Approximating Probability Distribution Function based upon Mixture Distribution Optimized by Genetic Algorithm and its Application to Tail Distribution Analysis using Importance Sampling Method - Collections

＜departmental bulletin paper＞
Approximating Probability Distribution Function based upon Mixture Distribution Optimized by Genetic Algorithm and its Application to Tail Distribution Analysis using Importance Sampling Method

Creator	Author PID L001852 Creator Name Tan, Kangrong 譚, 康融タン, コウユウ Affiliation Affiliation Name Faculty of Economics, Kurume University 久留米大学経済学部
Creator	Author PID K002260 Creator Name Tokinaga, Shozo 時永, 祥三トキナガ, ショウゾウ Affiliation Affiliation Name Department of Economic Engineering, Faculty of Economics, Kyushu University : Professor 九州大学大学院経済学研究院経済工学部門 : 教授
Language	English
Publisher	九州大学経済学会
Publisher	Society of Political Economy, Kyushu University
Date	2007-09-28
Source Title	Keizaigaku=Kenkyu (Journal of Political Economy)
Vol	74
Issue	1
First Page	183
Last Page	196
Publication Type	Version of Record
Access Rights	open access
JaLC DOI	https://doi.org/10.15017/15741
Related DOI	經濟學研究 \|\| 74(1) \|\| p183-196
Related DOI	Journal of political economy \|\| 74(1) \|\| p183-196
Related URI	經濟學研究 \|\| 74(1) \|\| p183-196
Related URI	Journal of political economy \|\| 74(1) \|\| p183-196
Relation	經濟學研究 \|\| 74(1) \|\| p183-196
Relation	Journal of political economy \|\| 74(1) \|\| p183-196

File	FileType	Size	Views	Description
KJ00005471190	pdf	898 KB	367

Record ID	15741
Peer-Reviewed	Refereed
Subject Terms	経済学
	確率分布関数
	混合分布
	遺伝的アルゴリズム
	テール分布
	重点サンプリング法
	Economics
	Probability distribution function
	Mixture distribution
	Genetic algorithm
	Tail distribution
	Importance sampling
ISSN	0022-975X
NCID	AN00070058
Type	論文
Type	Article
Created Date	2009.12.08
Modified Date	2022.02.10