Results 21 to 30 of about 1,518,720 (358)
On the Distribution of a Quadratic Form in Normal Variates
Revstat Statistical Journal, 2018 It is a well-known theorem in linear models that the idempotency of a matrix is a sufficient and necessary condition for a quadratic form in normal variates to have a chisquare distribution, but its proofs in the early literature were incorrect or ...
Jin Zhang
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Estimating functions and the generalized method of moments [PDF]
Interface Focus, 2011 Estimating functions provide a very general framework for statistical inference, and are particularly useful when one is either unable or unwilling to specify a likelihood function. This paper aims to provide an accessible review of estimating function theory that has potential for application to the analysis and modelling of a wide range of complex ...
Joao, Jesus, Richard E, Chandler
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Generalized Order Statistics from Marshall–Olkin Extended Exponential Distribution
Journal 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
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A bimatrix variate gamma distribution
Results 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
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A new look at the Heston characteristic function [PDF]
, 2009 A new expression for the characteristic function of log-spot in Heston model is presented. This expression more clearly exhibits its properties as an analytic characteristic function and allows us to compute the exact domain of the moment generating ...
Ferreiro-Castilla, Albert +2 more
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Scaling limits for the Lego discrepancy [PDF]
, 1999 For the Lego discrepancy with M bins, which is equivalent with a chi^2-statistic with M bins, we present a procedure to calculate the moment generating function of the probability distribution perturbatively if M and N, the number of uniformly and ...
André van Hameren +10 more
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Mathematics, 2020 In this work, we propose and study a new family of discrete distributions. Many useful mathematical properties, such as ordinary moments, moment generating function, cumulant generating function, probability generating function, central moment, and ...
Mohamed Aboraya +3 more
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A characterization of the normal distribution [PDF]
Journal of Statistical Theory and Applications (JSTA), 2014 It is shown that the normal distribution with mean zero is characterized by the property that the product of its characteristic function and moment generating function is equal to 1.
Hans Volkmer
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Jackknife Bias Reduction in the Presence of a Near-Unit Root
Econometrics, 2018 This paper considers the specification and performance of jackknife estimators of the autoregressive coefficient in a model with a near-unit root.
Marcus J. Chambers, Maria Kyriacou
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