1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
|
Distribution MaximumDistribution(Normal(mu = [0,0,0,0,0], sigma = [1,1,1,1,1], R = 5x5
[[ 1 0 0 0 0 ]
[ 0 1 0 0 0 ]
[ 0 0 1 0 0 ]
[ 0 0 0 1 0 ]
[ 0 0 0 0 1 ]]))
Elliptical = False
Continuous = True
oneRealization= [1.20548]
oneSample first= [1.43725] last= [0.884963]
mean= [1.16745]
covariance= [[ 0.448379 ]]
Kolmogorov test for the generator, sample size= 100 is accepted
Kolmogorov test for the generator, sample size= 1000 is accepted
Point= [1.0]
ddf = [0.0911751]
log pdf=-0.50052
pdf =0.60622
cdf =0.42157
ccdf=0.57843
survival=0.57843
Inverse survival= [0.123843]
Survival(inverse survival)=0.95
quantile= [2.31868]
cdf(quantile)=0.95
quantile (tail)= [0.123843]
cdf (tail)=0.95
threshold= 0.95
Minimum volume level set= {x | f(x) <= 2.46478} with f=
MinimumVolumeLevelSetEvaluation(MaximumDistribution(Normal(mu = [0,0,0,0,0], sigma = [1,1,1,1,1], R = 5x5
[[ 1 0 0 0 0 ]
[ 0 1 0 0 0 ]
[ 0 0 1 0 0 ]
[ 0 0 0 1 0 ]
[ 0 0 0 0 1 ]])))
beta=0.085027
Bilateral confidence interval= [-0.0547313, 2.57233]
beta=0.95
beta=0.95
beta=0.95
mean= [1.16296]
standard deviation= [0.66898]
skewness= [0.302571]
kurtosis= [3.20079]
covariance= [[ 0.447534 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
Standard representative= MaximumDistribution(Normal(mu = [0,0,0,0,0], sigma = [1,1,1,1,1], R = 5x5
[[ 1 0 0 0 0 ]
[ 0 1 0 0 0 ]
[ 0 0 1 0 0 ]
[ 0 0 0 1 0 ]
[ 0 0 0 0 1 ]]))
Distribution MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5)))
Elliptical = False
Continuous = True
oneRealization= [0.859685]
oneSample first= [1.78646] last= [2.18777]
mean= [1.16148]
covariance= [[ 0.457225 ]]
Kolmogorov test for the generator, sample size= 100 is accepted
Kolmogorov test for the generator, sample size= 1000 is accepted
Point= [1.0]
ddf = [0.0911751]
log pdf=-0.50052
pdf =0.60622
cdf =0.42157
ccdf=0.57843
survival=0.57843
Inverse survival= [0.123843]
Survival(inverse survival)=0.95
quantile= [2.31868]
cdf(quantile)=0.95
quantile (tail)= [0.123843]
cdf (tail)=0.95
threshold= 0.95
Minimum volume level set= {x | f(x) <= 2.46478} with f=
MinimumVolumeLevelSetEvaluation(MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5))))
beta=0.085027
Bilateral confidence interval= [-0.0547313, 2.57233]
beta=0.95
beta=0.95
beta=0.95
mean= [1.16296]
standard deviation= [0.66898]
skewness= [0.302571]
kurtosis= [3.20079]
covariance= [[ 0.447534 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
Standard representative= MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5)))
Distribution MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5)))
Elliptical = False
Continuous = True
oneRealization= [0.859685]
oneSample first= [1.78646] last= [2.18777]
mean= [1.16148]
covariance= [[ 0.457225 ]]
Kolmogorov test for the generator, sample size= 100 is accepted
Kolmogorov test for the generator, sample size= 1000 is accepted
Point= [1.0]
ddf = [0.0911751]
log pdf=-0.50052
pdf =0.60622
cdf =0.42157
ccdf=0.57843
survival=0.57843
Inverse survival= [0.123843]
Survival(inverse survival)=0.95
quantile= [2.31868]
cdf(quantile)=0.95
quantile (tail)= [0.123843]
cdf (tail)=0.95
threshold= 0.95
Minimum volume level set= {x | f(x) <= 2.46478} with f=
MinimumVolumeLevelSetEvaluation(MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5))))
beta=0.085027
Bilateral confidence interval= [-0.0547313, 2.57233]
beta=0.95
beta=0.95
beta=0.95
mean= [1.16296]
standard deviation= [0.66898]
skewness= [0.302571]
kurtosis= [3.20079]
covariance= [[ 0.447534 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
Standard representative= MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5)))
0.21785
|
