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A curious integral.

Masson, David R. (1996)

International Journal of Mathematics and Mathematical Sciences

A model for proportions with medical applications

Saralees Nadarajah (2007)

Applicationes Mathematicae

Data that are proportions arise most frequently in biomedical research. In this paper, the exact distributions of R = X + Y and W = X/(X+Y) and the corresponding moment properties are derived when X and Y are proportions and arise from the most flexible bivariate beta distribution known to date. The associated estimation procedures are developed. Finally, two medical data sets are used to illustrate possible applications.

A multimodal beta distribution with application to economic data

Saralees Nadarajah, Samuel Kotz (2007)

Applicationes Mathematicae

Beta distributions are popular models for economic data. In this paper, a new multimodal beta distribution with bathtub shaped failure rate function is introduced. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Finally, an application to consumer price indices...

Drought models based on Burr XII variables

Saralees Nadarajah, B. M. Golam Kibria (2006)

Applicationes Mathematicae

Burr distributions are some of the most versatile distributions in statistics. In this paper, a drought application is described by deriving the exact distributions of U = XY and W = X/(X+Y) when X and Y are independent Burr XII random variables. Drought data from the State of Nebraska are used.

Estimation in models driven by fractional brownian motion

Corinne Berzin, José R. León (2008)

Annales de l'I.H.P. Probabilités et statistiques

Let {bH(t), t∈ℝ} be the fractional brownian motion with parameter 0<H<1. When 1/2<H, we consider diffusion equations of the type X(t)=c+∫0tσ(X(u)) dbH(u)+∫0tμ(X(u)) du. In different particular models where σ(x)=σ or σ(x)=σ  x and μ(x)=μ or μ(x)=μ  x, we propose a central limit theorem for estimators of H and of σ based on regression methods. Then we give tests of the hypothesis on σ for these models. We also consider functional estimation on σ(⋅)...

Exact and approximate distributions for the product of Dirichlet components

Saralees Nadarajah, Samuel Kotz (2004)

Kybernetika

It is well known that X / ( X + Y ) has the beta distribution when X and Y follow the Dirichlet distribution. Linear combinations of the form α X + β Y have also been studied in Provost and Cheong [S. B. Provost and Y.-H. Cheong: On the distribution of linear combinations of the components of a Dirichlet random vector. Canad. J. Statist. 28 (2000)]. In this paper, we derive the exact distribution of the product P = X Y (involving the Gauss hypergeometric function) and the corresponding moment properties. We also propose...

Factorial study of a certain parametric distribution.

A. Y. Yehia, K. I. Hamouda, Assem A. Tharwat (1991)

Trabajos de Estadística

The general theory of factorial analysis of continuous correspondance (FACC) is used to investigate the binary case of a continuous probability measure defined as:T(x,y) = ayn + b, (x,y) ∈ D & n ∈ N = 0, elsewhereWhere n ≥ 0, a and b are the parameters of this distribution, while the domain D is a variable trapezoidal inscribed in the unit square. The trapezoid depends on two parameters α and β.This problem is solved. As special cases of our problem we obtain a complete solution for...

Information Matrix for Beta Distributions

Aryal, Gokarna, Nadarajah, Saralees (2004)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 33C90, 62E99.The Fisher information matrix for three generalized beta distributions are derived.

Integrals involving Hermite polynomials, generalized hypergeometric series and Fox's H-function, and Fourier-Hermite series for products of generalized hypergeometric functions

Sadhana Mishra (1991)

Annales Polonici Mathematici

We evaluate an integral involving an Hermite polynomial, a generalized hypergeometric series and Fox's H-function, and employ it to evaluate a double integral involving Hermite polynomials, generalized hypergeometric series and the H-function. We further utilize the integral to establish a Fourier-Hermite expansion and a double Fourier-Hermite expansion for products of generalized hypergeometric functions.

Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.

Saralees Nadarajah, Samuel Kotz (2005)

SORT

We derive the exact distributions of R = X + Y, P = X Y and W = X / (X + Y) and the corresponding moment properties when X and Y follow Muliere and Scarsini's bivariate Pareto distribution. The expressions turn out to involve special functions. We also provide extensive tabulations of the percentage points associated with the distributions. These tables -obtained using intensive computer power- will be of use to the practitioners of the bivariate Pareto distribution.

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