Results 11 to 20 of about 6,770,320 (292)

The moment generating function of a reflected Brownian motion with drift

open access: yesResults in Applied Mathematics
We derive an explicit formula for the moment generating function of a Brownian motion with drift reflected from above in one barrier. Some other properties of this stochastic process are also reported.
Fredrik Armerin
doaj   +2 more sources

A Note on Moment Generating Function of a Linear Combination of Order Statistics from a Bivariate Laplace Distribution

open access: yesJournal of Mathematical Extension, 2013
. In this note we propose an extended skew-Laplace distribution. We obtain explicit expressions for moment generating function and the two first moments of this distribution.
R. Pourmousa, A. Jamalizadeh
doaj   +1 more source

A new moment matching algorithm for sampling from partially specified symmetric distributions [PDF]

open access: yes, 2008
A new algorithm is proposed for generating scenarios from a partially specified symmetric multivariate distribution. The algorithm generates samples which match the first two moments exactly and match the marginal fourth moments approximately, using a ...
Mamon, R, Date, P, Jalen, L
core   +7 more sources

Nonparametric recursive method for moment generating function kernel-type estimators

open access: yes, 2022
International audiencen the present paper, we are mainly concerned with the kernel type estimators for the moment generating function. More precisely, we establish the central limit theorem together with the characterization of the bias and the variance ...
Slaoui, Yousri, Bouzebda, Salim
core   +1 more source

Moment generating function of non-Markov self-excited claims processes

open access: yes, 2021
This article establishes the moment generating function (mgf) of self-excited claim processes with memory functions that admit a Fourier's transform representation.
Hainaut, Donatien
core   +1 more source

On the 3D Nature of the Magpie (Aves: Pica pica) Functional Hindlimb Anatomy During the Take-Off Jump

open access: yesFrontiers in Bioengineering and Biotechnology, 2021
Take-off is a critical phase of flight, and many birds jump to take to the air. Although the actuation of the hindlimb in terrestrial birds is not limited to the sagittal plane, and considerable non-sagittal plane motion has been observed during take-off
E. A. Meilak   +6 more
doaj   +1 more source

Generalized Order Statistics from Marshall–Olkin Extended Exponential Distribution

open access: yesJournal of Statistical Theory and Applications (JSTA), 2019
A.W. Marshall, I. Olkin, Biometrika. 84 (1997), 641–652, introduced an interesting method of adding a new parameter to an existing distribution. The resulting new distribution is called as Marshall–Olkin extended distribution.
Haseeb Athar, Nayabuddin, Saima Zarrin
doaj   +1 more source

Directed graph iterated function systems [PDF]

open access: yes, 2011
This thesis concerns an active research area within fractal geometry. In the first part, in Chapters 2 and 3, for directed graph iterated function systems (IFSs) defined on ℝ, we prove that a class of 2-vertex directed graph IFSs have attractors that ...
Boore, Graeme C.
core   +2 more sources

A bimatrix variate gamma distribution

open access: yesResults in Applied Mathematics, 2022
In this article, a bimatrix gamma distributions is introduced. Various mathematical properties of the proposed distribution like marginal distributions, expected values, entropies, and moment generating function are derived.
Maryam Rafiei   +4 more
doaj   +1 more source

Recurrence Relations Between Moment Generating Function of Order Statistics for Doubly Truncated Continuous Distributions [PDF]

open access: yesThe Egyptian Statistical Journal, 1992
We derive some results for obtaining recurrence relations between moment generating functions of order statistics and recurrence relations between moment generating functions of the sum of two order statistics.
Mohie-El Din M.   +2 more
doaj   +1 more source

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