Results 21 to 30 of about 275,098 (284)

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, Henry Junus Wattimanela, Venn Yan Ishak Ilwaru   +2 more
doaj   +1 more source

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
doaj   +1 more source

Retraction Note to: The distribution of the maximum of a variance gamma process and path-dependent option pricing [PDF]

Finance and Stochastics, 2016
Роман Іванов
openalex   +2 more sources

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
doaj   +1 more source

Confidence intervals for the difference between coefficients of variation of zero-inflated gamma distributions

AIMS Mathematics, 2023
The problem of constructing confidence intervals (CIs) for the difference between coefficients of variation of two zero-inflated gamma distributions was considered.
Hongping Guo , Yuhang Qian, Yiran Zhu, Xinming Dai , Xiao Wang   +4 more
doaj   +1 more source

Daily stock prices prediction using variance gamma model

Journal of Mathematics and Computer Science, 2021
The Black-Scholes-Merton model is often used for modeling company assets, which requires normally distributed data. The company's asset price fluctuates greatly, causing the form of data distribution to allow for heavy tails, asymmetry and excess ...
A. Hoyyi, D. Rosadi, Abdurakhman
semanticscholar   +1 more source

Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin

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, de Micheaux Pierre Lafaye, Ouimet Frédéric   +2 more
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
doaj   +1 more source

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

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
doaj   +1 more source