This paper examines further the problem of approximating the distribution of a continuous random variable based on three key percentiles, typically the median (50th percentile) and the 5% points (5th ...

Introduction to probability, random processes and basic statistical methods to address the random nature of signals and systems that engineers analyze, characterize and apply in their designs. It ...

Provides a one-semester course in probability and statistics with applications in the engineering sciences. Probability of events, discrete and continuous random variables cumulative distribution, ...

The LIFEREG Procedure can be used to perform a Tobit analysis. The Tobit model, described by Tobin (1958), is a regression model for left censored data assuming a ...

Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...

This paper presents an algorithm for generating correlated vectors of random numbers. The user need not fully specify the joint distribution function; instead, the user "partially specifies" only the ...