Results 1 to 10 of about 5,585,321 (191)
The variance-gamma ratio distribution [PDF]
Comptes Rendus. Mathématique, 2023 Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived.
Gaunt, Robert E., Li, Siqi
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On the cumulative distribution function of the variance-gamma distribution [PDF]
, 2023 We obtain exact formulas for the cumulative distribution function of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. From these formulas, we
Gaunt, Robert E.
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Bayesian estimation of rainfall dispersion in Thailand using gamma distribution with excess zeros [PDF]
PeerJ, 2022 The gamma distribution is commonly used to model environmental data. However, rainfall data often contain zero observations, which violates the assumption that all observations must be positive in a gamma distribution, and so a gamma model with excess ...
Wansiri Khooriphan +2 more
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SIFAT-SIFAT DAN KEJADIAN KHUSUS DISTRIBUSI GAMMA
Barekeng, 2021 The gamma distribution is one of special continuous random variable distribution with scale parameter and shape parameter where is positive real numbers.
Royke Yohanes Warella +2 more
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Variance Gamma (nonlocal) equations
Modern Stochastics: Theory and Applications, 2023 Some equations are provided for the Variance Gamma process using the definition other than that based on a time-changed Brownian motion. A new nonlocal equation is obtained involving generalized Weyl derivatives, which is true even in the drifted case ...
Fausto Colantoni
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Asymptotic Normality in Linear Regression with Approximately Sparse Structure
Mathematics, 2022 In this paper, we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS structure, in asymptotic settings where the number of predictors, p, is ...
Saulius Jokubaitis, Remigijus Leipus
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Estimation of value at risk for stock prices in mobile phone industry
Data Analytics and Applied Mathematics, 2021 Risk management and market losses prediction played a vital role in the financial sector. Value-at-Risk (VaR) is one of the effective measures for financial risk management.
Dr. Wendy Ling Shin Yie +2 more
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Dependence Modeling, 2021 We present a general methodology to construct triplewise independent sequences of random variables having a common but arbitrary marginal distribution F (satisfying very mild conditions).
Beaulieu Guillaume Boglioni +2 more
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Ibn Al-Haitham Journal for Pure and Applied Sciences, 2023 We are used Bayes estimators for unknown scale parameter when shape Parameter is known of Erlang distribution. Assuming different informative priors for unknown scale parameter.
Jinan A. Naser Al-obedy
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DISTRIBUSI INVERS GAMMA PADA INFERENSI BAYESIAN
Media Statistika, 2010 One of the methods which can be used in statistical inferences is Bayesian inference. It is combine sample distribution and prior distribution, that can be resulted posterior distribution.
Sugito Sugito, Dwi Ispriyanti
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