Algorithm 15. Evaluation of probability for the F-Snedecor distribution
S. Grzegórski (1971)
Applicationes Mathematicae
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S. Grzegórski (1971)
Applicationes Mathematicae
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Martin Janžura, Pavel Boček (1998)
Kybernetika
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With the aid of Markov Chain Monte Carlo methods we can sample even from complex multi-dimensional distributions which cannot be exactly calculated. Thus, an application to the problem of knowledge integration (e. g. in expert systems) is straightforward.
Radim Jiroušek (1991)
Kybernetika
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Morris H. DeGroot (1980)
Trabajos de Estadística e Investigación Operativa
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Consider a sequence of decision problems S, S, ... and suppose that in problem S the statistician must specify his predictive distribution F for some random variable X and make a decision based on that distribution. For example, X might be the return on some particular investment and the statistician must decide whether or not to make that investment. The random variables X, X, ... are assumed to be independent and completely unrelated. It is also assumed that each predictive distribution...