1# Library to Find Best eBook for Read
Author : Tomasz J. Kozubowski
Release : 2010
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Multivariate Generalized Laplace Distributions and Related Random Fields by : Tomasz J. Kozubowski
Download or read book Multivariate Generalized Laplace Distributions and Related Random Fields written by Tomasz J. Kozubowski. This book was released on 2010. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alexander Zeifman
Release : 2021-03-05
Genre : Mathematics
Kind : eBook
Book Rating : 524/5 ( reviews)
Book Synopsis Stability Problems for Stochastic Models: Theory and Applications by : Alexander Zeifman
Download or read book Stability Problems for Stochastic Models: Theory and Applications written by Alexander Zeifman. This book was released on 2021-03-05. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.
Author : Tomasz J. Kozubowski
Release : 2001
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis A Multivariate and Asymmetric Generalization of Laplace Distribution by : Tomasz J. Kozubowski
Download or read book A Multivariate and Asymmetric Generalization of Laplace Distribution written by Tomasz J. Kozubowski. This book was released on 2001. Available in PDF, EPUB and Kindle. Book excerpt: Consider a sum of independent and identically distributed random vectors with finite second moments, where the number of terms has a geometric distribution independent of the summands. We show that the class of limiting distributions of such random sums, as the number of terms converges to infinity, consists of multivariate asymmetric distributions that are natural generalizations of univariate Laplace laws. We call these limits multivariate asymmetric Laplace laws. We give an explicit form of their multidimensional densities and show representations that effectively facilitate computer simulation of variates from this class. We also discuss the relation to other formerly considered classes of distributions containing Laplace laws.
Author :
Release : 2019-08-20
Genre : Mathematics
Kind : eBook
Book Rating : 125/5 ( reviews)
Book Synopsis Conceptual Econometrics Using R by :
Download or read book Conceptual Econometrics Using R written by . This book was released on 2019-08-20. Available in PDF, EPUB and Kindle. Book excerpt: Conceptual Econometrics Using R, Volume 41 provides state-of-the-art information on important topics in econometrics, including quantitative game theory, multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, productivity and financial market jumps and co-jumps, among others. - Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society - Includes descriptions and links to resources and free open source R, allowing readers to not only use the tools on their own data, but also jumpstart their understanding of the state-of-the-art
Author : Samuel Kotz
Release : 2004
Genre : Mathematics
Kind : eBook
Book Rating : 153/5 ( reviews)
Book Synopsis Beyond Beta by : Samuel Kotz
Download or read book Beyond Beta written by Samuel Kotz. This book was released on 2004. Available in PDF, EPUB and Kindle. Book excerpt: Statistical distributions are fundamental to Statistical Science and are a prime indispensable tool for its applications. This monograph is the first to examine an important but somewhat neglected field — univariate continuous distribution on a bounded domain, excluding the beta distribution. It provides an elementary but thorough discussion of “novel” contributions developed in recent years, such as the two-sided power, generalized trapezoidal and generalized Topp and Leone distributions, among others. It discusses a general framework for constructing two-sided distributions and some of its properties. It contains a comprehensive chapter on the triangular distribution as well as a chapter on earlier extensions not emphasized in existing literature. Special attention is given to estimation, in particular, non-standard maximum likelihood procedures. The applications are drawn mainly from the econometric and engineering domains.
