Modelling the tail of a normal distribution

DOI10.1016/S0041-5553(83)80063-9MaRDI QIDQ3711460zbMATH OpenFDO

Authors A. Zhigljavsky

Publication date 1983

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0041-5553(83)80063-9

zbMATH Keywords

algorithmMarkov chain stoppingmodelling the tail of a normal distributionterminating Markov chain

Mathematics Subject Classification ID

Statistical distribution theory (62E99) Random number generation in numerical analysis (65C10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cited in

(1)

• Fitting a normal distribution when the model is wrong

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