Results 31 to 40 of about 299 (140)
Geometric disintegration and star-shaped distributions
Geometric and stochastic representations are derived for the big class of p-generalized elliptically contoured distributions, and (generalizing Cavalieri’s and Torricelli’s method of indivisibles in a non-Euclidean sense) a geometric disintegration ...
W. Richter
semanticscholar +1 more source
Bounds for distribution functions of sums of squares and radial errors
Bounds are found for the distribution function of the sum of squares X2 + Y2 where X and Y are arbitrary continuous random variables. The techniques employed, which utilize copulas and their properties, show that the bounds are pointwise best‐possible when X and Y are symmetric about 0 and yield expressions which can be evaluated explicitly when X and ...
Roger B. Nelsen, Berthold Schweizer
wiley +1 more source
Stochastic orderings induced by star‐shaped functions
The non‐decreasing functions whicl are star‐shaped and supported above at each point of a non‐empty closed proper subset of the real line induce an ordering, on the class of distribution functions with finite first moments, that is strictly weaker than first degree stochastic dominance and strictly stronger than second degree stochastic dominance ...
Henry A. Krieger
wiley +1 more source
About the exact simulation of bivariate (reciprocal) Archimax copulas
We provide an exact simulation algorithm for bivariate Archimax copulas, including instances with negative association. In contrast to existing simulation approaches, the feasibility of our algorithm is directly linked to the availability of an exact ...
Mai Jan-Frederik
doaj +1 more source
A generalization of the global limit theorems of R. P. Agnew
For distribution functions {Fn, n ≥ 0}, the relationship between the weak convergence of Fn to F0 and the convergence of ∫Rϕ(|Fn − F0|)dx to 0 is studied where ϕ is a nonnegative, nondecreasing function. Sufficient and, separately, necessary conditions are given for the latter convergence thereby generalizing the so‐called global limit theorems of ...
Andrew Rosalsky
wiley +1 more source
On the spectrum of a distribution function and on unique factorization
The spectrum of a distribution function is related to the quasi‐analyticity of a class of functions {CM(j)}, where M(j) is a multisequence of positive numbers. For a regular multisequence, a result on the uniqueness of characteristic function decomposition is given.
T. Pham-Gia
wiley +1 more source
On Beta Exponentiated Lomax-Exponential Distribution with applications
This study introduces a new Beta Exponentiated Lomax-Exponential Distribution (BELED) with special reference to its quantile function to enhance closed form solution of its parameters and make its proprietorial effect on data modeling quantifiable with ...
A.T. Sóyínká
doaj +1 more source
Recent developments on the construction of bivariate distributions with fixed marginals
Constructing a bivariate distribution with specific marginals and correlation has been a challenging problem since 1930s. In this survey we shall focus on the recent developments on the FGM-related distributions, including Sarmanov and Lee’s ...
G. D. Lin +3 more
semanticscholar +1 more source
On a Jensen-type inequality for generalized f-divergences and Zipf-Mandelbrot law
By means of one new Jensen-type inequality for signed measures which is characterized via several different Green functions, in this paper we derive new inequalities for generalized f−divergences.
Đ. Pečarić +2 more
semanticscholar +1 more source
A new extension of the two-parameter bathtub hazard shaped distribution
The need of new life time distributions that can be used to fit real data sets is crucial in lifetime data analysis. This article uses the two parameter bathtub (TPBT) and the generalized exponential (GE) distributions to propose a new family of lifetime
Ammar M. Sarhan, Abdelfattah Mustafa
doaj +1 more source

