A moment-based estimation method for extreme probabilities
نویسندگان
چکیده
The performance analysis of highly reliable and fault tolerant systems requires the investigation of events with extremely low or high probabilities. This paper presents a simplified numerical method to bound the extreme probabilities based on the moments of the distribution. This simplified method eliminates some numerically sensitive steps of the general moments based bounding procedure. Numerical examples indicate the applicability of the proposed approach.
منابع مشابه
Á. Tari, M. Telek, P. Buchholz: a Simplified Moment-based Estimation Method for Extreme Probabilities, Infinite and Positive Cases a Simplified Moment-based Estimation Method for Extreme Probabilities, Infinite and Positive Cases∗
The performance analysis of highly reliable and fault tolerant systems requires the investigation of events with extremely low or high probabilities. This paper presents a simplified numerical method to bound the extreme probabilities based on the moments of the distribution. This simplified method eliminates some numerically sensitive steps of the general moments based bounding procedure. Nume...
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