Estimating Tail Probabilities of Random Sums of Phase-Type Scale Mixture Random Variables.
Hui YaoThomas TaimrePublished in: Algorithms (2022)
Keyphrases
- random variables
- probability distribution
- conditional probabilities
- graphical models
- heavy tailed
- random vectors
- joint probability distribution
- conditional probability distributions
- independent and identically distributed
- distribution function
- bayesian networks
- latent variables
- conditional independence
- stochastic optimization problems
- marginal distributions
- normal distribution
- joint distribution
- graphical structure
- conditional distribution
- belief networks
- identically distributed
- probability density
- directed acyclic graph
- conditionally independent
- continuous variables
- statistically independent
- marginal probabilities
- test statistic
- probabilistic model