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Bayesian modified group chain sampling plan for binomial distribution using beta prior through quality region
Waqar Hafeez; Nazrina Aziz - In: International journal of productivity and quality … 36 (2022) 4, pp. 502-517
Persistent link: https://www.econbiz.de/10013370191
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Importance sampling in the presence of PD-LGD correlation
Metzler, Adam; Scott, Alexandre - In: Risks : open access journal 8 (2020) 1/25, pp. 1-36
This paper seeks to identify computationally efficient importance sampling (IS) algorithms for estimating large … importance sampling to estimate large deviation probabilities in those models. Numerical evidence indicates that the proposed …
Persistent link: https://www.econbiz.de/10012203783
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Sampling the multivariate standard normal distribution under a weighted sum constraint
Frédéric, Vrins - In: Risks : open access journal 6 (2018) 3, pp. 1-13
Statistical modeling techniques-and factor models in particular-are extensively used in practice, especially in the insurance and finance industry, where many risks have to be accounted for. In risk management applications, it might be important to analyze the situation when fixing the value of...
Persistent link: https://www.econbiz.de/10011867487
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Design of progressively censored group sampling plans for Weibull distributions : an optimization problem
Fernández, Arturo J.; Pérez-González, Carlos J.; … - In: European journal of operational research : EJOR 211 (2011) 3, pp. 525-532
Persistent link: https://www.econbiz.de/10008933379
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On sample skewness and kurtosis
Bao, Yong - In: Econometric reviews 32 (2013) 1/4, pp. 415-448
Persistent link: https://www.econbiz.de/10009717785
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Determination of Bayesian reliability sampling plans based on exponential-inverted gamma distribution
Appaia, Loganathan; Krishnan, Padmanaban Muthu; … - In: International journal of quality & reliability management 31 (2014) 8, pp. 950-962
Persistent link: https://www.econbiz.de/10010413629
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Uniformly efficient importance sampling for the tail distribution of sums of random variables
Glasserman, Paul; Juneja, Sandeep - In: Mathematics of operations research 33 (2008) 1, pp. 36-50
Persistent link: https://www.econbiz.de/10003687581
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Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose; Kang, Yang - In: Operations research 69 (2021) 3, pp. 985-1013
Persistent link: https://www.econbiz.de/10012546913
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Economic lot sampling inspection from defect counts with minimum conditional value-at-risk
Fernández, Arturo J. - In: European journal of operational research : EJOR 258 (2017) 2, pp. 573-580
Persistent link: https://www.econbiz.de/10011644156
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An optimal plan of zero-defect single-sampling by attributes for incoming inspections in assembly lines
Qin, Ruwen; Cudney, Elizabeth A.; Hamzic, Zlatan - In: European journal of operational research : EJOR 246 (2015) 3, pp. 907-915
Persistent link: https://www.econbiz.de/10011344388