Approximating the tail of the Anderson-Darling distribution

Computational Statistics and Data Analysis

Volumn 56, Issue 12, 2012, Pages 4301-4311

  Grace, Adam W ^a   Wood, Ian A ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Anderson Darling distribution; Approximating function; Generalized splitting; Hit and run sampler; Rare event estimation

Indexed keywords

ANDERSON-DARLING DISTRIBUTION; GENERALIZED SPLITTING; HIT-AND-RUN SAMPLER; MONTE CARLO; MONTE CARLO APPROACH; NUMERICAL APPROXIMATIONS; NUMERICAL INVERSION; STATISTICAL TESTING; TAIL PROBABILITY;

ELECTROMAGNETIC WAVE EMISSION; MONTE CARLO METHODS; STATISTICAL TESTS;

PROBABILITY DISTRIBUTIONS;

EID: 84864138202     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.04.002     Document Type: Article

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