Computation of Tail Probabilities via Extrapolation Methods and Connection with Rational and Padé Approximants (Q2882803)
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English | Computation of Tail Probabilities via Extrapolation Methods and Connection with Rational and Padé Approximants |
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Computation of Tail Probabilities via Extrapolation Methods and Connection with Rational and Padé Approximants (English)
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7 May 2012
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extrapolation methods
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\(G\) transformation
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Slevinsky-Safouhi formulae
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tails of probability distributions
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rational and Padé approximants
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numerical examples
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algorithm
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normal distribution
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Student's \(t\)-distribution
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inverse Gaussian distribution
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Fisher's \(F\) distribution
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symbolic computation
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