VoseBMAProb | Vose Software

VoseBMAProb

See also: VoseBMA, VoseBMAObject, VoseBMAProb10, VoseCopulaBMA, VoseCopulaBMAObject, VoseTimeBMA, VoseTimeBMAObject

=VoseBMAProb({x}, {DistributionFitObjects}, {Priors}, cumulative)

 

 

 

Example model

This function calculates the joint probability density (or probability mass) and joint cumulative probability for a set of values {x} against a BMA fitted distribution.

{x} – array containing one or more values.

{DistributionFitObjects} – is an array of k distribution objects fitted to the same data set.

{Priors} – is an optional array of length k of subjective prior weights. If omitted, the weights are assumed equal.

cumulative - optional boolean parameter (TRUE/FALSE) specifying if the cumulative (TRUE) probability of the {x} should be returned or not (FALSE, default).

Note: all fitted distributions must apply to the same data set.

 

ModelRisk

Monte Carlo simulation in Excel. Learn more

Spreadsheet risk analysis modeling

Tamara

Adding risk and uncertainty to your project schedule. Learn more

Project risk analysis

Navigation

Enterprise Risk Management software (ERM)

Learn more about our enterprise risk analysis management software tool, Pelican

Enterprise risk management software introduction