Results 231 to 240 of about 68,493 (263)

On the probability density function of the LMS adaptive filter weights

IEEE Transactions on Acoustics, Speech, and Signal Processing, 1989
The joint probability density function of the weight vector in least-mean-square (LMS) adaptation is studied for Gaussian data models. An exact expression is derived for the characteristic function of the weight vector at time n+1, conditioned on the weight vector at time n.
Neil J. Bershad, Lian Zuo Qu
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Probability Weighting Functions* [PDF]

, 2010
In this paper we begin by stressing the empirical importance of non-linear weighting of probabilities, which expected utility theory (EU) is unable to accommodate. We then go on to outline three stylized facts on non-linear weighting that any alternative theory of risk must address.
Dhami, S., al-Nowaihi, Ali
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Unusual Estimates of Probability Weighting Functions

2023
Abstract The author presents new estimates of the probability weighting functions found in rank-dependent theories of choice under risk. These estimates are unusual in two senses. First, they are free of functional form assumptions about both utility and weighting functions, and they are entirely based on binary discrete choices and ...
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WEIGHTED DISTRIBUTIONS AND ESTIMATION OF RESOURCE SELECTION PROBABILITY FUNCTIONS

Ecology, 2006
Understanding how organisms selectively use resources is essential for designing wildlife management strategies. The probability that an individual uses a given resource, as characterized by environmental factors, can be quantified in terms of the resource selection probability function (RSPF).
Subhash R, Lele, Jonah L, Keim
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Separating curvature and elevation: A parametric probability weighting function

Journal of Risk and Uncertainty, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
L'Haridon, Olivier, Abdellaoui, Mohammed, Zank, Horst   +2 more
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Weighted Simulation for Failure Probability Function Estimation

Vulnerability, Uncertainty, and Risk, 2014
In the structural reliability-based design, the ‘failure probability function (FPF)’ is referred to the failure probability as a function of the distribution parameters of random variables. This problem generally requires repeated reliability analyses to estimate the failure probability for different distribution parameter values, which is a ...
Xiukai Yuan, Lin Zeng
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What Determines the Shape of the Probability Weighting Function Under Uncertainty?

Management Science, 2001
Decision weights are an important component in recent theories of decision making under uncertainty. To better explain these decision weights, a two-stage approach has been proposed: First, the probability of an event is judged and then this probability is transformed by the probability weighting function known from decision making under risk.
Kilka, Michael, Weber, Martin
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Prospect Theory: A Novel Probability Weighting Function Model

ICLEM 2014, 2014
The investigation of probability weighting is one of the key components of the modern risky decision making theories. In this study, we propose an approach to build a novel probability weighting model with the use of the Lagrange interpolation method based on Prelec’s probability weighting function model.
Yanlai Li, Sheng Wu
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A cognitive‐emotional account of the shape of the probability weighting function

Journal of Behavioral Decision Making, 2002
AbstractResearch has shown a tendency of decision makers to overweight small probabilities and to underweight moderate and large probabilities. In standard treatments this is graphically modeled by an inverse S‐shaped probability weighting function. We suggest that emotions play a significant role in the shaping of the probability weighting function ...
Eduard Brandstätter, Anton Kühberger, Friedrich Schneider   +2 more
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Local estimation of failure probability function by weighted approach

Probabilistic Engineering Mechanics, 2013
Research Grants Council of the Hong Kong Special Administrative Region [9041550, CityU 110210]; National Natural Science Foundation of China [51105309]
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