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Ordered random variables
Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen - In: Opsearch : journal of the Operational Research Society … 56 (2019) 1, pp. 344-366
Persistent link: https://www.econbiz.de/10012008493
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Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Cheng, Fengyang; Cheng, Dongya - In: Scandinavian actuarial journal (2018) 3, pp. 191-202
Persistent link: https://www.econbiz.de/10011881079
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Heuristic representation optimization for efficient generation of PH-distributed random variates
Horváth, Gábor; Reinecke, Philipp; Telek, Miklós; … - In: Analytical and stochastic modelling techniques, (pp. 643-665). 2016
Persistent link: https://www.econbiz.de/10011484413
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Buy-it-now or take-a-chance : price discrimination through randomized auctions
Celis, L. Elisa; Lewis, Gregory; Mobius, Markus; … - 2012
Persistent link: https://www.econbiz.de/10009683430
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Der Nicht-Stichprobenfehler und seine Zerlegung in die beiden Komponenten "glatter Wert" - wahrer Wert plus systematischer Fehler - und "Zufallsfehler" : Schätzung mit Hilfe der va...
Strecker, Heinrich - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 1/2, pp. 198-230
Persistent link: https://www.econbiz.de/10002190655
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Comparison of auctions and posted prices in a finite random matching model
Kultti, Klaus - In: Journal of institutional and theoretical economics : JITE 159 (2003) 3, pp. 457-467
Persistent link: https://www.econbiz.de/10001806309
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Limit theorems for network dependent random variables
Kojevnikov, Denis; Marmer, Vadim; Song, Kyungchul - In: Journal of econometrics 222 (2021) 2, pp. 882-908
Persistent link: https://www.econbiz.de/10012619804
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On the asymptotic behavior of the expectation of the maximum of i.i.d. random variables
Correa, José R.; Romero, Matías - In: Operations research letters 49 (2021) 5, pp. 785-786
Persistent link: https://www.econbiz.de/10013207447
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Computational Probability : Algorithms and Applications in the Mathematical Sciences
Drew, John H. - 2017 - 2nd ed. 2017
This new edition includes the latest advances and developments in computational probability involving A Probability Programming Language (APPL). The book examines and presents, in a systematic manner, computational probability methods that encompass data structures and algorithms. The developed...
Persistent link: https://www.econbiz.de/10012396429
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Random rambles
1830
Persistent link: https://www.econbiz.de/10012330102