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MATH.3860 — Undergraduate Id: 008341 Offering: 1 Credits: 3-3 Description Provides a one-semester course in probability and statistics with applications in the engineering sciences. Probability of ...
A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.
Some of the associated probability density functions involve Bessel functions and theta functions. We describe properties of the operators, including how they transform moments.
Ushio Sumita, Yasushi Masuda, Classes of Probability Density Functions Having Laplace Transforms with Negative Zeros and Poles, Advances in Applied Probability, Vol. 19, No. 3 (Sep., 1987), pp.
Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for ...