From the general affine transform family to a Pareto type IV model.

Hürlimann, Werner

Displaying similar documents to “From the general affine transform family to a Pareto type IV model.”

On the bilateral truncated exponential distribution.

Mihoc, Ion, Fătu, Cristina I. (2003)

Acta Universitatis Apulensis. Mathematics - Informatics

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Inference on overlap coefficients under the Weibull distribution : equal shape parameter

Obaid Al-Saidy, Hani M. Samawi, Mohammad F. Al-Saleh (2005)

ESAIM: Probability and Statistics

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In this paper we consider three measures of overlap, namely Matusia’s measure $ρ$ , Morisita’s measure $λ$ and Weitzman’s measure $Δ$ . These measures are usually used in quantitative ecology and stress-strength models of reliability analysis. Herein we consider two Weibull distributions having the same shape parameter and different scale parameters. This distribution is known to be the most flexible life distribution model with two parameters. Monte Carlo evaluations are used to study the bias...

When inflation causes no increase in claim amounts.

Brazauskas, Vytaras, Jones, Bruce L., Zitikis, Ričardas (2009)

Journal of Probability and Statistics

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On the relation between gnostical and probability theories

Zdeněk Fabián (1997)

Kybernetika

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A winner's mean earnings in lottery and inverse moments of the binomial distribution.

Drakakis, Konstantinos (2010)

Journal of Probability and Statistics

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On the concavity of the first NLPC transformation of unimodal symmetric random variables.

Berchio, Elvise, Goia, Aldo, Salinelli, Ernesto (2010)

Applied Mathematics E-Notes [electronic only]

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Large deviations for independent random variables – Application to Erdös-Renyi’s functional law of large numbers

Jamal Najim (2005)

ESAIM: Probability and Statistics

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A Large Deviation Principle (LDP) is proved for the family $\frac{1}{n} \sum_{1}^{n} 𝐟 (x_{i}^{n}) \cdot Z_{i}^{n}$ where the deterministic probability measure $\frac{1}{n} \sum_{1}^{n} δ_{x_{i}^{n}}$ converges weakly to a probability measure $R$ and ${(Z_{i}^{n})}_{i \in ℕ}$ are $ℝ^{d}$ -valued independent random variables whose distribution depends on $x_{i}^{n}$ and satisfies the following exponential moments condition: $sup_{i, n} 𝔼 e^{α^{*} | Z_{i}^{n} |} < + \infty forsome 0 < α^{*} < + \infty .$ In this context, the identification of the rate function is non-trivial due to the absence of equidistribution. We rely on fine convex analysis to address this issue. Among...

On some length biased inequalities for reliability measures.

Oluyede, Broderick O. (2000)

Journal of Inequalities and Applications [electronic only]

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Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks

Przemysław Klęsk (2010)

International Journal of Applied Mathematics and Computer Science

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Two known approaches to complexity selection are taken under consideration: n-fold cross-validation and structural risk minimization. Obviously, in either approach, a discrepancy between the indicated optimal complexity (indicated as the minimum of a generalization error estimate or a bound) and the genuine minimum of unknown true risks is possible. In the paper, this problem is posed in a novel quantitative way. We state and prove theorems demonstrating how one can calculate pessimistic...