Page 1 Next

Displaying 1 – 20 of 28

Showing per page

Defects and transformations of quasi-copulas

Michal Dibala, Susanne Saminger-Platz, Radko Mesiar, Erich Peter Klement (2016)

Kybernetika

Six different functions measuring the defect of a quasi-copula, i. e., how far away it is from a copula, are discussed. This is done by means of extremal non-positive volumes of specific rectangles (in a way that a zero defect characterizes copulas). Based on these defect functions, six transformations of quasi-copulas are investigated which give rise to six different partitions of the set of all quasi-copulas. For each of these partitions, each equivalence class contains exactly one copula being...

Discrete generalized Liouville-type distribution and related multivariate distributions.

G. S. Lingappaiah (1984)

Trabajos de Estadística e Investigación Operativa

Discrete analogue of the Liouville distribution is defined and is termed as Discrete Generalized Liouville-Type Distribution (DGL-TD). Firstly, properties in its factorial and ordinary moments are given. Then by finding the covariance matrix, partial and multiple correlations for DGL-TD are evaluated. Multinomial, multivariate negative binomial and multivariate log series distributions are shown as particular cases of this general distribution. The asymptotic distribution of the estimates of the...

Discrete Lundberg-type bounds with actuarial applications

Kristina Sendova (2007)

ESAIM: Probability and Statistics

Different kinds of renewal equations repeatedly arise in connection with renewal risk models and variations. It is often appropriate to utilize bounds instead of the general solution to the renewal equation due to the inherent complexity. For this reason, as a first approach to construction of bounds we employ a general Lundberg-type methodology. Second, we focus specifically on exponential bounds which have the advantageous feature of being closely connected to the asymptotic behavior (for large...

Distorsion entre deux distributions d'une variable nominale

Éric Térouanne (1995)

Mathématiques et Sciences Humaines

On montre comment les outils classiquement utilisés pour parler de concentration d'une mesure par rapport à une autre, considérée comme référence, permettent d'introduire la notion de distorsion entre deux mesures, dans laquelle ces dernières jouent des rôles symétriques. Ceci permet de résoudre divers problèmes posés par l'étude des inégalités : évolutions paradoxales de deux sous-populations complémentaires, évaluation de la contribution de chaque modalité à la distorsion ou à son évolution.

Distribucion of range and quasi-range from double truncated exponential distribution.

P. C. Joshi, Narayanaswamy Balakrishnan (1984)

Trabajos de Estadística e Investigación Operativa

For a doubly truncated exponential distribution, the probability density function of a quasi-range is derived. From this the density of sample range is obtained as a special case. Expressions for the mean and variance of the range are also obtained.

Distribuciones continuas truncadas y sus funciones de medias.

Procopio Zoroa Terol, José María Ruiz Gómez (1982)

Trabajos de Estadística e Investigación Operativa

En un trabajo anterior [6], se estudiaron las funciones de medias de distribuciones generales. En el presente trabajo, limitándonos a distribuciones de tipo continuo, se resuelve completamente la caracterización de las funciones de medias y el problema de inversión de la transformación funcional que se estudia.

Distribuciones neutras, propensas y resistentes a datos atípicos.

Paloma Main Yaque (1987)

Trabajos de Estadística

Se analizan los conceptos de función de distribución propensa, neutra y resistente a producir datos atípicos dependiendo del comportamiento asintótico de la diferencia y la razón de los dos extremos superiores.Posteriormente se caracterizan las primeras definiciones con propiedades de la cola derecha de la función de distribución.

Currently displaying 1 – 20 of 28

Page 1 Next