Estimating the Tails of a Distribution of Known Form.

Olkin, Ingram

Estimating the Tails of a Distribution of Known Form.

Active / Technical Report | Accession Number: ADA065019 |

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Abstract:

This paper provides a survey of methods of estimating the tails of a distribution of known form. Examples where the tails are important are cited. The estimation procedures discussed are conditional expectations, transform theory, ancillary statistics, jackknife, location-scale parameter families. The distributions considered are the normal in particular the multivariate normal distribution, the gamma distribution and several discrete distributions. Author

Author(s):

Olkin, Ingram

Author Organization(s):

STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH

Descriptive Note:

Technical rept.,

Supplementary Note:

Also available as TR-138 Stanford Univ., CA. Dept. of Statistics.

Pagination:

0041

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:

Approved For Public Release

RECORD

Collection: TR

Identifying Numbers

Report Number(s):

TR-191

Contract/Grant Number(s):

N00014-75-C-0561

Subject Terms

Joint Capability Areas:

JCA_5.3_Planning; JCA_5_Command and Control; JCA_1_Force Support; JCA_1.2_Force Preparation; JCA_1.4_Force Support; JCA_3.2_Engagement; JCA_3_Force Application

Communities of Interest:

Weapons Technologies

Descriptor(s):

*PROBABILITY DENSITY FUNCTIONS, *STATISTICAL DISTRIBUTIONS, WEIBULL DENSITY FUNCTIONS, MULTIVARIATE ANALYSIS, ESTIMATES, RELIABILITY, BIAS, SPECIAL FUNCTIONS(MATHEMATICS), CONFIDENCE LEVEL, NORMAL DISTRIBUTION

Field(s)/Group(s):

Statistics and Probability

Keyword(s):

Extremum problems, Jackknife method, WUNR042002

Report Date:

1978 Dec 01