Ruin Probabilities, Asmussen SA ren

Автор: Jerome Morio
Название: Estimation of Rare Event Probabilities In Complex Aerospace And O
ISBN: 008100091X ISBN-13(EAN): 9780081000915
Издательство: Elsevier Science
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Цена: 162820.00 T
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Описание:

Rare event probability (10^-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem. Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach provides a broad up-to-date view of the current available techniques to estimate rare event probabilities described with a unified notation, a mathematical pseudocode to ease their potential implementation and finally a large spectrum of simulation results on academic and realistic use cases.

Автор: Alan Genz; Frank Bretz
Название: Computation of Multivariate Normal and t Probabilities
ISBN: 364201688X ISBN-13(EAN): 9783642016882
Издательство: Springer
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Цена: 69870.00 T
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Описание: Multivariate normal and t probabilities are needed for statistical inference in many applications. This book describes the developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. It discusses methods for specialized problems as well as methods for general problems.

Автор: Fung Kaiser, Fung Kaiser
Название: Numbers Rule Your World: The Hidden Influence of Probability and Statistics on Everything You Do
ISBN: 0071626530 ISBN-13(EAN): 9780071626538
Издательство: McGraw-Hill
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Цена: 41170.00 T
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Описание: In the bestselling tradition of Supercrunchers and Freakonomics a popular statistician and blogger provides a fascinating and entertaining narrative that dramatizes the hidden power of numbers and numerical relationships in everyday life.