Conditional Probability and Conditional Expectation of a Random Vector
暂无分享,去创建一个
[1] István Deák,et al. Three digit accurate multiple normal probabilities , 1980 .
[2] A. Madansky. Bounds on the Expectation of a Convex Function of a Multivariate Random Variable , 1959 .
[3] R. Wets,et al. L-SHAPED LINEAR PROGRAMS WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC PROGRAMMING. , 1969 .
[4] J. Wolfowitz,et al. Introduction to the Theory of Statistics. , 1951 .
[5] G. Eagleson. Polynomial Expansions of Bivariate Distributions , 1964 .
[6] Tamás Szántai,et al. A new multivariate gamma distribution and its fitting to empirical streamflow data , 1978 .
[7] J. E. Dutt,et al. A representation of multivariate normal probability integrals by integral transforms , 1973 .
[8] I. Deák,et al. Computation of Multiple Normal Probabilities , 1980 .
[9] R. Wets,et al. Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse , 1986 .
[10] W. Ziemba,et al. A tight upper bound for the expectation of a convex function of a multivariate random variable , 1986 .
[11] Donald Ervin Knuth,et al. The Art of Computer Programming , 1968 .
[12] T. Donnelly,et al. Algorithm 462: bivariate normal distribution , 1973 .
[13] M. R. Spiegel. Mathematical handbook of formulas and tables , 1968 .
[14] Roger J.-B. Wets,et al. Stochastic Programming: Solution Techniques and Approximation Schemes , 1982, ISMP.