Results 31 to 40 of about 3,407,167 (298)
Asymptotic expansion in approximation by normal law
We consider the asymptotic behavior of the convolution P*n(A\sqrt{n}) of a k-dimensional probability distribution P(A) as n \to \infty for A from the \sigma-algebra M of Borel subsets of Euclidian space Rk or from its subclasses.
Algimantas Bikelis +2 more
doaj +1 more source
On Errors of Normal Approximation
Let $Q_n$ be the distribution of the normalized sum of $n$ independent random vectors with values in $R^k$, and $\Phi$ the standard normal distribution in $R^k$. In this article the error $|\int f d(Q_n - \Phi)|$ is estimated (for essentially) all real-valued functions $f$ on $R^k$ which are integrable with respect to $Q_n$ when $s$th moments are ...
openaire +2 more sources
A NORMAL APPROXIMATION TO THE FISHER DISTRIBUTION [PDF]
SummaryA simple normal approximation is given for the joint probability density function of the polar co‐ordinates (θ, ψ) of a random vector following the Fisher distribution with arbitrary mean direction (θ0, ψ0). The approximation leads to simple inference procedures which are particularly useful in regression models.
R. M. Clark, B. J. Morrison
openaire +1 more source
Sensitivity of risk measures with respect to the normal approximation of total claim distributions [PDF]
A simple and commonly used method to approximate the total claim distribution of a (possible weakly dependent) insurance collective is the normal approximation.
Henryk Zähle +3 more
core +1 more source
Approximations for the distribution of microflake normals [PDF]
Scenes in computer animation can have extreme complexity, especially when high resolution objects are placed in the distance and occupy only a few pixels. A useful technique for level of detail in these cases is to use a sparse voxel octree containing both hard surfaces and a participating medium consisting of microflakes.
Nelson Max +3 more
openaire +4 more sources
The method of cumulants for the normal approximation
Minor changes and added references in the ...
Döring, Hanna +2 more
openaire +2 more sources
Accurate statistical inference for zero-inflated and highly skewed data requires confidence interval procedures with a strong finite-sample performance.
Wasurat Khumpasee +2 more
doaj +1 more source
A logistic approximation to the cumulative normal distribution
This paper develops a logistic approximation to the cumulative normal distribution. Although the literature contains a vast collection of approximate functions for the normal distribution, they are very complicated, not very accurate, or valid for only a
Shannon R. Bowling +3 more
doaj +1 more source
Parameter Estimation in Gamma Mixture Model using Normal-based Approximation [PDF]
Gamma mixture models have wide applications in hydrology, finance and reliability. Parameter estimation in this class of models is a challenging task owing to the complexity associated with the model structure. In this paper, a novel approach is proposed
R. Vani Lakshmi, V.S. Vaidyanathan
doaj +1 more source
INEQUALITIES FOR CONDITIONED NORMAL APPROXIMATIONS
Let \(\{X_ n,n\leq 1\}\) be a sequence of independent random variables defined on a probability space (\(\Omega\),\({\mathcal A},P)\).
Gruszecki, Lech E., Rychlik, Zdzisław
openaire +2 more sources

