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 log-Lambert W x chi-squared distributions; inverse gamma distribution is temporarily disabled due to numerical issues).

Project Samples

Project Activity

See All Activity >

License

BSD License

Follow Tail Probability Calculator

Tail Probability Calculator Web Site

Other Useful Business Software
Keep company data safe with Chrome Enterprise Icon
Keep company data safe with Chrome Enterprise

Protect your business with AI policies and data loss prevention in the browser

Make AI work your way with Chrome Enterprise. Block unapproved sites and set custom data controls that align with your company's policies.
Download Chrome
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of Tail Probability Calculator!

Additional Project Details

Programming Language

MATLAB

Related Categories

MATLAB Statistics Software, MATLAB Calculators

Registered

2014-01-15