Some results of ruin probability for the classical risk process.
He, Yuanjiang, Li, Xucheng, Zhang, John (2003)
Journal of Applied Mathematics and Decision Sciences
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He, Yuanjiang, Li, Xucheng, Zhang, John (2003)
Journal of Applied Mathematics and Decision Sciences
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Bolesław Kopociński (1999)
Applicationes Mathematicae
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We define a multivariate negative binomial distribution (MVNB) as a bivariate Poisson distribution function mixed with a multivariate exponential (MVE) distribution. We focus on the class of MVNB distributions generated by Marshall-Olkin MVE distributions. For simplicity of notation we analyze in detail the class of bivariate (BVNB) distributions. In applications the standard data from [2] and [7] and data concerning parasites of birds from [4] are used.
Quiroz, A.J., Tapia, J.M. (2007)
Divulgaciones Matemáticas
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Cepeda Cuervo, Edilberto, Peláez Andrade, José Manuel (2004)
Revista Colombiana de Estadística
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Wong, Wing-Keung, Bian, Guorui (2000)
Journal of Applied Mathematics and Decision Sciences
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Anabela Marques, Ana Sousa Ferreira, Margarida G.M.S. Cardoso (2013)
Biometrical Letters
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In Discrete Discriminant Analysis one often has to deal with dimensionality problems. In fact, even a moderate number of explanatory variables leads to an enormous number of possible states (outcomes) when compared to the number of objects under study, as occurs particularly in the social sciences, humanities and health-related elds. As a consequence, classi cation or discriminant models may exhibit poor performance due to the large number of parameters to be estimated. In the present...
Drezner, Zvi, Marcoulides, George A., Stohs, Mark Hoven (2001)
Journal of Applied Mathematics and Decision Sciences
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Ahsanullah, M. (2009)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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Nguyen Bac-Van
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The regression model X(t),Y(t);t=1,...,n with random explanatory variable X is transformed by prescribing a partition of the given domain S of X-values and specifyingThrough the conditioningthe initial model with i.i.d. pairs (X(t),Y(t)),t=1,...,n, becomes a conditional fixed-design modelwhere the response variables are independent and distributed according to the mixed conditional distribution of Y given X at the observed value .Afterwards, we investigate the casewhich...
Guido F. Montúfar, Johannes Rauh (2014)
Kybernetika
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We compute the expected value of the Kullback-Leibler divergence of various fundamental statistical models with respect to Dirichlet priors. For the uniform prior, the expected divergence of any model containing the uniform distribution is bounded by a constant . For the models that we consider this bound is approached as the cardinality of the sample space tends to infinity, if the model dimension remains relatively small. For Dirichlet priors with reasonable concentration parameters...