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APPL
TLDR
A prototype probability package named APPL (A Probability Programming Language) is presented that can be used to manipulate random variables and examples illustrate its use.
APPL: A Probability Programming Language
TLDR
A prototype probability package named APPL (A Probability Programming Language) is presented that can be used to manipulate random variables and examples illustrate its use.
On the Inverse Gamma as a Survival Distribution
This paper presents properties of the inverse gamma distribution and how it can be used as a survival distribution. A result is included that shows that the inverse gamma distribution always has an
Computational Probability: Algorithms and Applications in the Mathematical Sciences
TLDR
This book examines and presents computational methods in a systematic manner that address problems that require exact probability calculations, many of which have been considered intractable in the past.
Computing the Cumulative Distribution Function ofthe
We present an algorithm for computing the cumulative distribution function of the Kolmogorov{ Smirnov test statistic D n in the all-parameters-known case. Birnbaum (1952) gives an n-fold integral for
The Arctangent Survival Distribution
We present a two-parameter survival distribution that has an upside-down bathtub (UBT, or humped-shaped) hazard function. This distribution provides biostatisticians, reliability engineers, and other
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