Displaying similar documents to “Factorial study of a certain parametric distribution.”

Equivalencia de problemas de decisión.

Agustín García Nogales (1990)

Trabajos de Estadística

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En este trabajo se introduce una definición de equivalencia de problemas de decisión. Los resultados y ejemplos que presentamos muestran que esta definición de equivalencia se adapta bien a la metodología de la estadística.

Alternative definitions of conditional possibilistic measures

Ivan Kramosil (1998)

Kybernetika

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The aim of this paper is to survey and discuss, very briefly, some ways how to introduce, within the framework of possibilistic measures, a notion analogous to that of conditional probability measure in probability theory. The adjective “analogous” in the last sentence is to mean that the conditional possibilistic measures should play the role of a mathematical tool to actualize one’s degrees of beliefs expressed by an a priori possibilistic measure, having obtained some further information...

The importance of being the upper bound in the bivariate family.

Carles M. Cuadras (2006)

SORT

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Any bivariate cdf is bounded by the Fréchet-Hoeffding lower and upper bounds. We illustrate the importance of the upper bound in several ways. Any bivariate distribution can be written in terms of this bound, which is implicit in logit analysis and the Lorenz curve, and can be used in goodness-of-fit assesment. Any random variable can be expanded in terms of some functions related to this bound. The Bayes approach in comparing two proportions can be presented as the problem of choosing...

A Characterization of Uniform Distribution

Joanna Chachulska (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

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Is the Lebesgue measure on [0,1]² a unique product measure on [0,1]² which is transformed again into a product measure on [0,1]² by the mapping ψ(x,y) = (x,(x+y)mod 1))? Here a somewhat stronger version of this problem in a probabilistic framework is answered. It is shown that for independent and identically distributed random variables X and Y constancy of the conditional expectations of X+Y-I(X+Y > 1) and its square given X identifies uniform distribution either absolutely continuous...

Calculating the variance in Markov-processes with random reward.

Francisco Benito (1982)

Trabajos de Estadística e Investigación Operativa

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In this article we present a generalization of Markov Decision Processes with discreet time where the immediate rewards in every period are not deterministic but random, with the two first moments of the distribution given. Formulas are developed to calculate the expected value and the variance of the reward of the process, formulas which generalize and partially correct other results. We make some observations about the distribution of rewards for processes with limited...