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Showing 1 to 20 of 90 for “"Joint Distribution"”.
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The joint distribution of the maximum and duration of stochastic events driven by Pareto II observations
We study the joint distribution of X and N, where N has the geometric distribution and X is the maximum of the N independent and identically distributed Pareto II (Lomax) observations. The bivariate distribution is referred to as the geometric Marshall-Olkin Lomax distribution (GMOL). A related …
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Joint distribution of X and X(n) for a random sample from the standard normal distribution with applications to a variables sampling inspection procedure which guarantees acceptance of perfectly screened lots.
In this paper, tables of the joint distribution of the sample mean and the largest observation in a sample for a random sample from the standard normal distribution are presented for a variables sampling inspection procedure which guarantees acceptance of perfectly screened lots. The quality of …
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Copula-Based Zero-Inflated Count Time Series Models
… be considered.</p> <p>For the first class, the joint distribution is modeled under Gaussian copula with autoregression moving average (ARMA) errors. Relationship between the autocorrelation function of the zero-inflated counts and the errors is studied. Sequential sampling likelihood inference …
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Toward improved tropical cyclone intensity forecasts : probabilistic prediction, predictability, and the role of verification
… limited view of forecast quality relative to the joint distribution of forecasts and observations. Analysis of the joint distribution reveals the profound influence of MAE-driven TC intensity forecast system development on the quality of operational predictions. Furthermore, the joint distribution …
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Topics in the Theory of Q-Additive and Q-Multiplicative Functions
… Part III, we present some numerical data on the joint distribution problem studied in Part II. The calculations were performed using the MATHEMATICA software program.
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Bias-Free Joint Simulation of Multi-Factor Short Rate Models and Discount Factor
… Specifically, the focus is on deriving the joint distribution of the short rate and the discount factor, so that an exact and unbiased simulation scheme can be derived for risk-neutral valuation. We see that the derivation of the joint distribution remains tractable when working with the …
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Source-channel coding for coordination over a noisy two-node network
… context of coordination. To that end, a general joint scheme to achieve the strong notion of coordination over a discrete memoryless channel is introduced. The strong coordination notion requires that the L_1 distance between the induced joint distribution of action sequences selected by the …
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Urban transportation networks : analytical modeling of spatial dependencies and calibration techniques for stochastic traffic simulators
Exact numerical evaluation of the stationary joint queue-length distribution of a Markovian finite capacity network with arbitrary size and topology can be obtained numerically. Nonetheless, the main challenge to such an approach remains the dimensionality of the joint distribution, which is …
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Analytic Study of Performance of Error Estimators for Linear Discriminant Analysis with Applications in Genomics
… concerned with the analytical formulation of the joint distribution of the true error of misclassification and two of its commonly used estimators, resubstitution and leave-one-out, as well as their marginal and mixed moments, in the context of the Linear Discriminant Analysis (LDA) classification …
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The value of information in shortest path optimization/
… construct the communication system so that the joint distribution between the source and the information is "optimal" in the sense that it minimizes the average error of the estimate. Due to resource limitations such as cost, power, or time, estimation quality is constrained in the sense that …
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An application of the principle of inclusion and exclusion
… λ<sub>α</sub> requires only the knowledge of the distribution(s) of the variates under consideration. The lower bound, however, requires also the joint distribution(s) of pairs of the variates. Since the joint distribution is often difficult to calculate, an approximation technique may be …
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Co-generation with GANs using AIS based HMC
… configuration for a subset of variables of a joint distribution given the remaining ones – which we refer to as co-generation – is an important challenge that is computationally demanding for all but the simplest settings. This task has received a considerable amount of attention, particularly …
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STRUCTURAL RELIABILITY ANALYSIS BASED ON MAXIMUM ENTROPY DISTRIBUTION WITH FRACTIONAL MOMENTS
… is particularly useful for modelling the joint distribution of structural input parameters; with potential to predict failure probability of structural systems with multiple failure modes. An improved multivariate maximum entropy distribution with fractional moment constraints is proposed …
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Theoretical and Applied Essays on the Instrumental Variable Method
… well-specified statistical model defined on the joint distribution of the involved random variables as the actual (local) data generation process. This reveals the covariance structure of the error terms of the usual theory-driven instrumental variable model. The revealed covariance structure of …
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Monte Carlo Experiments on Maximum entropy Constructive Ensembles for Time Series Analysis and Inference
… of stationarity. This assumption says that the distribution function of the process remains unchanged when shifted in time by an arbitrary value, imposing perfect time-homogeneity. In terms of the joint distribution, stationarity implies that the date of the first time index is not relevant. …
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Semi-Parametric Likelihood Functions for Bivariate Survival Data
… characterization of multivariate survival distributions is still a growing area of research. The aim of this thesis is to investigate a joint probability distribution that can be derived for modeling nonnegative related random variables. We restrict the marginals to a specified lifetime …
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Distributed correlation generators
… wish to simulate unbounded samples from a joint distribution D = Di x D2 X ... x D[subscript n], once they are initialized using randomness sampled from a (possibly different) correlated distribution. We wish to ensure that these samples are computationally indistinguishable from i.i.d. …
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Statistics on pattern-avoiding permutations
… certain statistics. Our first result is that the joint distribution of the pair of statistics 'number of fixed points' and 'number of excedances' is the same in 321-avoiding as in 132-avoiding permutations. This generalizes a recent result of Robertson, Saracino and Zeilberger, for which we also …
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Shrinkage Estimation for Aalen's Additive Model
… shrinkage estimators. We develop the asymptotic joint distribution of such restricted and unrestricted estimators and use it for studying the relative performance of the proposed estimators via their asymptotic distributional biases and risks. We conduct Monte Carlo simulations to examine …
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