For each distribution, the baseline survival distribution function (S) and the probability density function(f) are listed for the additive random disturbance. These distributions apply when the log of ...

This section describes the probability distributions available in the RELIABILITY procedure for probability plotting and parameter estimation. Refer to Lawless (1982, p. 240) for a description of the ...

This is a preview. Log in through your library . Abstract Let X:p × n be a matrix of random real variates such that the column vectors of X are independently and identically distributed as ...

Arithmetic Asian options are difficult to price and hedge as they do not have closed-form analytic solutions. The main theoretical reason for this difficulty is that the payoff depends on the finite ...