Displaying similar documents to “On a form of bi-variate-t distribution.”

A note on the likelihood and moments of the skew-normal distribution.

Eliseo Martínez, Héctor Varela, Héctor W. Gómez, Heleno Bolfarine (2008)

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In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of...

Goodness of fit tests for the skew-Laplace distribution.

Pedro Puig, Michael A. Stephens (2007)

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The skew-Laplace distribution is frequently used to fit the logarithm of particle sizes and it is also used in Economics, Engineering, Finance and Biology. We show the Anderson-Darling and Cramér-von Mises goodness of fit tests for this distribution.

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...

The Bayesian approach to the combination of forecasts: some extensions into a skewed environment.

Gerrit K. Janssens (1987)

Trabajos de Estadística

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Where a decision-maker has to rely on expert opinions a need for a normative model to combine these forecasts appears. This can be done using Bayes' formula and by making some assumptions on the prior distribution and the distribution of the expert assessments. We extend the case to skewed distributions of these assessments. By using an Edgeworth expansion of the density function including the skewness parameter, we are able to obtain the formula to combine the forecasts in a Bayesian...

On a property of the F distribution.

Alfred E. Crofts Jr. (1982)

Trabajos de Estadística e Investigación Operativa

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Suppose that U has an F distribution with ν and ν degrees of freedom. It is well known that as ν approaches infinity, the limiting distribution of νU is chi-square with ν degrees of freedom.