Results 1 to 10 of about 194,841 (270)
Forecasting and prequential validation for time varying meta-elliptical distributions [PDF]
We consider forecasting and prequential (predictive sequential) validation of meta-elliptical distributions with time varying parameters. Using the weak prequential principle of Dawid, we conduct model validation avoiding nuisance parameter problems ...
Nikandrova, Arina, Sancetta, A.
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Field Theories for Learning Probability Distributions. [PDF]
Imagine being shown $N$ samples of random variables drawn independently from the same distribution. What can you say about the distribution? In general, of course, the answer is nothing, unless you have some prior notions about what to expect.
William Bialek, C. Callan, S. P. Strong
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Interval estimation for proportional reversed hazard family based on lower record values [PDF]
This paper explores confidence intervals for the family of proportional reversed hazard distributions based on lower record values. The confidence intervals are validated as long as the sample is of size n>3. The proposed procedure can be extended to the
Coolen, F.P.A. +8 more
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Superpositions of probability distributions. [PDF]
Probability distributions which can be obtained from superpositions of Gaussian distributions of different variances v=sigma;{2} play a favored role in quantum theory and financial markets.
P. Jizba, H. Kleinert
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A function of two complex variables with two real parameters a and b is described, which generates a sequence of probability distributions of two integer variables m ≥ 0 and n ≥ 0. Closed expressions for the special b = 0 and general case b≠ 0 and recurrence equations for calculating the probability distributions are derived.
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PARTS III. and IV. of the twelfth volume of “Biometrika” contain papers of interest to all classes of statistician. Those especially attracted by work on the general mathematical theory of probability will welcome the continuation of Prof.
D. Abraham
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Continuous probability distributions from finite data. [PDF]
Recent approaches to the problem of inferring a continuous probability distribution from a finite set of data have used a scalar field theory for the form of the prior probability distribution.
D. M. Schmidt
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A Study of the Subjective Probability Assessments necessary for the analysis of the Risk in Major Capital Investment Opportunities. [PDF]
Five case studies are analysed in depth and other investigations are carried out in order to answer questions concerned with: the nature of the distributions which are output from risk evaluation models. the important features of.
Hull, J. C.
core
Reliability analysis of two-unit cold standby repairable systems under Poisson shock. [PDF]
This paper analyses the reliability of a cold standby system consisting of two re- pairable units, a switch and a repairman. At any time, one of the two units is operating while the other is on cold standby.
Shaomin Wu +3 more
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A Selective Overview of Skew-Elliptical and Related Distributions and of Their Applications
Within the context of flexible parametric families of distributions, much work has been dedicated in recent years to the theme of skew-symmetric distributions, or symmetry-modulated distributions, as we prefer to call them.
C. Adcock, A. Azzalini
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