Displaying similar documents to “A composite Exponential-Pareto distribution.”

Generalized probability functions.

Souto Martinez, Alexandre, Silva González, Rodrigo, Sangaletti Terçariol, César Augusto (2009)

Advances in Mathematical Physics

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Characterizations of the exponential distribution based on certain properties of its characteristic function

Simos G. Meintanis, George Iliopoulos (2003)

Kybernetika

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Two characterizations of the exponential distribution among distributions with support the nonnegative real axis are presented. The characterizations are based on certain properties of the characteristic function of the exponential random variable. Counterexamples concerning more general possible versions of the characterizations are given.

Testing on the first-order autoregressive model with contaminated exponential white noise finite sample case

Hocine Fellag (2001)

Discussiones Mathematicae Probability and Statistics

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The testing problem on the first-order autoregressive parameter in finite sample case is considered. The innovations are distributed according to the exponential distribution. The aim of this paper is to study how much the size of this test changes when, at some time k, an innovation outlier contaminant occurs. We show that the test is rather sensitive to these changes.

Exponential smoothing and resampling techniques in time series prediction

Maria Manuela Neves, Clara Cordeiro (2010)

Discussiones Mathematicae Probability and Statistics

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Time series analysis deals with records that are collected over time. The objectives of time series analysis depend on the applications, but one of the main goals is to predict future values of the series. These values depend, usually in a stochastic manner, on the observations available at present. Such dependence has to be considered when predicting the future from its past, taking into account trend, seasonality and other features of the data. Some of the most successful forecasting...

Compound geometric and Poisson models

Nooshin Hakamipour, Sadegh Rezaei, Saralees Nadarajah (2015)

Kybernetika

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Many lifetime distributions are motivated only by mathematical interest. Here, eight new families of distributions are introduced. These distributions are motivated as models for the stress of a system consisting of components working in parallel/series and each component has a fixed number of sub-components working in parallel/series. Mathematical properties and estimation procedures are derived for one of the families of distributions. A real data application shows superior performance...