/


Analysis of extreme events [30]

Go to: Summary | Previous | Next   
Bullet points include: Various possible ways of assessing reliability Monte Carlo simulation Or, analytically, using binomial distribution How might we estimate 95% confidence limits for the 1 in 200 quantile, given say 100 data points? How wide are they? Either is versus some ‘prior’ (here the null hypothesis)

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series


Desktop view | Switch to Mobile