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completely new sequential importance sampling estimator of the desired tail probability. Numerical experiments suggest that the … sequential importance sampling estimator can be significantly more efficient than its competitor. …
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Holst (1985) introduced a discrete spacings model that is related to the Bose-Einstein distribution and obtained the distribution of the number of vacant slots in an associated circle covering problem. We correct his expression for its probability mass function, obtain the first two moments, and...
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sampling distribution of the cosine similarity of independent random bitstreams and compare those computed moments to those …
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In this article, we address the problem of computing the distribution functions that can be expressed as discrete mixtures of continuous distributions. Examples include noncentral chisquare, noncentral beta, noncentral , noncentral and the distribution of squared sample multiple correlation. We...
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