Results 1 to 10 of about 2,873,406 (205)

Mechanisms for log normal concentration distributions in the environment [PDF]

open access: yesScientific Reports, 2021
Log normal-like concentration distributions are ubiquitously observed in the environment. However, the mechanistic origins are not well understood. In this paper, we show that first order exponential kinetics onsets log-normal concentration distributions,
August Andersson
doaj   +2 more sources

Log-Normal or Over-Dispersed Poisson? [PDF]

open access: yesRisks, 2018
Although both over-dispersed Poisson and log-normal chain-ladder models are popular in claim reserving, it is not obvious when to choose which model. Yet, the two models are obviously different. While the over-dispersed Poisson model imposes the variance
Jonas Harnau
doaj   +3 more sources

On the Shifted Hybrid Log-Normal Distribution

open access: yesStatistica, 2022
The log-normal distribution is widely used to model positive valued data in many areas of applied research. However, sometimes the log-normal distribution does not completely satisfy the fitting expectations in every real life situations.
Damodaran Santhamani Shibu   +2 more
doaj   +2 more sources

Volatility Is Log-Normal—But Not for the Reason You Think [PDF]

open access: yesRisks, 2018
It is impossible to discriminate between the commonly used stochastic volatility models of Heston, log-normal, and 3-over-2 on the basis of exponentially weighted averages of daily returns—even though it appears so at first sight. However, with a 5-
Martin Tegnér, Rolf Poulsen
doaj   +5 more sources

Bias Correction Method for Log-Power-Normal Distribution [PDF]

open access: yesMathematics, 2022
The log-power-normal distribution is a generalized version of the log-normal distribution. The maximum likelihood estimation method is the most popular method to obtain the estimates of the log-power-normal distribution parameters.
Tzong-Ru Tsai   +3 more
doaj   +2 more sources

Generalized log-normal chain-ladder [PDF]

open access: yesScandinavian Actuarial Journal, 2019
We propose an asymptotic theory for distribution forecasting from the log normal chain-ladder model. The theory overcomes the difficulty of convoluting log normal variables and takes estimation error into account. The results differ from that of the over-dispersed Poisson model and from the chain-ladder based bootstrap.
Kuang, D, Nielsen, B
openaire   +5 more sources

Log-epsilon-skew normal: A generalization of the log-normal distribution [PDF]

open access: yesCommunications in Statistics - Theory and Methods, 2020
Alan Hutson, Govind S Mudholkar
exaly   +2 more sources

The accumulative law and its probability model: an extension of the Pareto distribution and the log-normal distribution [PDF]

open access: yesProceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2020
Minyu Feng, Matjaz Perc, Feng Chen
exaly   +2 more sources

Log-normal sigma for rank-dominance curves. [PDF]

open access: yes, 2022
Log-normal sigma for rank-dominance curves.
Ben Sparrow (3663229)   +5 more
core   +1 more source

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