The Generalized Lognormal Distribution and the Stieltjes Moment Problem [PDF]
, 2012 This paper studies a Stieltjes-type moment problem defined by the generalized lognormal distribution, a heavy-tailed distribution with applications in economics, finance and related fields.
Kleiber, Christian
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Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model
Journal of Forecasting, EarlyView.ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
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Approximate Distribution of the Least, the Largest order Statistics and the Range in Samples Drawn from the Lognormal Distribution [PDF]
The Egyptian Statistical Journal, 1979 M.W. Mahmoud, A.E. Nabih
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E-Jurnal Matematika, 2015 The purpose of this study is to determine the fair price of a futures contract for the IDR (Rupiah) against the USD using lognormal distribution simulation. This result is compared with interest rate parity theorem.
GEDE SUMENDRA +2 more
doaj
Finding Most Reliable Path With Extended Shifted Lognormal Distribution
IEEE Access, 2018 Travel time uncertainty may cause late arrival and impose a high penalty on travelers. There is a growing interest in modeling travel time uncertainty to optimize the reliability of travel time at the path and network level. Real data analysis finds that
Zhenzhen Yang +4 more
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Bayesian interval estimations for the mean of delta-three parameter lognormal distribution with application to heavy rainfall data. [PDF]
PLoS One, 2022 Maneerat P, Nakjai P, Niwitpong SA.
europepmc +1 more source
A normal relationship ? Poverty, growth, and inequality [PDF]
Using a large cross-country income distribution dataset spanning close to 800 country-year observations from industrial and developing countries, the authors show that the size distribution of per capita income is well approximated empirically by a ...
Lopez, Humberto, Serven, Luis
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Health Economics, EarlyView.ABSTRACT Even though data on hospital admissions are widely used in health research, hospitalization‐related estimands measured using these data are not always clearly conceptualized. Consequently, estimators of these quantities can have unclear rationales and undesirable properties.
Aditya Jain +7 more
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Dataset of service life data for 100 building elements and technical systems including their descriptive statistics and fitting to lognormal distribution. [PDF]
Data Brief, 2021 Goulouti K +6 more
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Two-Piece Multivariate lognormal distribution
, 2014 We have extended the univariate bilognormal distribution to two piece multivariate lognormal distribution. The density function of two piece multivariate lognormal distribution is given and the maximum likelihood estimates of the parameters when the ...
Bhavsar, C. D., shah, Parag B.
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