Results 11 to 20 of about 38,827 (274)
Mathematics, 2023 For each t∈(−1,1), the exact value of the least upper bound H(t)=sup{E|X|3/E|X−t|3} over all the non-degenerate distributions of the random variable X with a fixed normalized first-order moment EX1/EX12=t, and a finite third-order moment is obtained ...
Vladimir Makarenko, Irina Shevtsova
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On lower bounds for Poisson approximation to 2-runs statistic
Lietuvos Matematikos Rinkinys, 2010 Two-runs statistic is approximated by various compound Poisson distributions and second order asymptotic expansions. Estimates of lower bounds are obtained for the uniform Kolmogorov and local metrics.
Jūratė Petrauskienė +1 more
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A New Family of Continuous Probability Distributions
Entropy, 2021 In this paper, a new parametric compound G family of continuous probability distributions called the Poisson generalized exponential G (PGEG) family is derived and studied. Relevant mathematical properties are derived. Some new bivariate G families using
M. El-Morshedy +4 more
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On compounded bivariate poisson distributions
Naval Research Logistics, 1994 Summary: A unified treatment is given for a class of discrete distributions derived by compounding a bivariate Poisson with a bivariate discrete or continuous distribution. Using generating functions a number of interesting results are obtained for probabilities, moments, cumulants, factorial moments, and factorial cumulants.
David, K.M., Papageorgiou, H.
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On a class of explicit Cauchy-Stieltjes transforms related to monotone stable and free Poisson laws [PDF]
, 2013 We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases.
Arizmendi, Octavio, Hasebe, Takahiro
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Prediction and estimation for the compound Poisson distribution [PDF]
Proceedings of the National Academy of Sciences, 1977 An empirical Bayes method is proposed for predicting the future performance of certain subgroups of a compound Poisson population.
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On the Compound Generalized Poisson Distributions [PDF]
ASTIN Bulletin, 1994 AbstractGoovaerts and Kaas (1991) present a recursive scheme, involving Panjer's recursion, to compute the compound generalized Poisson distribution (CGPD). In the present paper, we study the CGPD in detail. First, we express the generating functions in terms of Lambert's W function.
R.S. Ambagaspitiya, N. Balakrishnan
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Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case [PDF]
, 2012 Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure.
Lambert, Amaury, Simatos, Florian
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Approximations for sums of three-valued 1-dependent symmetric random variables
Nonlinear Analysis, 2020 The sum of symmetric three-point 1-dependent nonidentically distributed random variables is approximated by a compound Poisson distribution. The accuracy of approximation is estimated in the local and total variation norms.
Gabija Liaudanskaitė +1 more
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PolSAR Models with Multimodal Intensities
Remote Sensing, 2022 Polarimetric synthetic aperture radar (PolSAR) systems are an important remote sensing tool. Such systems can provide high spacial resolution images, but they are contaminated by an interference pattern called multidimensional speckle. This fact requires
Jodavid A. Ferreira +2 more
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