Approximate calculation of cumulative probability from a moment-generating function
نویسندگان
چکیده
منابع مشابه
The moment generating function of a bivariate gamma-type distribution
A bivariate gamma-type density function involving a confluent hypergeometric function of two variables is being introduced. The inverse Mellin transform technique is employed in conjunction with the transformation of variable technique to obtain its moment generating function, which is expressed in terms of generalized hypergeometric functions. Its cumulative distribution function is given in c...
متن کاملCalculation of the cumulative reaction probability via a discrete variable representation with absorbing boundary conditions
A new method is suggested for the calculation of the microcanonical cumulative reaction probability uia flux autocorrelation relations. The Hamiltonian and the flux operators are computed in a discrete variable representation (DVR) and a well-behaved representation for the Green’s operator, G( E + ), is obtained by imposing absorbing boundary conditions (ABC). Applications to a one-dimensional-...
متن کاملProbability Generating Functions for Sattolo’s Algorithm
In 1986 S. Sattolo introduced a simple algorithm for uniform random generation of cyclic permutations on a fixed number of symbols. Recently, H. Prodinger analysed two important random variables associated with the algorithm, and found their mean and variance. H. Mahmoud extended Prodinger’s analysis by finding limit laws for the same two random variables.The present article, starting from the ...
متن کاملA New Weighted Information Generating Function for Discrete Probability Distributions
The object of this paper is to introduce a new weighted information generating function whose derivative at point 1 gives some well known measures of information. Some properties and particular cases of the proposed generating function have also been studied.
متن کاملSmile Asymptotics II: Models with Known Moment Generating Function
In a recent article the authors obtained a formula which relates explicitly the tail of risk neutral returns with the wing behavior of the Black Scholes implied volatility smile. In situations where precise tail asymptotics are unknown but a moment generating function is available we first establish, under easy-to-check conditions, tail asymptoics on logarithmic scale as soft applications of st...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the IEEE
سال: 1969
ISSN: 0018-9219
DOI: 10.1109/proc.1969.6988