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.Expand

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.Expand

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… Expand

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.Expand

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… Expand

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… Expand