Results 31 to 40 of about 1,035 (153)
A generalization of the global limit theorems of R. P. Agnew
International Journal of Mathematics and Mathematical Sciences, Volume 11, Issue 2, Page 365-374, 1988., 1987 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
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A sharp inequality for Kendall’s τ and Spearman’s ρ of Extreme-Value Copulas
Dependence Modeling, 2018 We derive a new (lower) inequality between Kendall’s τ and Spearman’s ρ for two-dimensional Extreme-Value Copulas, show that this inequality is sharp in each point and conclude that the comonotonic and the product copula are the only Extreme-Value ...
Trutschnig Wolfgang, Mroz Thomas
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Frontiers in Applied Mathematics and Statistics, 2023 The composite length-biased exponential-Pareto (CLBEP) distribution is a new composite distribution that is introduced in this article. This model's probability density function, moments, and quantiles, among other statistical characteristics, are ...
Moulouk Halima Benchettah +2 more
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On the spectrum of a distribution function and on unique factorization
International Journal of Mathematics and Mathematical Sciences, Volume 5, Issue 4, Page 721-728, 1982., 1982 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
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On Beta Exponentiated Lomax-Exponential Distribution with applications
Scientific African, 2023 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
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Regularly varying probability densities [PDF]
, 2006 The convolution of regularly varying probability densities is proved asymptotic to their sum, and hence is also regularly varying.
Bingham, N. H. +2 more
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Copulas, stable tail dependence functions, and multivariate monotonicity
Dependence Modeling, 2019 For functions of several variables there exist many notions of monotonicity, three of them being characteristic for resp. distribution, survival and co-survival functions. In each case the “degree” of monotonicity is just the basic one of a whole scale.
Ressel Paul
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A new extension of the two-parameter bathtub hazard shaped distribution
Scientific African, 2022 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
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Self-Inverse and Exchangeable Random Variables
, 2012 A random variable Z will be called self-inverse if it has the same distribution as its reciprocal 1/Z. It is shown that if Z is defined as a ratio, X/Y, of two rv's X and Y (with Pr[X=0]=Pr[Y=0]=0), then Z is self-inverse if and only if X and Y are (or ...
Arnold +8 more
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Journal of Mathematics, Volume 2025, Issue 1, 2025.This article aims to present a new type‐II claims Pareto extension for statistical reliability and actuarial analysis. The new probabilistic density can be simplified in terms of the baseline densities. Some new bivariate types were developed under some copula approaches.
Atef F. Hashem +6 more
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