A Simple and Efficient Algorithm to Compute Tail Probabilities from Transforms (Q3802575)
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scientific article
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| English | A Simple and Efficient Algorithm to Compute Tail Probabilities from Transforms |
scientific article |
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A Simple and Efficient Algorithm to Compute Tail Probabilities from Transforms (English)
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1988
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{\#}P-hard
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transform inversion formula
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NP-hard problem
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tail probability
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numerical examples
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0.7694399356842041
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0.7550933361053467
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0.7367238998413086
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0.7327686548233032
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