inc42

What Is Probability Density Function? Here’s All You Need to Know

What Is A Probability Density Function? A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random variable ...
JSTOR Daily

The Probability Distribution Function of the Optimum of a 0-1 Linear Program with Randomly Distributed Coefficients of the Objective Function and the Right-Hand Side

This is a preview. Log in through your library . Abstract This paper proposes and discusses exact and approximate methods for solving the distribution problem of a linear 0-1 program with stochastic b ...
JSTOR Daily

Probability Distribution of Nonlinear Wave Surface Slope Based on Copula Function

Journal of Coastal Research, SPECIAL ISSUE NO. 103. Global Topics and New Trends in Coastal Research: Port, Coastal and Ocean Engineering (SUMMER 2020), pp. 839-842 (4 pages) In order to improve the ...
Risk

An iterative copula method for probability density estimation

We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...
International Monetary Fund

A New Framework to Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...