Remarques sur une formule de Paul Lévy
Remodified Bessel functions via coincidences and near coincidences.
Reproducibility in the One-Parameter Exponential Family.
Rozdělení a mnohorozměrná geometrie
V článku odvozujeme hustotu rozdělení s využitím -rozměrné geometrie. Oproti obvyklejším metodám k tomu nepotřebujeme předpoklad normality, postačující je nezávislost mnohorozměrného rozdělení na směru. Kromě základů diferenciálního počtu použijeme k odvození jen vzorec pro povrch -rozměrné koule. Tento přístup byl inspirován metodami R. A. Fishera.
Sample -copula of order
In this paper we analyze the construction of -copulas including the ideas of Cuculescu and Theodorescu [5], Fredricks et al. [15], Mikusiński and Taylor [25] and Trutschnig and Fernández-Sánchez [33]. Some of these methods use iterative procedures to construct copulas with fractal supports. The main part of this paper is given in Section 3, where we introduce the sample -copula of order with , the central idea is to use the above methodologies to construct a new copula based on a sample. The...
Self-decomposable probability measures on Banach spaces
Semicopulæ
We define the notion of semicopula, a concept that has already appeared in the statistical literature and study the properties of semicopulas and the connexion of this notion with those of copula, quasi-copula, -norm.
Semicopulas: characterizations and applicability
We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopula is given and two applications in the theory of fuzzy measures and stochastic processes are given.
Semi-stable probability measures on
Sets of determination for parabolic functions on a half-space
We characterize all subsets of such that for every bounded parabolic function on . The closely related problem of representing functions as sums of Weierstrass kernels corresponding to points of is also considered. The results provide a parabolic counterpart to results for classical harmonic functions in a ball, see References. As a by-product the question of representability of probability continuous distributions as sums of multiples of normal distributions is investigated.
Seules les affinités préservent le type de la loi gamma à paramètre entier
Shuffles of Min.
Copulas are functions which join the margins to produce a joint distribution function. A special class of copulas called shuffles of Min is shown to be dense in the collection of all copulas. Each shuffle of Min is interpreted probabilistically. Using the above-mentioned results, it is proved that the joint distribution of any two continuously distributed random variables X and Y can be approximated uniformly, arbitrarily closely by the joint distribution of another pair X* and Y* each of which...
Small perturbations with large effects on value-at-risk
We show that in the delta-normal model there exist perturbations of the Gaussian multivariate distribution of the returns of a portfolio such that the initial marginal distributions of the returns are statistically undistinguishable from the perturbed ones and such that the perturbed V@R is close to the worst possible V@R which, under some reasonable assumptions, is the sum of the V@Rs of each of the portfolio assets.
Smoothing metrics for measures on groups
Solution of the marginal problem and decomposable distributions
Some functional equations in the space of uniform distribution functions.
Some inequalities and bounds for weighted reliability measures.
Some Notes on the Non-central Negative Binomial Distribution.
Some properties and applications of the stuttering generalized Waring distribution.
Some properties of the proportional odds model
Marshall and Olkin (1997) introduced a new family of distributions by adding a tilt parameter. The same family was obtained by Kirmani and Gupta (2001) as the proportional odds model, which had been proposed by Clayton (1974). In this paper, stochastic ordering of distributions from this class and preservation of classes of life distributions by adding a parameter are obtained. The proportional odds family is also considered as a family of weighted distributions.