Focuses on numerical solution of nonlinear equations, interpolation, methods in numerical integration, numerical solution of linear systems, and matrix eigenvalue problems. Stresses significant ...

An efficient adaptive direct numerical integration (DNI) algorithm is developed for computing high quantiles and conditional Value at Risk (VaR) of compound distributions using characteristic ...

David H. Evans, An Application of Numerical Integration Techniques to Statistical Tolerancing, III: General Distributions, Technometrics, Vol. 14, No. 1 (Feb., 1972 ...

Focuses on numerical solution of nonlinear equations, interpolation, methods in numerical integration, numerical solution of linear systems, and matrix eigenvalue problems. Stresses significant ...