Results 61 to 70 of about 7,057,278 (154)
On Estimating the Cumulant Generating Function of Linear Processes [PDF]
, 2018 We compare two estimates of the cumulant generating function of a stationary linear process. The first estimate is based on the empirical moment generating function.
Beran, Jan, Ghosh, Sucharita
core
On Properties of the Hyperbolic Distribution
MathematicsThis paper is set to analytically describe properties of the hyperbolic distribution. This law, along with the variance-gamma distribution, is one of the most popular normal mean–variance mixtures from the point of view of various applications.
Roman V. Ivanov
doaj +1 more source
Bounds of moment generating functions of some life distributions
, 2005 In this article we show that if a life has new better than used in expectation (NBUE) ageing property and if the mean life is finite then the moment generating function exists and is finite.
Mugdadi, A. R., Ahmad, Ibrahim A.
core +2 more sources
International Journal of Mathematics and Mathematical SciencesWe introduce a new flexible count distribution by combining Bernoulli and Poisson moment exponential (PMEx) distributions. The new model named the Bernoulli PMEx distribution.
Amani Alrumayh
doaj +1 more source
EQUAL GAIN COMBINING OVER GENERALIZED FADING CHANNELS
Весці Нацыянальнай акадэміі навук Беларусі: Серыя фізіка-тэхнічных навук, 2018 We suggest the alternative approach based on definition of the moment generating function for the average signal-to-noise ratio (SNR) at the receiver output with the purpose to analyze performance of systems with equal gain combining over Nakagami-n ...
V. P. Tuzlukov
doaj
Applying the Moment Generating Functions to the Study of Probability Distributions [PDF]
In this paper, we describe a tool to aid in proving theorems about random variables, called the moment generating function, which converts problems about probabilities and expectations into problems from calculus about function values and derivates.
Silvia SPATARU
core
On the representation of distributions with rational moment generating functions [PDF]
, 2012 This paper addresses a question concerning the generality of certain parameterisations of distributions which have a multivariate rational moment generating function. It is shown that the class of bilateral matrix-exponential distributions, as introduced
Bladt, Mogens, Nielsen, Bo Friis
core
Moment Generating Function and Asset Pricing: A note
, 1998 The price of a financial asset can be conceived as the risk-neutral expectation of its random payoff. When the payoff has an exponential form as well as known distribution, the moment generating function and its analytical counterpart (the Laplace ...
Sbuelz, Alessandro
core
New lifetime Shanker Weibull distribution: Structure and Properties
Ibn Al-Haitham Journal for Pure and Applied SciencesThis paper introduces a new model with two parameters titled “Shanker Weibull distribution". This distribution is obtained by merging the Shanker distribution with a scale of one parameter and the Weibull distribution with a shape parameter.
Maysaa Jalil Mohammed +2 more
doaj +1 more source
Efficient Frontier for Robust Higher-order Moment Portfolio Selection [PDF]
This article proposes a non-parametric portfolio selection criterion for the static asset allocation problem in a robust higher-moment framework. Adopting the Shortage Function approach, we generalize the multi-objective optimization technique in a four ...
Emmanuel Jurczenko +2 more
core