A Simple and Efficient Algorithm to Compute Tail Probabilities from Transforms (Q3802575): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:22, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simple and Efficient Algorithm to Compute Tail Probabilities from Transforms |
scientific article |
Statements
A Simple and Efficient Algorithm to Compute Tail Probabilities from Transforms (English)
0 references
1988
0 references
{\#}P-hard
0 references
transform inversion formula
0 references
NP-hard problem
0 references
tail probability
0 references
numerical examples
0 references
