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1-Lipschitz aggregation operators and quasi-copulas

Anna Kolesárová (2003)

Kybernetika

In the paper, binary 1-Lipschitz aggregation operators and specially quasi-copulas are studied. The characterization of 1-Lipschitz aggregation operators as solutions to a functional equation similar to the Frank functional equation is recalled, and moreover, the importance of quasi-copulas and dual quasi-copulas for describing the structure of 1-Lipschitz aggregation operators with neutral element or annihilator is shown. Also a characterization of quasi-copulas as solutions to a certain functional...

A characterization of probability measures by f-moments

K. Urbanik (1996)

Studia Mathematica

Given a real-valued continuous function ƒ on the half-line [0,∞) we denote by P*(ƒ) the set of all probability measures μ on [0,∞) with finite ƒ-moments ʃ 0 ƒ ( x ) μ * n ( d x ) (n = 1,2...). A function ƒ is said to have the identification propertyif probability measures from P*(ƒ) are uniquely determined by their ƒ-moments. A function ƒ is said to be a Bernstein function if it is infinitely differentiable on the open half-line (0,∞) and ( - 1 ) n ƒ ( n + 1 ) ( x ) is completely monotone for some nonnegative integer n. The purpose of this paper...

A Characterization of Uniform Distribution

Joanna Chachulska (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

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 or discrete....

A compound of the generalized negative binomial distribution with the generalized beta distribution

Tadeusz Gerstenkorn (2004)

Open Mathematics

This paper presents a compound of the generalized negative binomial distribution with the generalized beta distribution. In the introductory part of the paper, we provide a chronological overview of recent developments in the compounding of distributions, including the Polish results. Then, in addition to presenting the probability function of the compound generalized negative binomial-generalized beta distribution, we present special cases as well as factorial and crude moments of some compound...

A generalized bivariate lifetime distribution based on parallel-series structures

Vahideh Mohtashami-Borzadaran, Mohammad Amini, Jafar Ahmadi (2019)

Kybernetika

In this paper, a generalized bivariate lifetime distribution is introduced. This new model is constructed based on a dependent model consisting of two parallel-series systems which have a random number of parallel subsystems with fixed components connected in series. The probability that one system fails before the other one is measured by using competing risks. Using the extreme-value copulas, the dependence structure of the proposed model is studied. Kendall's tau, Spearman's rho and tail dependences...

A geometry on the space of probabilities (II). Projective spaces and exponential families.

Henryk Gzyl, Lázaro Recht (2006)

Revista Matemática Iberoamericana

In this note we continue a theme taken up in part I, see [Gzyl and Recht: The geometry on the class of probabilities (I). The finite dimensional case. Rev. Mat. Iberoamericana 22 (2006), 545-558], namely to provide a geometric interpretation of exponential families as end points of geodesics of a non-metric connection in a function space. For that we characterize the space of probability densities as a projective space in the class of strictly positive functions, and these will be regarded as a...

A method constructing density functions: the case of a generalized Rayleigh variable

Viorel Gh. Vodă (2009)

Applications of Mathematics

In this paper we propose a new generalized Rayleigh distribution different from that introduced in Apl. Mat. 47 (1976), pp. 395–412. The construction makes use of the so-called “conservability approach” (see Kybernetika 25 (1989), pp. 209–215) namely, if X is a positive continuous random variable with a finite mean-value E ( X ) , then a new density is set to be f 1 ( x ) = x f ( x ) / E ( X ) , where f ( x ) is the probability density function of X . The new generalized Rayleigh variable is obtained using a generalized form of the exponential...

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 new family of compound lifetime distributions

A. Asgharzadeh, Hassan S. Bakouch, Saralees Nadarajah, L. Esmaeili (2014)

Kybernetika

In this paper, we introduce a general family of continuous lifetime distributions by compounding any continuous distribution and the Poisson-Lindley distribution. It is more flexible than several recently introduced lifetime distributions. The failure rate functions of our family can be increasing, decreasing, bathtub shaped and unimodal shaped. Several properties of this family are investigated including shape characteristics of the probability density, moments, order statistics, (reversed) residual...

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