Results 41 to 50 of about 30,416 (124)

A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables

, 2010
Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the distribution of ...
Boutsikas, Michael V., Vaggelatou, Eutichia   +1 more
core   +1 more source

On the Entropy of Sums of Bernoulli Random Variables via the Chen-Stein Method

, 2012
This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random variable with ...
Sason, Igal
core   +1 more source

Implementing Loss Distribution Approach for Operational Risk

, 2009
To quantify the operational risk capital charge under the current regulatory framework for banking supervision, referred to as Basel II, many banks adopt the Loss Distribution Approach.
Artzner, Aue, Basel Committee on Banking Supervision, Bedard, Berger, Böcker, Böcker, Böcker, Böcker, Bühlmann, Bühlmann, Chavez-Demoulin, Chernobai, Chernobai, Cont, Cruz, Dalla Valle, Degen, Efron, Embrechts, Embrechts, Embrechts, Embrechts, Embrechts, Ergashev, Frachot, Gerhold, Giacometti, Gilks, Gustafsson, Hess, Joe, Johnson, King, Klugman, Lambrigger, Lehmann, Lindskog, Luo, Luo, Marshall, McNeil, Mignola, Mignola, Nelson, Nešlehová, Panjer, Peters, Peters, Peters, Peters, Powojowski, Press, Robert, Sandström, Schaller, Shevchenko, Shevchenko, Shevchenko, Sundt, Wüthrich   +60 more
core   +2 more sources

Calculation of aggregate loss distributions

, 2010
Estimation of the operational risk capital under the Loss Distribution Approach requires evaluation of aggregate (compound) loss distributions which is one of the classic problems in risk theory.
Shevchenko, Pavel V.
core   +2 more sources

On approximation of Markov binomial distributions

, 2009
For a Markov chain $\mathbf{X}=\{X_i,i=1,2,...,n\}$ with the state space $\{0,1\}$, the random variable $S:=\sum_{i=1}^nX_i$ is said to follow a Markov binomial distribution.
Xia, Aihua, Zhang, Mei
core   +2 more sources

First-principles calculations to investigate pressure effects on structural, elastic, electronic, optical and thermodynamic properties of AB2 (A= Hf, Zr, and BCo, W) type laves phases

Journal of Materials Research and Technology
In present investigation, we elucidated the structural, elastic, optical, mechanical, electronic, and thermodynamics properties of AB2 (A = Hf, Zr, and BCo, W) laves phases via first principles scheme of density functional hypothesis.
Dayal Chandra Roy, Md Atikur Rahman, Sushmita Sarker, Ahmad Irfan, Aijaz Rasool Chaudhry, Md Ferdous Rahman   +5 more
doaj   +1 more source

Estimates for the closeness of convolutions of probability distributions on convex polyhedra

, 2018
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential convolutions of ...
Götze, Friedrich, Zaitsev, Andrei Yu.
core  

Stein's method, Palm theory and Poisson process approximation

, 2004
The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence.
Chen, Louis H. Y., Xia, Aihua
core   +1 more source

Occupancy distributions in Markov chains via Doeblin's ergodicity coefficient [PDF]

, 2010
We apply Doeblin's ergodicity coefficient as a computational tool to approximate the occupancy distribution of a set of states in a homogeneous but possibly non-stationary finite Markov chain.
Chestnut, Stephen, Lladser, Manuel
core  

An R Implementation of the Polya-Aeppli Distribution [PDF]

, 2014
An efficient implementation of the Polya-Aeppli, or geometirc compound Poisson, distribution in the statistical programming language R is presented.
Burden, Conrad J.
core