In this paper, we extend Stein’s method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators for mixed products of ...
In the present paper a uniform asymptotic series is derived for the probability distribution of the sum of a large number of independent random variables. In contrast to the usual Edgeworth-type ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...
Description: Basic concepts of probability and random variables. Time-dependent reliability models. Strength-based reliability and interference theory. Weakest-link and fail-safe systems. Extremal ...
Fuzzy statistics and random variables represent a progressive fusion of traditional probability theory with the principles of fuzzy logic, enabling the treatment of imprecision and vagueness inherent ...
THIS is a bright and original treatment of a subject voted by many as dull, however necessary it may be for the experimentalist to discuss with care the accuracy of the end result of his measurements ...
This course is available on the MSc in Financial Mathematics, MSc in Mathematics and Computation and MSc in Quantitative Methods for Risk Management. This course is available with permission as an ...
Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...