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The Inverse Weibull Survival Distribution and its Proper Application
Mean residual life Model selection UBT shaped hazard rate
2013/6/14
The peculiar properties of the Inverse Weibull (IW) distribution are shown. It is proven that the IW distribution is one of the few models having upside- down bathtub (UBT) shaped hazard function. Thr...
Informative Bayesian inference for the skew-normal distribution
Bayesian inference Gibbs sampling Markov Chain Monte Carlo Multivariate skew-normal distribution Stochastic representation of the skew-normal Uni
2013/6/14
Motivated by the analysis of the distribution of university grades, which is usually asymmetric, we discuss two informative priors for the shape parameter of the skew-normal distribution, showing that...
The problem of estimating the number of unique types or distinct species in a group occurs in many fields, but is not a straightforward one. Given an arbitrary probabilistic distribution of entries to...
Using GPU Simulation to Accurately Fit to the Power-Law Distribution
Zipf distribution power law Kolmogorov-Smirnov test parallel computing simulation graph-ics processing unit programming
2013/6/14
This article describes a methodology for fitting experimental data to the discrete power-law distribution and provides the results of a detailed simulation exercise used to calculate accurate cutoff v...
Distribution and Symmetric Distribution Regression Model for Histogram-Valued Variables
data with variability linear regression Symbolic Data Analysis quantile functions Mallows distance
2013/4/28
Histogram-valued variables are a particular kind of variables studied in Symbolic Data Analysis where to each entity under analysis corresponds a distribution that may be represented by a histogram or...
Moments of the Riesz distribution
Wishart distribution Riesz distribution random matrix,expectation variance-covariance matrix.
2013/4/28
This article derives the first two moments of the two versions of the Riesz distribution in the terms of their characteristic functions.
Weighted estimation of the dependence function for an extreme-value distribution
bivariate extreme dependence function jackknife empirical likelihood method
2013/4/28
Bivariate extreme-value distributions have been used in modeling extremes in environmental sciences and risk management. An important issue is estimating the dependence function, such as the Pickands ...
Approximation for the Distribution of Three-dimensional Discrete Scan Statistic
Approximation for the Distribution Three-dimensional Discrete Scan Statistic
2013/4/27
We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribut...
Adaptive quantile estimation in deconvolution with unknown error distribution
Deconvolution Quantile and distribution function Adaptive es-timation Minimax convergence rates Random Fourier multiplier
2013/4/27
We study the problem of quantile estimation in deconvolution with ordinary smooth error distributions. In particular, we focus on the more realistic setup of unknown error distributions. We develop a ...
Smoothing effect of Compound Poisson approximation to distribution of weighted sums
characteristic function concentration function compound Poisson distribution Kolmogorov norm weighted random variables.
2013/4/27
The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated.
Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights...