The first step is to ensure that the given distribution actually is a valid probability distribution. As mentioned earlier, ...

With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...

This is a preview. Log in through your library . Abstract A method is proposed for finding a closed form expression for the cumulative distribution function (CDF) of the maximum value of the objective ...

A method is developed for constructing a confidence band for a cumulative distribution function with known functional form. The band is derived using the maximum absolute difference between the true ...