This section describes the probability distributions available in the RELIABILITY procedure for probability plotting and parameter estimation. Refer to Lawless (1982, p. 240) for a description of the ...

The inverted Bund yields continued this week with the negative 2-year/10-year yield spread at negative 42.2 basis points. As a result, today’s simulation shows that the probability of negative spreads ...

We use the method of probability-weighted moments to derive estimators of the parameters and quantiles of the generalized extreme-value distribution. We investigate the properties of these estimators ...

The paper by Kumaraswamy (Journal of Hydrology 46 (1980) 79-88) introduced a probability distribution for double bounded random processes which has considerable attention in hydrology and related ...