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Computation of tail probability distributions via extrapolation methods and connection with rational and Padé approximants.
Download2012
Safouhi, Hassan, Gaudreau, Philippe J. , Slevinsky, Richard M.
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...
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