The computation of standard normal distribution integral in any required precision based on reliability method
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2018.1433855
Abstract: ABSTRACT Based on reliability theory, the value of the standard normal distribution integral can be obtained by calculating the probability of the failure domain of the linear performance function. After the sample space is divided… read more here.
Keywords: distribution integral; standard normal; based reliability; normal distribution ... See more keywords
Almost Sure Limit Theorems for Multivariate General Standard Normal Sequences and Applications
Sign Up to like & getrecommendations! Published in 2020 at "Mathematical Problems in Engineering"
DOI: 10.1155/2020/3945946
Abstract: Under suitable conditions, the almost sure central limit theorems for the maximum of general standard normal sequences of random vectors are proved. The simulation of the almost sure convergence for the maximum is firstly performed,… read more here.
Keywords: standard normal; normal sequences; limit theorems; almost sure ... See more keywords
Extending Normality: A Case of Unit Distribution Generated from the Moments of the Standard Normal Distribution
Sign Up to like & getrecommendations! Published in 2022 at "Axioms"
DOI: 10.3390/axioms11120666
Abstract: This paper presents an important theorem, which shows that, heading from the moments of the standard normal distribution, one can generate density functions originating a family of models. Additionally, we discussed that different random variable… read more here.
Keywords: normal distribution; unit; moments standard; unit distribution ... See more keywords
Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint
Sign Up to like & getrecommendations! Published in 2018 at "Risks"
DOI: 10.3390/risks6030064
Abstract: Statistical modeling techniques—and factor models in particular—are extensively used in practice, especially in the insurance and finance industry, where many risks have to be accounted for. In risk management applications, it might be important to… read more here.
Keywords: weighted sum; standard normal; sum constraint; normal distribution ... See more keywords