All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 8 Next

Displaying 141 – 160 of 744

Showing per page

Bayesian Prediction of Weibull Distribution Based on Fixed and Random Sample Size

Ellah, A. H. Abd (2009)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 62E16, 65C05, 65C20.We consider the problem of predictive interval for future observations from Weibull distribution. We consider two cases they are: (i) fixed sample size (FSS), (ii) random sample size (RSS). Further, we derive the predictive function for both FSS and RSS in closed forms. Next, the upper and lower 1%, 2.5%, 5% and 10% critical points for the predictive functions are calculated. To show the usefulness of our results, we present some simulation...

Behavior of the Euler scheme with decreasing step in a degenerate situation

Vincent Lemaire (2007)

ESAIM: Probability and Statistics

The aim of this short note is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the diffusion coefficient are vanish simultaneously.

Binary segmentation and Bonferroni-type bounds

Michal Černý (2011)

Kybernetika

We introduce the function Z ( x ; ξ , ν ) : = ∫ - ∞ x ϕ ( t - ξ ) · Φ ( ν t ) d t , where ϕ and Φ are the pdf and cdf of N ( 0 , 1 ) , respectively. We derive two recurrence formulas for the effective computation of its values. We show that with an algorithm for this function, we can efficiently compute the second-order terms of Bonferroni-type inequalities yielding the upper and lower bounds for the distribution of a max-type binary segmentation statistic in the case of small samples (where asymptotic results do not work), and in general for max-type random variables...

Boundary conditions on artificial frontiers for incompressible and compressible Navier-Stokes equations

Charles-Henri Bruneau (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Non reflecting boundary conditions on artificial frontiers of the domain are proposed for both incompressible and compressible Navier-Stokes equations. For incompressible flows, the boundary conditions lead to a well-posed problem, convey properly the vortices without any reflections on the artificial limits and allow to compute turbulent flows at high Reynolds numbers. For compressible flows, the boundary conditions convey properly the vortices without any reflections on the artificial limits...

Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process

Jean-Marc Azaïs, Christine Cierco-Ayrolles, Alain Croquette (2010)

ESAIM: Probability and Statistics

This paper uses the Rice method [18] to give bounds to the distribution of the maximum of a smooth stationary Gaussian process. We give simpler expressions of the first two terms of the Rice series [3,13] for the distribution of the maximum. Our main contribution is a simpler form of the second factorial moment of the number of upcrossings which is in some sense a generalization of Steinberg et al.'s formula ([7] p. 212). Then, we present a numerical application and asymptotic expansions...

Censored regression models with double exponential error distributions: an iterattive estimation procedure based on medians for correcting bias.

Carmen Anido, Teófilo Valdés (2000)

Revista Matemática Complutense

In this paper, we consider a simple iterative estimation procedure for censored regression models with symmetrical exponential error distributions. Although each step requires to impute the censored data with conditional medians, its tractability is guaranteed as well as its convergence at geometrical rate. Finally, as the final estimate coincides with a Huber M-estimator, its consistency and asymptotic normality are easily proved.

Chance constrained optimal beam design: Convex reformulation and probabilistic robust design

Jakub Kůdela, Pavel Popela (2018)

Kybernetika

In this paper, we are concerned with a civil engineering application of optimization, namely the optimal design of a loaded beam. The developed optimization model includes ODE-type constraints and chance constraints. We use the finite element method (FEM) for the approximation of the ODE constraints. We derive a convex reformulation that transforms the problem into a linear one and find its analytic solution. Afterwards, we impose chance constraints on the stress and the deflection of the beam....

Change-point estimation from indirect observations. 2. Adaptation

A. Goldenshluger, A. Juditsky, A. Tsybakov, A. Zeevi (2008)

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

We focus on the problem of adaptive estimation of signal singularities from indirect and noisy observations. A typical example of such a singularity is a discontinuity (change-point) of the signal or of its derivative. We develop a change-point estimator which adapts to the unknown smoothness of a nuisance deterministic component and to an unknown jump amplitude. We show that the proposed estimator attains optimal adaptive rates of convergence. A simulation study demonstrates reasonable practical...

Checking proportional rates in the two-sample transformation model

David Kraus (2009)

Kybernetika

Transformation models for two samples of censored data are considered. Main examples are the proportional hazards and proportional odds model. The key assumption of these models is that the ratio of transformation rates (e. g., hazard rates or odds rates) is constant in time. A~method of verification of this proportionality assumption is developed. The proposed procedure is based on the idea of Neyman's smooth test and its data-driven version. The method is suitable for detecting monotonic as well...

Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems

Markos A. Katsoulakis, Petr Plecháč, Luc Rey-Bellet, Dimitrios K. Tsagkarogiannis (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

The primary objective of this work is to develop coarse-graining schemes for stochastic many-body microscopic models and quantify their effectiveness in terms of a priori and a posteriori error analysis. In this paper we focus on stochastic lattice systems of interacting particles at equilibrium. The proposed algorithms are derived from an initial coarse-grained approximation that is directly computable by Monte Carlo simulations, and the corresponding numerical error is calculated using the...

Currently displaying 141 – 160 of 744