Results 31 to 40 of about 36,586 (65)
Approximating the sum of correlated lognormal or, lognormal-Rice random variables
, 2006 A simple and novel method is presented to approximate by the lognormal distribution the probability density function of the sum of correlated lognormal random variables.
Andreas F. Molisch +6 more
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Size Distributions for All Cities: Lognormal and q-exponential functions [PDF]
This paper analyses in detail the features offered by a function which is practically new to Urban Economics, the q-exponential, in describing city size distributions. We highlight two contributions.
Rafael González-Val +2 more
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Some Composite ExponentialPareto Models for Actuarial Prediction [PDF]
Prediction is a very important and not so easy task for an actuary. An insurance company needs predictions of the future claims in order to evaluate premiums, to assess its financial situation, probabilities of ruin, etc.
Teodorescu, Sandra, Vernic, Raluca
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Statistical Properties of Forward Libor Rates [PDF]
historical forward rates are used to calibrate the lognormal forward rate model - as advocated by Hull and White (1999, 2000), Longstaff, Santa Clara and Schwartz (1999), Rebonato (1999a,b,c), Rebonato and Joshi (2001) and many others - a Libor yield ...
Dimitri Lvov, Carol Alexander
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Flexible lognormal sum approximation method
, 2005 A simple and novel method is presented to approximate the distribution of the sum of independent, but not necessarily identical, lognormal random variables, by the lognormal distribution.
Zhang, Jin +5 more
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Hastanede yatma süreleri için olasılık dağılımı modellerinin test edilmesi
, 2014 The Probability Distribution of Lengths of Stay in Hospital is a matter of debate. Weibull, Gamma and Lognormal distributions are commonly used distributions for the Lengths of Stay in hospital data in the related Literature. In recent years, researchers
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Inequality decomposition using the Gibbs output of a Mixture of lognormal distributions [PDF]
In this paper we model the income distribution using a Bayesian approach and a mixture of lognormal densities. The size of the mixture is determined by Chib (1995)'s method.
Michel Lubrano, Abdoul Aziz Junior Ndoye
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Parameters of lognormal contrast distribution.
, 2014 Parameters of the lognormal distributions of the r.m.s. contrasts of our database. μ is the expected value, σ2 the variance of the distribution; both parameters were obtained by a lognormal fit to the distribution. n is the number of elements.
Jens Peter Lindemann (111) +2 more
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A SURVEY INTO ESTIMATION OF LOGNORMAL DATA [PDF]
, 2010 Lognormal data are very difficult to handle because of its high variability due to the occurrence of a few high values. In geostatistics the solution calls for a data transform, such as the logarithm transform and the indicator transform. Both approaches
Yamamoto, Jorge Kazuo +1 more
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A new De Vylder type approximation of the ruin probability in infinite time [PDF]
In this paper we introduce a generalization of the De Vylder approximation. Our idea is to approximate the ruin probability with the one for a different process with gamma claims, matching first four moments.
Aleksander Weron +2 more
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