tail probability数学含义tail probability数学含义 尾概率(tail probability)在统计学中指的是,对于一个概率分布的某个极端区域(通常是尾部,即较大或较小的值),计算这个区域内的概率。 尾概率常用于探究极端事件的发生概率。在正态分布中,尾概率通常指的是超出正态分布的两个标准差(或更多)的极端值的概率。尾概率...
必应词典为您提供tailprobability的释义,网络释义: 尾机率;尾概率;尾部概率;
Markov's inequality provides a bound on the tail probability. The bound requires only knowledge of the mean of the random variable. Because the bound uses such limited information, it has the potential of being very loose. In fact, if xo≤ E[X], then the Markov inequality states that Pr...
parametric probability modelsPareto tail modelTuring's formulaSummary The remarkable Turing's formula suggests that certain useful knowledge of the tail of a distribution {p k ; k ≥ 1} on χ = { k ; k ≥ 1} may be extracted from an iid sample. This chapter demonstrates how such ...
Finite-time ruin probabilityLet {ξ,ξk:k≥1} be a sequence of widely orthant dependent random variables with common distribution F satisfying Eξ>0. Let τ be a nonnegative integer-valued random variable. In this paper, we discuss the tail probabilities of random sums Sτ=∑n=1τξn ...
An asymptotic approximation for the tail probability of a noncentral indefinite Gaussian quadratic form is obtained. This approimation requires the solution of an algebraic equation. A more explicit asymptotic lower bound is also obtained by using Jensen''s inequalitydoi:10.1080/03610919408813179...
必应词典为您提供Tail-Probability-Function的释义,网络释义: 尾部概率函数;尾机率函数;
Maertens, T., Walraevens, J., Bruneel, H.: Priority queueing systems: from probability generating functions to tail probabilities. Queueing Systems 55, 27-39 (2007)Maertens, Tom, Walraevens, Joris, Bruneel, and Herwig. Priority queue- ing systems: from probability generating functions to tail...
Respectively, the probability p now is given by 1.25 . Proof of 1.19 . The bound is an obvious corollary of Theorem 1.1 since by Proposition 3.1 we have ω≤σ2 − 3σ4, and therefore we can choose ω0 σ2 − 3σ4. Setting this value of ω0 into 1.22 , we obtain 1.19 . ...
或者是翻译成了其他名字，所以请问这里的tail bo…基本的idea应该是算tail probability，如果X服从标准正...