Results 1 to 10 of about 1,034 (200)
New bivariate family of distributions based on any copula function: Statistical properties [PDF]
Heliyon, 2023 In this paper, new bivariate family of distributions based on any copula is established. Of this, we introduce new bivariate Topp-Leone family based on Farlie-Gumbel-Morgenstern (FGM) copula.
Ali A. Al-Shomrani
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Bivariate power Lomax distribution with medical applications. [PDF]
PLoS ONE, 2023 In this paper, a bivariate power Lomax distribution based on Farlie-Gumbel-Morgenstern (FGM) copulas and univariate power Lomax distribution is proposed, which is referred to as BFGMPLx.
Maha E Qura +3 more
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Dependent conditional value-at-risk for aggregate risk models [PDF]
Heliyon, 2021 Risk measure forecast and model have been developed in order to not only provide better forecast but also preserve its (empirical) property especially coherent property. Whilst the widely used risk measure of Value-at-Risk (VaR) has shown its performance
Bony Parulian Josaphat, Khreshna Syuhada
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A New Family of Continuous Probability Distributions [PDF]
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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Stats, 2023 In this research, we design the Farlie–Gumbel–Morgenstern bivariate moment exponential distribution, a bivariate analogue of the moment exponential distribution, using the Farlie–Gumbel–Morgenstern approach.
Sasikumar Padmini Arun +3 more
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Computer Sciences & Mathematics Forum, 2023 The goal of the present work is to estimate the nonlinear correlation between two random variables when the sample is drawn from a Farlie–Gumbel–Morgenstern (FGM)-type bivariate gamma distribution. In the context of estimating the dependence parameter, a
Yusuf Can Sevil, Tugba Ozkal Yildiz
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Extreme sample censoring problems with multivariate data: Indirect censoring and the Farlie-Gumbel-Morgenstern distribution [PDF]
Journal of Multivariate Analysis, 1980 Indirect censoring is defined as the effect on observed variables of censoring on unobserved variables. Methods of testing for indirect censoring are discussed, and exemplified, using a bivariate Farlie-Gumbel-Morgenstern ...
Johnson, N.L.
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Journal of Nigerian Society of Physical Sciences, 2023 An important alternative distribution to the Weibull, generalized exponen- tial and gamma distributions that is used in survival analysis is the Nadarajah- Haghighi exponential distribution.
Yakubu Aliyu, Umar Usman
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Analyzing short-term noise dependencies of spike-counts in macaque prefrontal cortex using copulas and the flashlight transformation. [PDF]
PLoS Comput Biol, 2009 Simultaneous spike-counts of neural populations are typically modeled by a Gaussian distribution. On short time scales, however, this distribution is too restrictive to describe and analyze multivariate distributions of discrete spike-counts.
Onken A +3 more
europepmc +8 more sources
A semiparametric Bayesian model for detecting synchrony among multiple neurons. [PDF]
Neural Comput, 2014 We propose a scalable semiparametric Bayesian model to capture dependencies among multiple neurons by detecting their co-firing (possibly with some lag time) patterns over time.
Shahbaba B +5 more
europepmc +2 more sources