Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...

Abstract: Computing and storing probabilities is a hard problem as soon as one has to deal with complex distributions over multiples random variables. The problem of efficient representation of ...

dxxx(x,) returns the density or the value on the y-axis of a probability distribution for a discrete value of x pxxx(q,) returns the cumulative density function (CDF) or the area under the curve to ...

Background: Although several strategies for modelling competing events in discrete event simulation (DES) exist, a methodological gap for the event-specific probabilities and distributions (ESPD) ...

Probability distribution is an essential concept in statistics, helping us understand the likelihood of different outcomes in a random experiment. Whether you’re a student, researcher, or professional ...

National Laboratory of Solid State Microstructures and School of Physics, Collaborative Innovation Center of Advanced Microstructures, Nanjing University, Nanjing, China Continuous-variable quantum ...