Tail Probability Calculator

Tail probability calculator for continuous random variable

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Description

A suite of Matlab functions that calculate the tail probability / cdf / pdf / quantile of linear combination of random variables in one of the following classes:
(1) symmetric random variables with support on the real axis (normal, Student's t, uniform and triangular);
(2) random variables with support on the positive real axis (chi-squared and inverse gamma distributions).

Tail Probability Calculator Web Site

Categories

Statistics

License

BSD License

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Additional Project Details

Programming Language

MATLAB

Registered

2014-01-15
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