Results 31 to 40 of about 12,404 (50)
Extended Odd Fréchet-G Family of Distributions
Journal of Probability and Statistics, 2018 The need to develop generalizations of existing statistical distributions to make them more flexible in modeling real data sets is vital in parametric statistical modeling and inference.
Suleman Nasiru
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VaR: Exchange Rate Risk and Jump Risk
Journal of Probability and Statistics, 2010 Incorporating the Poisson jumps and exchange rate risk, this paper provides an analytical VaR to manage market risk of international portfolios over the subprime mortgage crisis. There are some properties in the model.
Fen-Ying Chen
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Forest Fire Risk Assessment: An Illustrative Example from Ontario, Canada
Journal of Probability and Statistics, 2010 This paper presents an analysis of ignition and burn risk due to wildfire in a region of Ontario, Canada using a methodology which is applicable to the entire boreal forest region.
W. John Braun +4 more
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Strong Laws of Large Numbers for Arrays of Rowwise NA and LNQD Random Variables
Journal of Probability and Statistics, 2011 Some strong laws of large numbers and strong convergence properties for arrays of rowwise negatively associated and linearly negative quadrant dependent random variables are obtained.
Jiangfeng Wang, Qunying Wu
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Journal of Probability and Statistics, 2011 We study a queuing system which is equipped with a stand-by server in addition to the main server. The stand-by server provides service to customers only during the period of absence of the main server when either the main server is on a vacation or it ...
Rehab F. Khalaf +2 more
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A Semiparametric Marginalized Model for Longitudinal Data with Informative Dropout
Journal of Probability and Statistics, 2012 We propose a marginalized joint-modeling approach for marginal inference on the association between longitudinal responses and covariates when longitudinal measurements are subject to informative dropouts.
Mengling Liu, Wenbin Lu
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Escalation with Overdose Control Using Ordinal Toxicity Grades for Cancer Phase I Clinical Trials
Journal of Probability and Statistics, 2012 We extend a Bayesian adaptive phase I clinical trial design known as escalation with overdose control (EWOC) by introducing an intermediate grade 2 toxicity when assessing dose-limiting toxicity (DLT). Under the proportional odds model assumption of dose-
Mourad Tighiouart +2 more
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Journal of Probability and Statistics, 2012 Novel computational methods for finding transcription factor binding motifs have long been sought due to tedious work of experimentally identifying them.
Hui Jia, Jinming Li
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Convergence Rates and Limit Theorems for the Dual Markov Branching Process
Journal of Probability and Statistics, 2017 This paper studies aspects of the Siegmund dual of the Markov branching process. The principal results are optimal convergence rates of its transition function and limit theorems in the case that it is not positive recurrent.
Anthony G. Pakes
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A Novel Entropy-Based Decoding Algorithm for a Generalized High-Order Discrete Hidden Markov Model
Journal of Probability and Statistics, 2018 The optimal state sequence of a generalized High-Order Hidden Markov Model (HHMM) is tracked from a given observational sequence using the classical Viterbi algorithm. This classical algorithm is based on maximum likelihood criterion.
Jason Chin-Tiong Chan, Hong Choon Ong
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