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

You Might Also Like
Online Assembly Software Icon
Online Assembly Software

For NGOs, companies, unions, churches, political parties and anyone looking for a powerful voting suite with secure E2E voting.

Use NemoVote to cast your votes, elect members and get feedback from the audience.
Learn More
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