Results 21 to 30 of about 163,760 (356)
Note on the bi-risk discrete time risk model with income rate two
Modern Stochastics: Theory and Applications, 2022 This article provides survival probability calculation formulas for bi-risk discrete time risk model with income rate two. More precisely, the possibility for the stochastic process $u+2t-{\textstyle\sum _{i=1}^{t}}{X_{i}}-{\textstyle\sum _{j=1}^{\lfloor
Andrius Grigutis, Artur Nakliuda
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Dependence Modeling, 2023 The probability integral transform of a continuous random variable XX with distribution function FX{F}_{X} is a uniformly distributed random variable U=FX(X)U={F}_{X}\left(X). We define the angular probability integral transform (APIT) as θU=2πU=2πFX(X){\
Fernández-Durán Juan José +1 more
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Random convolution of O-exponential distributions
Nonlinear Analysis, 2015 Assume that ξ1, ξ2, ... are independent and identically distributed non-negative random variables having the O-exponential distribution. Suppose that η is a nonnegative non-degenerate at zero integer-valued random variable independent of ξ1, ξ2, ... . In
Svetlana Danilenko, Jonas Šiaulys
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Regularly distributed randomly stopped sum, minimum, and maximum
Nonlinear Analysis, 2020 Let {ξ1,ξ2,...} be a sequence of independent real-valued, possibly nonidentically distributed, random variables, and let η be a nonnegative, nondegenerate at 0, and integer-valued random variable, which is independent of {ξ1,ξ2,...}.
Jonas Sprindys, Jonas Šiaulys
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An Algorithm for the Conditional Distribution of Independent Binomial Random Variables Given the Sum
MathematicsWe investigate Metropolis–Hastings (MH) algorithms to approximate the distribution of independent binomial random variables conditioned on the sum. Let Xi∼BIN(ni,pi). We want the distribution of [X1,…,Xk] conditioned on X1+⋯+Xk=n.
Kelly Ayres, Steven E. Rigdon
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Randomly stopped sums with exponential-type distributions
Nonlinear Analysis, 2017 Assume that {ξ1, ξ2, …} are independent and possibly nonidentically distributed random variables. Suppose that η is a nonnegative, nondegenerate at zero and integer-valued random variable, which is independent of {ξ1, ξ2, …}.
Svetlana Danilenko +2 more
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Research on dynamic robust planning method for active distribution network considering correlation
Frontiers in Energy Research, 2023 The universality of load subjects in distribution network brings challenges to the reliability of distribution network planning results. In this paper, a two-stage dynamic robust distribution network planning method considering correlation is proposed ...
Jiangnan Li +7 more
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Exact expression of ultimate time survival probability in homogeneous discrete-time risk model
AIMS Mathematics, 2023 In this work, we set up the generating function of the ultimate time survival probability $ \varphi(u+1) $, where $ \varphi(u) = \mathbb{P}\left(\sup\limits_{n\geqslant 1}\sum\limits_{i = 1}^{n}\left(X_i- \kappa\right)<u\right), $ $ u\in ...
Andrius Grigutis
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Small deviations of sums of independent random variables [PDF]
Journal of Combinatorial Theory, Series A, 2020 A well-known discovery of Feige's is the following: Let $X_1, \ldots, X_n$ be nonnegative independent random variables, with $\mathbb{E}[X_i] \leq 1 \;\forall i$, and let $X = \sum_{i=1}^n X_i$. Then for any $n$, \[\Pr[X < \mathbb{E}[X] + 1] \geq > 0,\] for some $ \geq 1/13$. This bound was later improved to $1/8$ by He, Zhang, and Zhang. By a
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Surveillance imaging aims to detect tumour relapse before symptoms develop, but it's unclear whether earlier detection of relapse leads to better outcomes in children and young people (CYP) with medulloblastoma and ependymoma. This systematic review aims to identify relevant literature to determine the efficacy of surveillance magnetic ...
Lucy Shepherd +3 more
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