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Showing 1 to 6 of 6 for “"Saddlepoint Approximation"”.
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Time-dependent reliability methodologies with saddlepoint approximation
… of traditional reliability methods with saddlepoint approximation (SPA), which can accurately approximate the tail distribution of a random variable. Four methods are proposed in this work. The first three methods deal with time-independent reliability while the last one estimates the …
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Construction of nonlinear filter algorithms using the saddlepoint approximation
In this thesis we propose the use of the saddlepoint method to construct nonlinear filtering algorithms. To our knowledge, while the saddlepoint approximation has been used very successfully in the statistics literature (as an example the saddlepoint method provides a simple, highly accurate …
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Saddlepoint Approximation for Calculating Performance of Spectrum-Sliced WDM Systems
… been analyzed previously by using the Gaussian approximation, or by assuming that the signals at the decision point are chi-square distributed. Although the chi-square distribution is valid in the case where there is no interference, it is not valid in the presence of interference, since the …
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Hierarchical Decentralized Control for Enhanced Stability of Large-Scale Power Systems
… techniques like random-effects regression and saddlepoint approximation method to reliably estimate the type-I and type-II probability errors in the proposed hierarchical, decentralized control decision process.
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Contributions to quality improvement methodologies and computer experiments
… process, and methods based on the Lugannani-Rice saddlepoint approximation for constructing accurate credible intervals for the average loss. These quantities allow response surface uncertainty to be taken into account in the optimization process. Chapter 3 proposes a Bayesian method for …
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A UNIFORMLY MOST POWERFUL TEST FOR THE MEAN OF A BETA DISTRIBUTION
… uniformly most powerful test using saddle point approximations. These approximations tend to have better accuracy than traditional likelihood-based methods, even when sample sizes are quite low. We provide the necessary methodology development to perform the test. Further simulation studies on …