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- 2Extrapolation methods
- 2G transformation
- 1Higher order derivatives
- 1Numerical integration
- 1Rational and Pad´e approximants
- 1Rational approximants
- 1Campus Saint-Jean
- 1Campus Saint-Jean/Research Publications (Campus Saint-Jean)
- 1Graduate Studies and Research, Faculty of
- 1Graduate Studies and Research, Faculty of/Theses and Dissertations
- 1Mathematical and Statistical Sciences, Department of
- 1Mathematical and Statistical Sciences, Department of/Research Publications (Mathematical and Statistical Sciences)
Computation of tail probability distributions via extrapolation methods and connection with rational and Padé approximants.Download
Abstract. We use the recently developed algorithm for the G(1) n transformation to approximate tail probabilities of the normal distribution, the gamma distribution, the student’s t-distribution, the inverse Gaussian distribution, and Fisher’s F distribution. Using this algorithm, which can be...
This thesis is concerned with the development of new formulae for higher order derivatives, and the algorithmic, numerical, and analytical development of the G transformation, a method for computing infinite-range integrals. We introduce the Slevinsky-Safouhi formulae I and II with applications,...