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2024 | OriginalPaper | Chapter

18. Frequently Met Probability Models and Distribution Functions

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Key Topics in This Chapter: Mainly Quantitative

In this chapter, we present some of the most important distribution functions applied in quantitative risk management. We also discuss various related concepts, including the following:
  • Special functions needed when dealing with distribution functions.
  • Discrete distribution functions.
  • Continuous distribution functions.
  • Distribution functions needed for statistical inference.
  • Creation of distribution functions by mixing others.
  • Creation of distribution functions by transforming variables (univariate and multivariate).
  • Distribution of extreme values.

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Literature
go back to reference Rohatgi VK (2003) Statistical inference. Dover Publications Rohatgi VK (2003) Statistical inference. Dover Publications
go back to reference Ross SM (2010) Introduction to probability models. Academic Press Ross SM (2010) Introduction to probability models. Academic Press
go back to reference Zwillinger D, Kokoska S (2000) Standard probability and statistics tables. Chapman & Hall Zwillinger D, Kokoska S (2000) Standard probability and statistics tables. Chapman & Hall
Metadata
Title
Frequently Met Probability Models and Distribution Functions
Author
Herfried Kohl
Copyright Year
2024
DOI
https://doi.org/10.1007/978-3-031-71272-2_18

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