Frequently Met Probability Models and Distribution Functions

Herfried Kohl

Chapter 18 in Managing SMEs in Times of Rapid Change, Uncertainty, and Disruption, 2024, pp 453-488 from Springer

Abstract: Key Topics in This Chapter: Mainly Quantitative In this chapter, we present some of the most important distribution functions applied in quantitative risk management. We also discuss various related concepts, including the following: Special functions needed when dealing with distribution functions. Discrete distribution functions. Continuous distribution functions. Distribution functions needed for statistical inference. Creation of distribution functions by mixing others. Creation of distribution functions by transforming variables (univariate and multivariate). Distribution of extreme values.

Date: 2024
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:fuobcp:978-3-031-71272-2_18

Ordering information: This item can be ordered from
http://www.springer.com/9783031712722

DOI: 10.1007/978-3-031-71272-2_18

Access Statistics for this chapter

More chapters in Future of Business and Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().