A Saddle Point Approximation for Certain Multivariate Tail Probabilities (Q4389292)
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scientific article; zbMATH DE number 1151325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Saddle Point Approximation for Certain Multivariate Tail Probabilities |
scientific article; zbMATH DE number 1151325 |
Statements
A Saddle Point Approximation for Certain Multivariate Tail Probabilities (English)
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12 May 1998
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control variate
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Edgeworth expansion
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Hunter's inequality
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Monte Carlo
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power systems
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reliability
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