Advanced Approach for Estimating Failure Rate Using Saddlepoint Approximation

In the present study paper, a failure (hazard) rate function approximates the probability distribution for the linear combination of a random variable considered a highly complex model. The saddlepoint approximation approach is used to approximate the probability mass function and the cumulative dis...

Descripción completa

Guardado en:

Detalles Bibliográficos
Autor principal:	Alya Al Mutairi
Formato:	article
Lenguaje:	EN
Publicado:	MDPI AG 2021
Materias:	saddlepoint approximations probability mass function probability distribution function Poisson random variable linear combination symmetry Mathematics QA1-939
Acceso en línea:	https://doaj.org/article/d8be3ee9f49c48b38fa8bc87aa39fbfd
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

id	oai:doaj.org-article:d8be3ee9f49c48b38fa8bc87aa39fbfd
record_format	dspace
spelling	oai:doaj.org-article:d8be3ee9f49c48b38fa8bc87aa39fbfd2021-11-25T19:06:15ZAdvanced Approach for Estimating Failure Rate Using Saddlepoint Approximation10.3390/sym131120412073-8994https://doaj.org/article/d8be3ee9f49c48b38fa8bc87aa39fbfd2021-10-01T00:00:00Zhttps://www.mdpi.com/2073-8994/13/11/2041https://doaj.org/toc/2073-8994In the present study paper, a failure (hazard) rate function approximates the probability distribution for the linear combination of a random variable considered a highly complex model. The saddlepoint approximation approach is used to approximate the probability mass function and the cumulative distribution function to derive the approximation of the failure (hazard) rate with a high level of accuracy. The superior performance of this method is shown by numerical simulations and comparison with the performance of other approximation methods.Alya Al MutairiMDPI AGarticlesaddlepoint approximationsprobability mass functionprobability distribution functionPoisson random variablelinear combinationsymmetryMathematicsQA1-939ENSymmetry, Vol 13, Iss 2041, p 2041 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	saddlepoint approximations probability mass function probability distribution function Poisson random variable linear combination symmetry Mathematics QA1-939
spellingShingle	saddlepoint approximations probability mass function probability distribution function Poisson random variable linear combination symmetry Mathematics QA1-939 Alya Al Mutairi Advanced Approach for Estimating Failure Rate Using Saddlepoint Approximation
description	In the present study paper, a failure (hazard) rate function approximates the probability distribution for the linear combination of a random variable considered a highly complex model. The saddlepoint approximation approach is used to approximate the probability mass function and the cumulative distribution function to derive the approximation of the failure (hazard) rate with a high level of accuracy. The superior performance of this method is shown by numerical simulations and comparison with the performance of other approximation methods.
format	article
author	Alya Al Mutairi
author_facet	Alya Al Mutairi
author_sort	Alya Al Mutairi
title	Advanced Approach for Estimating Failure Rate Using Saddlepoint Approximation
title_short	Advanced Approach for Estimating Failure Rate Using Saddlepoint Approximation
title_full	Advanced Approach for Estimating Failure Rate Using Saddlepoint Approximation
title_fullStr	Advanced Approach for Estimating Failure Rate Using Saddlepoint Approximation
title_full_unstemmed	Advanced Approach for Estimating Failure Rate Using Saddlepoint Approximation
title_sort	advanced approach for estimating failure rate using saddlepoint approximation
publisher	MDPI AG
publishDate	2021
url	https://doaj.org/article/d8be3ee9f49c48b38fa8bc87aa39fbfd
work_keys_str_mv	AT alyaalmutairi advancedapproachforestimatingfailurerateusingsaddlepointapproximation
_version_	1718410308524965888

Advanced Approach for Estimating Failure Rate Using Saddlepoint Approximation

Ejemplares similares