Displaying similar documents to “Relations between distributions of random vibratory processes and distributions of their envelopes”

Some properties and applications of probability distributions based on MacDonald function

Oldřich Kropáč (1982)

Aplikace matematiky

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In the paper the basic analytical properties of the MacDonald function (the modified Bessel function of the second kind) are summarized and the properties of some subclasses of distribution functions based on MacDonald function, especially of the types x n K n ( x ) , x ≥ 0 , x n K n ( x x ) , x ∈ 𝐑 and x n + 1 K n ( x ) , x ≥ 0 are discussed. The distribution functions mentioned are useful for analytical modelling of composed (mixed) distributions, especially for products of random variables having distributions of the exponential type. Extensive and...

A note on the likelihood and moments of the skew-normal distribution.

Eliseo Martínez, Héctor Varela, Héctor W. Gómez, Heleno Bolfarine (2008)

SORT

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In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of...

A compound of the generalized negative binomial distribution with the generalized beta distribution

Tadeusz Gerstenkorn (2004)

Open Mathematics

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This paper presents a compound of the generalized negative binomial distribution with the generalized beta distribution. In the introductory part of the paper, we provide a chronological overview of recent developments in the compounding of distributions, including the Polish results. Then, in addition to presenting the probability function of the compound generalized negative binomial-generalized beta distribution, we present special cases as well as factorial and crude moments of some...