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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.
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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An: 180380388
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PubType: Academic Journal
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  Data: A fast and accurate numerical method for the left tail of sums of independent random variables.
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  Data: <searchLink fieldCode="AR" term="%22Ben Rached%2C+Nadhir%22">Ben Rached, Nadhir</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Hoel%2C+Håkon%22">Hoel, Håkon</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Meo%2C+Johannes+Vincent%22">Meo, Johannes Vincent</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> johannvm@math.uio.no</i>
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  Data: <searchLink fieldCode="JN" term="%22Statistics+%26+Computing%22">Statistics & Computing</searchLink>. Dec2024, Vol. 34 Issue 6, p1-19. 19p.
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      – Type: doi
        Value: 10.1007/s11222-024-10514-5
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      – Code: eng
        Text: English
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      – TitleFull: A fast and accurate numerical method for the left tail of sums of independent random variables.
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            NameFull: Ben Rached, Nadhir
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            NameFull: Hoel, Håkon
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            NameFull: Meo, Johannes Vincent
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            – D: 01
              M: 12
              Text: Dec2024
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              Y: 2024
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              Value: 34
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