Displaying similar documents to “Algorithm 93. Non-central F or beta distribution”

A Note on Computing Extreme Tail Probabilities of the Noncentral t -Distribution with Large Noncentrality Parameter

Viktor Witkovský (2013)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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The noncentral t -distribution is a generalization of the Student’s t -distribution. In this paper we suggest an alternative approach for computing the cumulative distribution function (CDF) of the noncentral t -distribution which is based on a direct numerical integration of a well behaved function. With a double-precision arithmetic, the algorithm provides highly precise and fast evaluation of the extreme tail probabilities of the noncentral t -distribution, even for large values of the...

A distributed transportation simplex applied to a Content Distribution Network problem

Rafaelli de C. Coutinho, Lúcia M. A. Drummond, Yuri Frota (2014)

RAIRO - Operations Research - Recherche Opérationnelle

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A Content Distribution Network (CDN) can be defined as an overlay system that replicates copies of contents at multiple points of a network, close to the final users, with the objective of improving data access. CDN technology is widely used for the distribution of large-sized contents, like in video streaming. In this paper we address the problem of finding the best server for each customer request in CDNs, in order to minimize the overall cost. We consider the problem as a transportation...

Conditional problem for objective probability

Otakar Kříž (1998)

Kybernetika

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Marginal problem (see [Kel]) consists in finding a joint distribution whose marginals are equal to the given less-dimensional distributions. Let’s generalize the problem so that there are given not only less-dimensional distributions but also conditional probabilities. It is necessary to distinguish between objective (Kolmogorov) probability and subjective (de Finetti) approach ([Col,Sco]). In the latter, the coherence problem incorporates both probabilities and conditional probabilities...