Approximating the tail of the Anderson-Darling distribution (Q1927213)

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scientific article; zbMATH DE number 6119824
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Approximating the tail of the Anderson-Darling distribution
scientific article; zbMATH DE number 6119824

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    Approximating the tail of the Anderson-Darling distribution (English)
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    30 December 2012
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    Anderson-Darling distribution
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    rare-event estimation
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    generalized splitting
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    hit-and-run sampler
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    approximating function
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