Results 31 to 40 of about 194 (157)

Robust Bayesian Inference on Scale Parameters [PDF]

, 1996
AMS classifications: 62F15 ...
Osiewalski, J., Steel, M.F.J., Fernández, C.   +2 more
core   +1 more source

On comprehensive families of copulas involving the three basic copulas and transformations thereof

Dependence Modeling
Comprehensive families of copulas including the three basic copulas (at least as limit cases) are useful tools to model countermonotonicity, independence, and comonotonicity of pairs of random variables on the same probability space. In this contribution,
Saminger-Platz Susanne, Kolesárová Anna, Šeliga Adam, Mesiar Radko, Klement Erich Peter   +4 more
doaj   +1 more source

Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima

Open Mathematics, 2017
Our goal is to state and prove the almost sure central limit theorem for maxima (Mn) of X1, X2, ..., Xn, n ∈ ℕ, where (Xi) forms a stochastic process of identically distributed r.v.’s of the continuous type, such that, for any fixed n, the family of r.v.’
Dudziński Marcin, Furmańczyk Konrad
doaj   +1 more source

Modelling with star-shaped distributions

Dependence Modeling, 2020
We prove and describe in great detail a general method for constructing a wide range of multivariate probability density functions. We introduce probabilistic models for a large variety of clouds of multivariate data points.
Liebscher Eckhard, Richter Wolf-Dieter
doaj   +1 more source

Bounds for Functions of Dependent Risks

, 2006
Copulas, Dependent risks, Dependence bounds, Fréchet bounds, 60E15, 60E05, G10,
Paul Embrechts, G. Puccetti, P. Embrechts, Giovanni Puccetti   +3 more
core   +1 more source

Penyesuaian distribusi proses keberangkatan sepeda motor dari lahan parkir saat waktu puncak

Majalah Ilmiah Matematika dan Statistika, 2023
The study aims to model the distribution of motorcycle departures from the parking lot at peak times with the Poisson process approach. This process involves a discrete number of departures and continuous interdeparture time. The probability distribution
Rifdatun Ni'mah, Regita Putri Permata
doaj   +1 more source

Symmetry of functions and exchangeability of random variables [PDF]

Copula, Exchangeability, Symmetry, Sobolev space, 60B10, 60E05, 62H05,
Karl Siburg, Pavel Stoimenov
core   +1 more source

A new generalization of Lehmann type-II distribution: Theory, simulation, and applications to survival and failure rate data

Scientific African, 2021
In this paper, a potentiated lifetime model that demonstrates the bathtub-shaped hazard rate function is developed. This proposed model is referred to as Kumaraswamy modified size-biased Lehmann Type-II (Kum–MSBL–II) distribution.
Oluwafemi Samson Balogun, Muhammad Zafar Iqbal, Muhammad Zeshan Arshad, Ahmed Z. Afify, Pelumi E. Oguntunde   +4 more
doaj   +1 more source

Skew t distributions via the sinh-arcsinh transformation

, 2010
Azzalini-type distributions, Heavy tails, Quantile-based measures, Student’s t distribution, Skewness, Two-piece distributions, 60E05, 62F12, 62F25,
M. Jones, Rosco, J. F., Arthur Pewsey, Jones, M. C., M. C. Jones, J. F. Rosco, J. Rosco, Pewsey, Arthur   +7 more
core   +1 more source

Statistical inference and data analysis of the record-based transmuted Burr X model

Open Mathematics
Probability distribution has proven its usefulness in almost every discipline of human endeavors. A novel extension of Bur X distribution is developed in this study employing the record-based transmuted mapping technique, which can be used to fit skewed ...
Alrweili Hleil
doaj   +1 more source