Results 251 to 260 of about 459,745 (286)
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Probability inequalities for weighted distributions
Journal of Statistical Planning and Inference, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Ying, Yu, Li, Hu, Taizhong
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Probability-Weighted Moments without Plotting Position Formula
Journal of Hydrologic Engineering, 1996A new method of parameter estimation for any probability distribution used in flood frequency analysis is proposed as a modification to the conventional probability-weighted moments (PWMs) method. The PWMs can be estimated by computing either the nonexceedence or the exceedence probability of each element in the sample series using the distribution ...
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Probability Weighting Functions Implied in Options Prices
SSRN Electronic Journal, 2012The empirical pricing kernels estimated from index options are non-monotone (Rosenberg and Engle, 2002; Bakshi, Madan, and Panayotov, 2010) and the corresponding risk aversion functions can be negative (Ait-Sahalia and Lo, 2000; and Jackwerth, 2000).
Valery Polkovnichenko, Feng Zhao
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Probability Weighting of Spatial Filters*
Journal of the Optical Society of America, 1971The optimum spatial filter for the detection of randomly located patterns is discussed. When the signal-to-noise (S/N) ratio is low, the optimum filter is described by the product of the Fourier transform of the probability distribution describing the signal location and the conjugate of the signal spatial spectrum divided by the noise spectral density.
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Exact Permutation Probability Values for Weighted Kappa
Psychological Reports, 2008A permutation algorithm and associated FORTRAN program are provided for weighted kappa. Program EWK provides the weighted kappa test statistic and the exact one-sided upper-tail probability values.
Kenneth J, Berry +2 more
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Resampling Permutation Probability Values for Weighted Kappa
Psychological Reports, 2008A permutation algorithm and associated FORTRAN program are provided for resampling weighted kappa. Program RWK provides the weighted kappa test statistic and the resampling one-sided upper-tail probability value.
Janis E, Johnston +2 more
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Probability weighting and L-moments
European Journal of Operational Research, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Probability Weighting and Asset Prices
SSRN Electronic Journal, 2012In the present paper, we estimate a monthly index of aggregate skewness preference. This index is derived from the representative agent's nonparametric probability weighting function. Consistent with findings from lab experiments, probability weighting functions depend on sentiment and their average is inverse-S shaped.
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Weighted Probability Density Estimator with Updated Bandwidths
Journal of Systems Science and ComplexityzbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wu, Yi +3 more
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Additive weights under the Balanced Probability Model
Computing, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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