Spent-Fuel Assay Performance and Monte Carlo Analysis of the Rensselaer Slowing-Down-Time Spectrometer

1993 ◽  
Vol 115 (4) ◽  
pp. 279-296 ◽  
Author(s):  
Naeem M. Abdurrahman ◽  
Robert C. Block ◽  
Donald R. Harris ◽  
Rudolf E. Slovacek ◽  
Yong-Doek Lee ◽  
...  
2018 ◽  
Vol 50 (8) ◽  
pp. 1339-1348 ◽  
Author(s):  
Sümer Şahi̇n ◽  
Hacı Mehmet Şahin ◽  
Güven Tunç

Author(s):  
Kohtaro UEKI ◽  
Hideo AKIYAMA ◽  
Kazunari ONISHI ◽  
Yoshihiro MATSUMOTO ◽  
Tadashi MASEGAWA ◽  
...  

1986 ◽  
Vol 74 (2) ◽  
pp. 164-175 ◽  
Author(s):  
Kohtaro Ueki ◽  
Yoshihito Namito ◽  
Takayoshi Fuse

1998 ◽  
Vol 37 (03) ◽  
pp. 235-238 ◽  
Author(s):  
M. El-Taha ◽  
D. E. Clark

AbstractA Logistic-Normal random variable (Y) is obtained from a Normal random variable (X) by the relation Y = (ex)/(1 + ex). In Monte-Carlo analysis of decision trees, Logistic-Normal random variates may be used to model the branching probabilities. In some cases, the probabilities to be modeled may not be independent, and a method for generating correlated Logistic-Normal random variates would be useful. A technique for generating correlated Normal random variates has been previously described. Using Taylor Series approximations and the algebraic definitions of variance and covariance, we describe methods for estimating the means, variances, and covariances of Normal random variates which, after translation using the above formula, will result in Logistic-Normal random variates having approximately the desired means, variances, and covariances. Multiple simulations of the method using the Mathematica computer algebra system show satisfactory agreement with the theoretical results.


1996 ◽  
Author(s):  
Iain D. Boyd ◽  
Xiaoming Liu ◽  
Jitendra Balakrishnan

2021 ◽  
Vol 234 ◽  
pp. 113889
Author(s):  
Pietro Elia Campana ◽  
Luca Cioccolanti ◽  
Baptiste François ◽  
Jakub Jurasz ◽  
Yang Zhang ◽  
...  

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