Results 11 to 20 of about 198,337 (280)

The Variance-Gamma Distribution: A Review [PDF]

Statistical Science, 2023
The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and distributional approximation on Wiener space.
Fischer, A, Gaunt, RE, Sarantsev, A
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The Variance-Gamma Product Distribution

Results in Mathematics
Abstract We derive the exact probability density function of the product of N independent variance-gamma random variables with zero location parameter. We then apply this formula to derive formulas for the cumulative distribution function and characteristic function, as well
Robert E. Gaunt, Siqi Li, Heather L. Sutcliffe   +2 more
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Absolute moments of the variance-gamma distribution

Journal of Mathematical Analysis and Applications
11 ...
Gaunt, Robert E.
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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 Approach for estimating the unknown Scale parameter of Erlang Distribution Based on General Entropy Loss Function

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
doaj   +1 more source

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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Estimating Cumulative Distribution Function Using Gamma Kernel [PDF]

Journal of Sciences, Islamic Republic of Iran, 2022
In this article, we propose the gamma kernel estimator for the cumulative distribution functions with nonnegative support. We derive the asymptotic bias and variance of the proposed estimator in both boundary and interior regions and show that it is free
Behzad Mansouri, Sami Atiyah Sayyid Al-Farttosi, Habiballah Mombeni, Rahim Chinipardaz   +3 more
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Modeling Sage data with a truncated gamma-Poisson model

BMC Bioinformatics, 2006
Background Serial Analysis of Gene Expressions (SAGE) produces gene expression measurements on a discrete scale, due to the finite number of molecules in the sample.
Zwinderman Aeilko H, Thygesen Helene H
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Effect of Probability Distribution of the Response Variable in Optimal Experimental Design with Applications in Medicine

Mathematics, 2021
In optimal experimental design theory it is usually assumed that the response variable follows a normal distribution with constant variance. However, some works assume other probability distributions based on additional information or practitioner’s ...
Sergio Pozuelo-Campos, Víctor Casero-Alonso, Mariano Amo-Salas   +2 more
doaj   +1 more source

A matrix approach to the statistics of longevity in heterogeneous frailty models

Demographic Research, 2014
Background: The gamma-Gompertz model is a fixed frailty model in which baseline mortality increasesexponentially with age, frailty has a proportional effect on mortality, and frailty at birth follows a gamma distribution.
Hal Caswell
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