Results 21 to 30 of about 112,974 (248)

Modeling Vehicle Insurance Loss Data Using a New Member of T-X Family of Distributions

Journal of Statistical Theory and Applications (JSTA), 2020
In actuarial literature, we come across a diverse range of probability distributions for fitting insurance loss data. Popular distributions are lognormal, log-t, various versions of Pareto, log-logistic, Weibull, gamma and its variants and a generalized ...
Zubair Ahmad, Eisa Mahmoudi, Sanku Dey, Saima K. Khosa   +3 more
doaj   +1 more source

New extension of beta, Gauss and confluent hypergeometric functions

Cumhuriyet Science Journal, 2021
There are many extensions and generalizations of Gamma and Beta functions in the literature. However, a new extension of the extended Beta function B_(ζ〖, α〗_1)^(α_2;〖 m〗_1,〖 m〗_2 ) (a_1,a_2 ) was introduced and presented here because of its important ...
Umar Muhammad Abubakar, Muhammad Lawan Kaurangini   +1 more
doaj   +1 more source

Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution

, 2020
14 ...
Fung, Thomas, Seneta, Eugene
openaire   +2 more sources

Comparison of the efficiency of some Non-Parametric Methods in estimating Multivariate Linear Regression Models [PDF]

المجلة العراقية للعلوم الاحصائية, 2013
Regression is one of the statistical methods and widely used in various fields of science in terms of defining clearly the relationship between the variables in the form of an equation to estimate the parameters and the strength and direction of this ...
doaj   +1 more source

Poly-Weighted Exponentiated Gamma Distribution with Application

Journal of Statistical Theory and Applications (JSTA), 2020
This paper proposes a weighting of the exponentiated gamma distribution with a polynomial function called the poly-weighted exponentiated gamma distribution (PWEGD).
E. B. Nkemnole, E. M. Ikegwu
doaj   +1 more source

On Solutions Of Random Partial Differential Equations With Laplace Adomian Decomposition Method

Cumhuriyet Science Journal, 2023
In this study, random partial differential equations obtained by randomly choosing the coefficients or initial conditions of partial differential equations will be analyzed.
Mehmet Merdan, Nihal Atasoy
doaj   +1 more source

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
openaire   +4 more sources

Mixtures of Variance-Gamma Distributions

, 2013
A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of variance-gamma distributions is a special case of the recently developed mixture of generalized hyperbolic ...
McNicholas, Sharon M., McNicholas, Paul D., Browne, Ryan P.   +2 more
openaire   +2 more sources

Cumulant-Based Goodness-of-Fit Tests for the Tweedie, Bar-Lev and Enis Class of Distributions

Mathematics, 2023
The class of natural exponential families (NEFs) of distributions having power variance functions (NEF-PVFs) is huge (uncountable), with enormous applications in various fields.
Shaul K. Bar-Lev, Apostolos Batsidis, Jochen Einbeck, Xu Liu, Panpan Ren   +4 more
doaj   +1 more source

The Variance-Gamma Distribution: A Review

Statistical Science
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
openaire   +3 more sources