Displaying similar documents to “Large deviations and isoperimetry over convex probability measures with heavy tails.”

φ PHI-divergences, sufficiency, Bayes sufficiency, and deficiency

Friedrich Liese (2012)

Kybernetika

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The paper studies the relations between φ -divergences and fundamental concepts of decision theory such as sufficiency, Bayes sufficiency, and LeCam’s deficiency. A new and considerably simplified approach is given to the spectral representation of φ -divergences already established in Österreicher and Feldman [28] under restrictive conditions and in Liese and Vajda [22], [23] in the general form. The simplification is achieved by a new integral representation of convex functions in terms...

The gamma-uniform distribution and its applications

Hamzeh Torabi, Narges Montazeri Hedesh (2012)

Kybernetika

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Up to present for modelling and analyzing of random phenomenons, some statistical distributions are proposed. This paper considers a new general class of distributions, generated from the logit of the gamma random variable. A special case of this family is the Gamma-Uniform distribution. We derive expressions for the four moments, variance, skewness, kurtosis, Shannon and Rényi entropy of this distribution. We also discuss the asymptotic distribution of the extreme order statistics,...

Chance constrained problems: penalty reformulation and performance of sample approximation technique

Martin Branda (2012)

Kybernetika

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We explore reformulation of nonlinear stochastic programs with several joint chance constraints by stochastic programs with suitably chosen penalty-type objectives. We show that the two problems are asymptotically equivalent. Simpler cases with one chance constraint and particular penalty functions were studied in [6,11]. The obtained problems with penalties and with a fixed set of feasible solutions are simpler to solve and analyze then the chance constrained programs. We discuss solving...