Displaying similar documents to “The Bayesian approach to the combination of forecasts: some extensions into a skewed environment.”

A note on the convolution of inverted-gamma distributions with applications to the Behrens-Fisher distribution.

Francisco Javier Girón, Carmen del Castillo (2001)

RACSAM

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La distribución de Behrens-Fisher generalizada se define como convolución de dos distribuciones t de Student y se relaciona con la distribución gamma invertida por medio de un teorema de representación como una mixtura, respecto del parámetro de escala, de distribuciones normales cuando la distribución de mezcla es la convolución de dos distribuciones gamma invertidas. Un resultado importante de este artículo establece que la distribución de Behrens-Fisher con grados de libertad impares...

A study of the tangent space model of the von Mises-Fisher distrubution.

A. Chakak, L. Imhali (2003)

RACSAM

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For a random rotation X = M e where M is a 3 x 3 rotation, ε is a trivariate random vector, and φ(ε) is a skew symmetric matrix, the least squares criterion consists of seeking a rotation M called the mean rotation minimizing tr[(M - E(X)) (M - E(X))]. Some conditions on the distribution of ε are set so that the least squares estimator is unbiased. Of interest is when ε is normally distributed N(0;Σ). Unbiasedness of the least squares estimator is dealt with according to eigenvalues...

Probability of reversal in an election with more than two candidates.

Vijay K. Rohatgi (1982)

Trabajos de Estadística e Investigación Operativa

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Consider an election with three candidates A, A and A. Suppose that N is the total number of votes cast of which A receives a votes, A receives a votes and A receives a = N - (a + a) votes. We assume without loss of generality that a > a > a. Suppose further that n votes are irregular or suspect. If these votes are removed it is possible that the result of the election may be reversed. Does such a possibility preclude the determination of the rightful winner without holding...

Bayesian survival analysis based on the Rayleigh model.

Samir K. Bhattacharya, K. Tyagi Ravinder (1990)

Trabajos de Estadística

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In this paper, the Bayesian analysis of the survival data arising from a Rayleigh model is carried out under the assumption that the clinical study based on n patients is terminated at the d death, for some preassigned d (0 < d ≤ n), resulting in the survival times t ≤ t ≤ ... ≤ t, and (n - d) survivors. For the prior knowledge about the Rayleigh parameter, the gamma density, the inverted gamma density, and the beta density of the second kind are respectively assumed, and for...

Affinity between complex distribution functions.

Antonio Dorival Campos (1987)

Trabajos de Estadística

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By analogy to the real case established by Matusita (1955) we introduce the concept of affinity between two complex distribution functions. We also establish a concrete expression for the affinity between two complex k-variate normal distributions when the covariance matrices assume a special form. Generalizations of these results are presented and the expressions here obtained are compared with those obtained by Matusita (1966, 1967) relative to the affinity between real k-variate normal...