A fast and accurate numerical method for the left tail of sums of independent random variables.
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| Title: | A fast and accurate numerical method for the left tail of sums of independent random variables. |
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| Authors: | Ben Rached, Nadhir1 (AUTHOR), Hoel, Håkon2 (AUTHOR), Meo, Johannes Vincent2 (AUTHOR) johannvm@math.uio.no |
| Source: | Statistics & Computing. Dec2024, Vol. 34 Issue 6, p1-19. 19p. |
| Database: | Mathematics Source |
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| ISSN: | 09603174 |
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| DOI: | 10.1007/s11222-024-10514-5 |
