multipoint moments) are convergent and well-defined.
A. Mironov, A. Morozov, A. Popolitov
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An asymptotically Gaussian bound on the Rademacher tails [PDF]
, 2011 An explicit upper bound on the tail probabilities for the normalized Rademacher sums is given. This bound, which is best possible in a certain sense, is asymptotically equivalent to the corresponding tail probability of the standard normal distribution ...
Pinelis, Iosif
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Tails of the crossing probability [PDF]
Physical Review E, 2005 The scaling of the tails of the probability of a system to percolate only in the horizontal direction pi(hs) was investigated numerically for the correlated site-bond percolation model (q -state Potts model) for q=1 , 2, 3, 4 (where q is the number of spin states).
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Trend analysis of dependence between rainfall and storm tides in coastal cities
Water Science and Technology, 2023 Compound flooding from rainfall and storm tides is prone to occur in coastal cities. The identification of them is essential for controlling urban flooding. First, the dependence between rainfall and storm tides is quantified by Kendall's τ, Spearman's ρ,
Youming Li +3 more
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On the lower tail variational problem for random graphs [PDF]
, 2015 We study the lower tail large deviation problem for subgraph counts in a random graph. Let $X_H$ denote the number of copies of $H$ in an Erd\H{o}s-R\'enyi random graph $\mathcal{G}(n,p)$.
Zhao, Yufei
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The Effect of Left Tail Risk on Expected Excess Returns and Its Consequences on the Persistence of Left Tail Returns [PDF]
تحقیقات مالی, 2020 Objective: Left-tailed risk illustrates the probability of unfavorable events that could occur in a range wider than three variances of the distribution function.
Mahshid Shahrzadi +2 more
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Approximating Tail Areas of Probability Distributions
The Annals of Statistics, 1978 A general method for approximating tail areas is developed through an extension of the methodology of Andrews. This extension is applied to both continuous and discrete distributions. Examples of the approximations are given for the standard normal, $t$, and chi-square distributions in the continuous case and for the Poisson and binomial distributions ...
Gross, Alan J., Hosmer, David W.
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Real- and reciprocal-space attributes of band tail states
AIP Advances, 2017 Band tail states are localized electronic states existing near conduction and valence band edges. Band tail states are invariably found to exhibit an exponential distribution defined by a characteristic (Urbach) energy.
John F. Wager
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