Statistical models of earthquake occurrences
Z. Schenková (1982)
Acta Universitatis Carolinae. Mathematica et Physica
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Z. Schenková (1982)
Acta Universitatis Carolinae. Mathematica et Physica
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Sotirios Loukas, Evgenia H. Papageorgiou (1991)
Applications of Mathematics
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A four parameter trivariate Poisson distribution is considered. Recurrences for the probabilities and the partial derivatives of the probabilities with respect to the parameters are derived. Solutions of the maximum likelihood equations are obtaired and the determinant of their asymptotic covariance matrix is given. Applications of the maximum likelihood estimation technique to simulated data sets are also examined.
Katarzyna Steliga, Dominik Szynal (2015)
Applicationes Mathematicae
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In this paper we introduce compound α(t)-modified Poisson distributions. We obtain the compound Delaporte distribution as the special case of the compound α(t)-modified Poisson distribution. The characteristics of α(t)-modified Poisson and some compound distributions with gamma, exponential and Panjer summands are presented.
M. Majsnerowska (1998)
Applicationes Mathematicae
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One more method of Poisson approximation is presented and illustrated with examples concerning binomial, negative binomial and hypergeometric distributions.
Jean-Philippe Boucher, Montserrat Guillén (2009)
RACSAM
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H. Papageorgiou (1985)
Applicationes Mathematicae
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S Loukas (1991)
Applicationes Mathematicae
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W. Klonecki (1971)
Applicationes Mathematicae
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Alice Cleynen, Emilie Lebarbier (2014)
ESAIM: Probability and Statistics
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We consider the segmentation problem of Poisson and negative binomial (overdispersed Poisson) rate distributions. In segmentation, an important issue remains the choice of the number of segments. To this end, we propose a penalized -likelihood estimator where the penalty function is constructed in a non-asymptotic context following the works of L. Birgé and P. Massart. The resulting estimator is proved to satisfy an oracle inequality. The performances of our criterion is assessed using...
Eduard Bonet, David Nualart Rodón (1977)
Stochastica
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Mohamed M. Shoukri (1982)
Trabajos de Estadística e Investigación Operativa
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The bivariate forms of many important discrete probability distributions have been studied by many statisticians. The trinomial, the double Poisson, the bivariate negative binomial, and the bivariate logarithmic series distributions are in fact the bivariate generalizations of the well known univariate distributions. A systematic account of various families of distributions of bivariate discrete random variables have been given by Patil and Joshi (11), Johnson and Kotz (4), and Mardia...