Numbers Rule Your World: The Hidden Influence of Probability and Statistics on Everything You Do, Fung Kaiser, Fung Kaiser

Автор: Asmussen SA ren
Название: Ruin Probabilities
ISBN: 9814282529 ISBN-13(EAN): 9789814282529
Издательство: World Scientific Publishing
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Цена: 30888.00 р.
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Описание: Offers a comprehensive treatment of the classical and modern ruin probability theory. This title includes topics such as: Lundberg`s inequality, the Cramer-Lundberg approximation, exact solutions, other approximations, finite horizon ruin probabilities, and extensions of the classical compound Poisson model to allow for reserve-dependent premiums.

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: 10480.00 р.
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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: 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: 24423.00 р.
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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.