Results 21 to 30 of about 5,052,793 (311)

Multivariate Distributions with Fixed Marginals and Correlations [PDF]

Journal of Applied Probability, 2015
Consider the problem of drawing random variates (X 1, …, X n ) from a distribution where the marginal of each X i is specified, as well as the correlation between every pair X i and X
Huber, Mark, Marić, Nevena
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New bivariate and multivariate log-normal distributions as models for insurance data

Results in Applied Mathematics, 2022
The body of most multivariate financial data sets can be well modeled by log-normal distributions. Yet not many multivariate log-normal distributions are available in the literature.
Saralees Nadarajah, Jiahang Lyu
doaj   +1 more source

Simulating the binary variates for the components of a socio - economical system [PDF]

Computational Methods in Social Sciences, 2013
Often in practice the components Wj of a sociological or an economical system W take discrete 0-1 values. We talk about how to generate arbitrary observations from a binary 0-1 system B when is known the multidimensional distribution of the discrete ...
Stefan V. Stefanescu
doaj  

The Bayesian Estimate of Vector Autoregressive Model Parameters Adopt Informative Prior Information

Tikrit Journal of Pure Science, 2023
This research included the bayesian estimate for vector Autoregressive model with rank (p) in addition to statistical tests and predict Bayesian when the random error of model followed generalized multivariate modified Bessel distribution.
Haifaa Abdulgawwad Saeed, Wasfi Taher Saleh, Mahasen Saleh Al-Talib   +2 more
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Multivariate Escher Transformed Laplace Distribution and Its Generalization

Journal of Statistical Theory and Applications (JSTA), 2020
This paper we introduced a new distribution namely the multivariate Esscher transformed Laplace distribution. Various properties of the distribution are studied and the applications are discussed.
H Rimsha, Dais George
doaj   +1 more source

Establishing probabilistic transformation models for geotechnical design parameters using multivariate Gaussian Copula

Yantu gongcheng xuebao, 2021
In geotechnical practice, it is common to transform the measured parameters to the design ones. It is also known that the probabilistic transformation models provide an effective tool for predicting the actual range of the design parameters. The commonly-
LI Dian-qing 1, 2, LÜ Tian-jian 1, 2, TANG Xiao-song 1, 2
doaj   +1 more source

Dual Auto-Encoder GAN-Based Anomaly Detection for Industrial Control System

Applied Sciences, 2022
As a core tool, anomaly detection based on a generative adversarial network (GAN) is showing its powerful potential in protecting the safe and stable operation of industrial control systems (ICS) under the Internet of Things (IoT).
Lei Chen, Yuan Li, Xingye Deng, Zhaohua Liu, Mingyang Lv, Hongqiang Zhang   +5 more
doaj   +1 more source

The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution

Journal of Theoretical Probability, 2023
AbstractUsing recent results concerning non-uniqueness of the center of the mix for completely mixable probability distributions, we obtain the following result: For each$$d\in {\mathbb {N}}$$ d ∈ N and each non-empty bounded Borel set $$B\
Komisarski, Andrzej, Labuschagne, Jacques   +1 more
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The value of generalized linear mixed models for data analysis in the plant sciences

Frontiers in Horticulture
Modern data analysis typically involves the fitting of a statistical model to data, which includes estimating the model parameters and their precision (standard errors) and testing hypotheses based on the parameter estimates.
Laurence V. Madden, Peter S. Ojiambo
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Constructing Multivariate Distributions with Specific Marginal Distributions

Journal of Multivariate Analysis, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Koehler, K.J., Symanowski, J.T.
openaire   +1 more source