Results 21 to 30 of about 1,034 (200)

On the Use of Copula for Quality Control Based on an AR(1) Model

open access: yesMathematics, 2021
Manufacturing for a multitude of continuous processing applications in the era of automation and ‘Industry 4.0’ is focused on rapid throughput while producing products of acceptable quality that meet customer specifications.
Timothy M. Young   +2 more
doaj   +1 more source

Test of independence for generalized Farlie–Gumbel–Morgenstern distributions

open access: yesJournal of Computational and Applied Mathematics, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Güven, Bilgehan, Kotz, Samual
openaire   +3 more sources

Valuation of Equity-Linked Death Benefits on Two Lives with Dependence

open access: yesRisks, 2023
The purpose of this paper is to investigate equity-linked death benefits for joint alive and last survivor individuals. Utilizing Farlie–Gumbel–Morgenstern (FGM) type dependency modeling framework, we first analyze the joint distribution of the couple ...
Kokou Essiomle, Franck Adékambi
doaj   +1 more source

Measures of Extropy Based on Concomitants of Generalized Order Statistics under a General Framework from Iterated Morgenstern Family

open access: yesMathematics, 2023
In this work, we reveal some distributional characteristics of concomitants of generalized order statistics (GOS) with parameters that are pairwise different, arising from iterated Farlie–Gumbel–Morgenstern (IFGM) family of bivariate distributions ...
Islam A. Husseiny   +3 more
doaj   +1 more source

Copula‐based joint distribution analysis of wind speed and wind direction: Wind energy development for Hong Kong

open access: yesWind Energy, Volume 26, Issue 9, Page 900-922, September 2023., 2023
Abstract Accurate and reliable assessment of wind energy potential has important implication to the wind energy industry. Most previous studies on wind energy assessment focused solely on wind speed, whereas the dependence of wind energy on wind direction was much less considered and documented.
Shiji Huang   +3 more
wiley   +1 more source

Concomitants of Order Statistics and Record Values from Generalization of FGM Bivariate-Generalized Exponential Distribution

open access: yesJournal of Statistical Theory and Applications (JSTA), 2019
We introduce the generalized Farlie–Gumbel–Morgenstern (FGM) type bivariate-generalized exponential distribution. Some distributional properties of concomitants of order statistics as well as record values for this family are studied.
H. M. Barakat   +3 more
doaj   +1 more source

Toward an Integrated Probabilistic Coastal Vulnerability Assessment: A Novel Copula‐Based Vulnerability Index

open access: yesWater Resources Research, Volume 59, Issue 2, February 2023., 2023
Abstract Estimating the exposure of the coastal systems to natural hazards using coastal vulnerability models, which benefits from index‐based approaches and utilize information about the characteristics of the system, has become extensively adopted in the past few decades in coastal management and planning.
Ahad Hasan Tanim, Erfan Goharian
wiley   +1 more source

Valuing Equity‐Linked Death Benefits on Multiple Life with Time until Death following a Kn Distribution

open access: yesJournal of Applied Mathematics, Volume 2023, Issue 1, 2023., 2023
The purpose of this paper is to investigate the valuation of equity‐linked death benefit contracts and the multiple life insurance on two heads based on a joint survival model. Using the exponential Wiener process assumption for the stock price process and a Kn distribution for the time until death, we provide explicit formulas for the expectation of ...
Franck Adékambi   +2 more
wiley   +1 more source

Ordered Variables and Their Concomitants under Extropy via COVID-19 Data Application

open access: yesComplexity, 2021
Extropy, as a complementary dual of entropy, has been discussed in many works of literature, where it is declared for other measures as an extension of extropy.
Mohamed S. Mohamed   +3 more
doaj   +1 more source

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