Calculation of the Multivariate Probability Distribution Function Values and their Gradient Vectors

Szantai T (1987). Calculation of the Multivariate Probability Distribution Function Values and their Gradient Vectors. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-082

[img]
Preview
Text
WP-87-082.pdf

Download (533kB) | Preview

Abstract

The described collection of subroutines developed for calculation of values of multivariate normal, Dirichlet and gamma distribution functions and their gradient vectors is an unique tool that can be used e.g. to compute the Loss-of-Load Probability of electric networks and to solve optimization problems with a reliability constraint.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:57
Last Modified: 11 Aug 2016 08:44
URI: http://pure.iiasa.ac.at/2970

Actions (login required)

View Item View Item

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313