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Mathematics, 2023 The paper comprehensively studies the natural exponential family and its associated exponential dispersion model generated by the Landau distribution. These families exhibit probabilistic and statistical properties and are suitable for modeling skewed ...
Shaul K. Bar-Lev
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Reliability evaluation of PV modules based on exponential dispersion process
Energy Reports, 2021 The performance of photovoltaic (PV) modules gradually declines as the operational time continues due to the impacts of workload and environmental factors. This performance degradation process is dynamic and random.
Weian Yan, Weidong Liu, Wenqi Kong
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Series evaluation of Tweedie exponential dispersion model densities [PDF]
Statistics and Computing, 2005 Exponential dispersion models, which are linear exponential families with a dispersion parameter, are the prototype response distributions for generalized linear models. The Tweedie family comprises those exponential dispersion models with power mean-variance relationships.
Dunn, Peter K., Smyth, Gordon K.
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Risks, 2021 This article presents the Exponential–Generalized Inverse Gaussian regression model with varying dispersion and shape. The EGIG is a general distribution family which, under the adopted modelling framework, can provide the appropriate level of ...
George Tzougas, Himchan Jeong
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An Exponential Dispersion Model for the Distribution of Human Single Nucleotide Polymorphisms [PDF]
Molecular Biology and Evolution, 2003 An analysis of 1.42 million human single nucleotide polymorphisms (SNPs), mapped by the International SNP Map Working Group, revealed an apparent power function relationship between the estimated variance and mean number of SNPs per sample bin. This relationship could be explained by the assumption that a scale invariant Poisson gamma (PG) exponential ...
W. Kendal
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Evaluation of Tweedie exponential dispersion model densities by Fourier inversion [PDF]
Statistics and Computing, 2007 The Tweedie family of distributions is a family of exponential dispersion models with power variance functions V(μ)=μ p for $p\not\in(0,1)$ . These distributions do not generally have density functions that can be written in closed form. However, they have simple moment generating functions, so the densities can be evaluated numerically by Fourier ...
Dunn, P K, Smyth, G K
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The Kendal- Ressel Exponential Dispersion Model: Some Statistical Aspects and Estimation
International Journal of Statistics and Probability, 2016 In this paper we revisit the NEF class of distributions generated by the Kendall-Ressel density. We study some of the statistical properties of this class (KR-NEF), as well as those of an associated class of Exponential Dispersion Model (KR-EDM). In particular, we discuss some of the immediate properties of these distributions, especially under the so ...
Shaul K. Bar-Lev +2 more
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Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family [PDF]
ASTIN Bulletin, 2009 AbstractThe use of generalized linear models (GLM) to estimate claims reserves has become a standard method in insurance. Most frequently, the exponential dispersion family (EDF) is used; see e.g. England, Verrall. We study the so-called Tweedie EDF and test the sensitivity of the claims reserves and their mean square error of predictions (MSEP) over ...
Alai, Daniel H., Wüthrich, Mario V.
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Nonlinear dispersion in parabolic law medium and its optical solitons
Results in Physics, 2021 This paper studies the optical soliton solutions of a nonlinear Schrödinger equation (NLSE) involving parabolic law of nonlinearity with the presence of nonlinear dispersion by using the generalized auxiliary equation technique.
Lanre Akinyemi +7 more
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The limiting behavior of some infinitely divisible exponential dispersion models [PDF]
Statistics & Probability Letters, 2010 Consider an exponential dispersion model (EDM) generated by a probability $ $ on $[0,\infty )$ which is infinitely divisible with an unbounded L vy measure $ $. The Jorgensen set (i.e., the dispersion parameter space) is then $\mathbb{R}^{+}$, in which case the EDM is characterized by two parameters: $ _{0}$ the natural parameter of the associated
Bar-Lev, Shaul K., Letac, Gérard
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