Estimating and validating the cumulative distribution of a function of random variables: Toward the development of distribution arithmetic

DOI10.1023/A:1023090317875zbMath1020.65008OpenAlexW222217890MaRDI QIDQ1810786

K. David Jamison, Weldon Alexander Lodwick

Publication date: 9 June 2003

Published in: Reliable Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1023090317875

zbMATH Keywords

risk analysis numerical experiments cumulative distribution function optimization under uncertainty function of a random vector

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic programming (90C15)

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