Results 41 to 50 of about 11,771,558 (147)

A scale invariant clustering of genes on human chromosome 7

BMC Evolutionary Biology, 2004
Background Vertebrate genes often appear to cluster within the background of nontranscribed genomic DNA. Here an analysis of the physical distribution of gene structures on human chromosome 7 was performed to confirm the presence of clustering, and to ...
Kendal Wayne S
doaj   +1 more source

Bayesian Approach for Confidence Intervals of Variance on the Normal Distribution

International Journal of Mathematics and Mathematical Sciences, 2022
This research aims to compare estimating the confidence intervals of variance based on the normal distribution with the primary method and the Bayesian approach. The maximum likelihood is the well-known method to approximate variance, and the Chi-squared
Autcha Araveeporn
doaj   +1 more source

Approximating the Randomized Hitting Time Distribution of a Non-stationary Gamma Process [PDF]

The non-stationary gamma process is a non-decreasing stochastic process with independent increments. By this monotonic behavior this stochastic process serves as a natural candidate for modelling time-dependent phenomena such as degradation. In condition-
Nicolai, R.P., Frenk, J.B.G.
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Option Pricing Under the Variance Gamma Process [PDF]

In this dissertation we price European and American vanilla and barrier options assuming that the underlying follows the variance gamma process. We solve numerically the problem implementing a finite difference algorithm and we present numerical ...
Fiorani, Filo
core  

The variance of a poisson process of domains [PDF]

, 1986
A familiar relation links the densities that result for the intersection of a convex body and straight lines under uniform isotropic randomness with those that result under weighted randomness.
Kellerer, Albrecht M., A. M. Kellerer
core   +1 more source

On the Background Driving Lévy Density Associated with the General Tempered Stable Distribution: Theoretical Properties and Financial Applications

Mathematical and Computational Applications
This paper identifies and characterizes the background driving Lévy process (BDLP) associated with the Generalized Tempered Stable (GTS) distribution, a flexible seven-parameter family of infinitely divisible distributions with applications in physics ...
Aubain Nzokem, Daniel Maposa
doaj   +1 more source

A Poisson-Gamma Model for Zero Inflated Rainfall Data

Journal of Probability and Statistics, 2018
Rainfall modeling is significant for prediction and forecasting purposes in agriculture, weather derivatives, hydrology, and risk and disaster preparedness.
Nelson Christopher Dzupire, Philip Ngare, Leo Odongo   +2 more
doaj   +1 more source

The Variance Gamma Scaled Self-Decomposable Process in Actuarial Modelling [PDF]

A scaled self-decomposable stochastic process put forward by Carr, Geman, Madan and Yor (2007) is used to model long term equity returns and options prices.
Conall O'Sullivan, Michael Moloney
core  

Variance gamma process simulation and it's parameters estimation

, 2010
Variance gamma process is a three parameter process. Variance gamma process is simulated as a gamma time-change Brownian motion and as a difference of two independent gamma processes.
Kuzmina, A. V.
core   +1 more source

The return distribution of the variance gamma process

, 2011
This Demonstration shows the graphs of the density function of the unit period of a variance gamma process (red) and a Brownian motion process with drift (green).
Kozlowski, Andrzej
core   +3 more sources