Results 71 to 80 of about 747,309 (177)

Distribution of Distances Between Random Vectors and Two Fixed Points

Mathematics
Suppose x→ and y→ are two arbitrary fixed points in d-dimensional space and Z→ is a random vector with a known probability density. It is desired in some applications to find the joint probability distribution function for the distance between x→ and Z ...
John Lawrence
doaj   +1 more source

A new approach for shrinkage estimators of the multivariate normal mean vector under the balanced loss criterion

Frontiers in Applied Mathematics and Statistics
In this study, we investigate the issue of estimating the mean vector of a multivariate normal distribution. We introduce two new families of shrinkage estimators derived from both the maximum likelihood estimator and the James-Stein estimator.
Najla M. ALoraini, Abdenour Hamdaoui, Abdelkader Benkhaled   +2 more
doaj   +1 more source

A Generalized Normal Mean Variance Mixture for Return Processes in Finance [PDF]

Time-changed Brownian motions are extensively applied as mathematical models for asset returns in Finance. Time change is interpreted as a switch to trade-related business time, different from calendar time. Time-changed Brownian motions can be generated
Elisa Luciano, Patrizia Semeraro
core  

On the performance of the new minimax shrinkage estimators for a normal mean vector

Demonstratio Mathematica
This paper explores new classes of estimators for a multivariate normal mean (MNM) with an unknown variance and evaluating their performance based on the risk relative to the balanced loss function (BLF).
Benkhaled Abdelkader, Alahmadi Amani, Hamdaoui Abdenour, Terbeche Mekki   +3 more
doaj   +1 more source

Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications

Mathematical and Computer Modelling of Dynamical Systems
In this paper, we focus on multivariate doubly truncated first two moments of generalized skew-elliptical distributions. This class of distributions includes many useful distributions, such as skew-normal, skew Student-[Formula: see text], skew-logistic ...
Baishuai Zuo, Shaoxin Wang, Chuancun Yin
doaj   +1 more source

Multivariate $\alpha$-normal distributions

, 2021
The Weibull distribution can be obtained using a power transformation from the standard exponential distribution. In this article, we will consider a symmetrized power transformation of a random variable with the standard normal distribution. We will call its distribution the $\alpha$-{\it normal (Gaussian) distribution}.
openaire   +1 more source

Multivariate Normal Distribution [PDF]

, 2020
openaire   +1 more source

Multivariate Normal Distribution Method for a Virtual Cerebral Arterial Population. [PDF]

Int J Numer Method Biomed Eng
Jin K, Kitamura K, Mugikura S, Mori N, Payne S, Ohta M, Anzai H.   +6 more
europepmc   +1 more source

A Review of R Packages for Bayesian Model-based Clustering of High-dimensional Multivariate Environmental Exposures. [PDF]

Curr Environ Health Rep
Stephenson BJK, Fu Y.
europepmc   +1 more source

Bayesian Estimation of Marginal Quantiles with Missing Data in a Multivariate Regression Framework. [PDF]

Entropy (Basel)
Morán-Vásquez RA, Mazo-Lopera MA, Escobar-Arias JA.   +2 more
europepmc   +1 more source