Results 61 to 70 of about 108 (106)
A new statistical approach to model the counts of novel coronavirus cases. [PDF]
Math Sci (Karaj), 2022 El-Morshedy M, Altun E, Eliwa MS.
europepmc +1 more source
Issues in Bayesian Loss Robustness
, 2007 Bayesian robustness has concentrated mainly on checking sensitivity of a Bayesian analysis with respect to changes in the prior or the model. We deal here with several issues concerning robust Bayesian analysis with respect to the loss function. Stemming
Jacinto Martín +3 more
core
Three remarkable properties of the Normal distribution for sample variance
, 2018 International audienceIn this paper, we present three remarkable properties of the normal distribution: first that if two independent variables 's sum is normally distributed, then each random variable follows a normal distribution (which is referred to ...
Guez, Beatrice +2 more
core
Characterization of the p-generalized normal distribution
It is a well known fact that invariance under the orthogonal group and marginal independence uniquely characterizes the isotropic normal distribution. Here, a similar characterization is provided for the more general class of differentiable bounded Lp ...
Sinz, Fabian +2 more
core
What do the arithmetic, geometric and harmonic means tell us in length-biased sampling?
Properties of the A.M., G.M. and H.M. for length-biased distributions are studied in a nonparametric fashion. Unbiased estimation of the coefficient of variation is considered, and a characterization of length-biased distributions is also made in this ...
Sen, Pranab Kumar
core
Testing simultaneously different covariance block diagonal structures - the multi-sample case. [PDF]
J Appl Stat, 2020 Marques FJ, Coelho CA.
europepmc +1 more source
A Characterization of GEM Distributions
, 2001 . Let (X n ) be a residual allocation model with i.i.d. residual fractions U n . For a random variable W with values in [0; 1] independent of (X n ) we define another sequence (Y n ) by setting (Y 1 ; Y 2 ; Y 3 ; Y 4 ; : : :) = ( (W; X 1 \Gamma W;X 2 ;
Alexander Gnedin +2 more
core
Some characterizations of discrete unimodality
Let F be a discrete distribution function on . This paper gives a characterization of discrete unimodal distribution functions (Theorem 5.1) and a representation theorem for those distribution functions (Theorem 6.3), both in terms of their Lévy ...
Bertin, Emile M. J., Theodorescu, Radu
core
An extended poisson family of life distribution: a unified approach in competitive and complementary risks. [PDF]
J Appl Stat, 2020 Ramos PL, Dey DK, Louzada F, Lachos VH.
europepmc +1 more source
Linear relations in time series models. I
A multiple time series is defined as the sum of an autoregressive process on a line and independent Gaussian white noise on a hyperplane that goes through the origin and intersects the line at a single point.
Villegas, C.
core