Journal ArticleDOI
Calculating normal probabilities
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In this article, the authors presented a method for computing normal probability for the problem of estimating normal probability in probabilistic models. The American Mathematical Monthly: Vol. 102, No. 1, pp. 46-49.Abstract:
(1995). Calculating Normal Probabilities. The American Mathematical Monthly: Vol. 102, No. 1, pp. 46-49.read more
Citations
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Journal ArticleDOI
A Nonsymmetric Correlation Inequality for Gaussian Measure
TL;DR: In this article, it was shown that the confidence region of a Gaussian cumulative distribution can be characterized by a positive correlation conjecture for symmetric sets and a related inequality of Sidak concerning confidence regions for means of multivariate normal distributions.
Journal ArticleDOI
Asymptotic and exact series representations for the incomplete Gamma function
TL;DR: In this article, two new series representations for the incomplete Gamma function are derived: an asymptotic series, which contains and improves over the standard asymptonotic expansion, and a uniformly convergent series, completely analytical, which can be used to obtain arbitrarily accurate estimates of Γ(a,x) for any value of a or x.
Journal ArticleDOI
On simulating multivariate non-normal distributions from the generalized lambda distribution
Todd C. Headrick,Abdel Mugdadi +1 more
TL;DR: The methodology and algorithms are presented for extending the GLD from univariate to multivariate data generation with an emphasis on reducing computational difficulties.
Journal ArticleDOI
Very simply explicitly invertible approximations of normal cumulative and normal quantile function
TL;DR: For the normal cumulative distribution function, this article gave a 2 −22 −1 −1-41 −1 -1 −10 approximation for any x>0, which is very simple (with only integer constants and operations and / and power elevation) and is very simply explicitly invertible having 1 entry of x.
Journal ArticleDOI
A new method for estimating model parameters for multinomial data
TL;DR: A new procedure for estimating the parameters of a scientific model is described, and the method is applied and illustrated for the class of experiments with multinominal data structure as the method of population-parameter mapping, a variation of a standard Bayesian analysis.
References
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Book
Numerical Analysis
TL;DR: This report contains a description of the typical topics covered in a two-semester sequence in Numerical Analysis, and describes the accuracy, efficiency and robustness of these algorithms.
Book
Continuous univariate distributions
TL;DR: Continuous Distributions (General) Normal Distributions Lognormal Distributions Inverse Gaussian (Wald) Distributions Cauchy Distribution Gamma Distributions Chi-Square Distributions Including Chi and Rayleigh Exponential Distributions Pareto Distributions Weibull Distributions Abbreviations Indexes