Results 11 to 20 of about 1,092,620 (284)

On the Power of Conditional Samples in Distribution Testing [PDF]

open access: yesSIAM Journal on Computing, 2013
In this paper we define and examine the power of the {\em conditional-sampling} oracle in the context of distribution-property testing. The conditional-sampling oracle for a discrete distribution $\mu$ takes as input a subset $S \subset [n]$ of the ...
Chakraborty, Sourav   +3 more
core   +6 more sources

Noncomputable Conditional Distributions [PDF]

open access: yes2011 IEEE 26th Annual Symposium on Logic in Computer Science, 2011
We study the computability of conditional probability, a fundamental notion in probability theory and Bayesian statistics. In the elementary discrete setting, a ratio of probabilities defines conditional probability. In more general settings, conditional probability is defined axiomatically, and the search for more constructive definitions is the ...
Nathanael L. Ackerman   +2 more
openaire   +1 more source

Оценки скорости сходимости в предельных теоремах о переходных явлениях для ветвящихся случайных процессов

open access: yesVestnik KRAUNC: Fiziko-Matematičeskie Nauki, 2021
В данной работе рассматриваются ветвящиеся случайные процессы с дискретным временем в двух предположениях: в начальный момент времени имеется одна частица или в начальный момент времени существует большое число частиц.
Жураев, Ш.Ю., Алиев, А.Ф.
doaj   +1 more source

Composition Algorithms for Conditional Distributions

open access: yes, 2022
This chapter is about two recently published algorithms that can be used to sample from conditional distributions. We show how the efficiency of the algorithms can be improved when a sample is required from many conditional distributions. Using real-data examples from educational measurement, we show how the algorithms can be used to sample from ...
Maarten Marsman   +2 more
openaire   +4 more sources

A Non-parametric Method for Calculating Conditional Stressed Value at Risk

open access: yesСтатистика и экономика, 2017
We consider the Value at Risk (VaR) of a portfolio under stressed conditions. In practice, the stressed VaR (sVaR) is commonly calculated using the data set that includes the stressed period.
Kohei Marumo
doaj   +3 more sources

A Priori Ratemaking Selection Using Multivariate Regression Models Allowing Different Coverages in Auto Insurance

open access: yesRisks, 2021
A comprehensive auto insurance policy usually provides the broadest protection for the most common events for which the policyholder would file a claim.
Emilio Gómez-Déniz   +1 more
doaj   +1 more source

Testing for Equilibrium Multiplicity in Dynamic Markov Games [PDF]

open access: yes, 2013
This paper proposes several statistical tests for finite state Markov games to examine the null hypothesis that the data are generated from a single equilibrium.
Otsu, Taisuke   +2 more
core   +3 more sources

MOMENTS OF THE LENGTH OF LINE SEGMENTS IN HOMOGENEOUS PLANAR STIT TESSELLATIONS

open access: yesImage Analysis and Stereology, 2011
Homogeneous planar tessellations stable under iteration (STIT tessellations) are considered. Using recent results about the joint distribution of direction and length of the typical I-, K- and J-segment we prove closed formulas for the first, second and ...
Christoph Thäle
doaj   +1 more source

Forcasting Portofolio Value-At-Risk for International Stocks, Bonds, and Foreign Exchange Emerging Market Evidence

open access: yesEconomic Journal of Emerging Markets, 2011
This paper uncovers the nature of conditional correlations between and volatility spillovers across bond, stock and foreign exchange in Indonesia, Malaysia, the Philippines, and Thailand.
Abdul Hakim
doaj   +9 more sources

Optimality conditions for distributive justice [PDF]

open access: yesInternational Transactions in Operational Research, 2010
AbstractThis paper uses optimization theory to address a fundamental question of ethics: how to divide resources justly among individuals, groups, or organizations. It formulates utilitarian and Rawlsian criteria for distributive justice as optimization problems.
openaire   +3 more sources

Home - About - Disclaimer - Privacy