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Showing 1 to 20 of 30 for “"Moment generating"”.
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Weighted Inverse Weibull and Beta-Inverse Weibull Distribution
… the hazard function, reverse hazard function, moments, moment generating function, coefficient of variation, coefficient of skewness, coefficient of kurtosis, Fisher information and Shanon entropy are studied. The estimation for the parameters of the length-biased inverse Weibull distribution …
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Practical Aspects Of Kernel Smoothing For Binary Regression And Density Estimation
… This knowledge is encapsulated in the moment generating function, and it is demonstrated that, in most circumstances, the use of the empirical moment generating function and related functions is superior to kernel smoothed estimates.
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ΜΟΝΟΔΙΑΣΤΑΤΕΣ ΚΑΙ ΠΟΛΥΔΙΑΣΤΑΤΕΣ ΚΑΤΑΝΟΜΕΣ POLYA ΚΑΙ ΑΝΑΣΤΡΟΦΗ POLYA ΤΑΞΕΩΣ Κ
… ORDER K ON THE INTEGERS 1,....,K. WE DERIVE THE MOMENT GENERATING FUNCTIONS, MEANS AND VARIANCES OF THESE DISTRIBUTIONS, WE ESTABLISH SEVERAL ASYMPTOTICRELATIONSHIPS OF THEM AND WE OBTAIN THE MOMENT ESTIMATORS OF THEIR PARAMETERS.GENERALIZING THESE DISTRIBUTIONS TO THE MULTIVARIATE CASE, WE …
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The joint distribution of the maximum and duration of stochastic events driven by Pareto II observations
… distributions, conditional survival function, moment-generating function, Laplace transforms, and covariance matrix. We also address the problem of parameter estimation using the method of maximum likelihood. Estimation is empirically verified using a simulation study. We also present results …
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The Zero-Truncated Poisson-Weighted Exponential Distribution with Applications
… distribution are discussed: such as probability generating function, moment generating function, characteristic function, and moments. Furthermore, the method of maximum likelihood estimation is applied to estimate the parameters. In the second part, software simulations and fittings of two real …
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Analysis of single event transients in arbitrary waveforms using statistical window analysis
… time data with a sliding window consisting of a moment-generating function. The resulting time-dependent statistical moments are used to eliminate any steady-state signatures, including noise, and extract transient behaviors. The IRES filter analyzes data from heavy-ion exposures of commercial …
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Probability theory on time scales and applications to finance and inequalities
… Following this preliminary overview, the moment generating function is derived using a Laplace transformation on time scales. Various unifications of statements and new theorems in statistics are shown. Next, distributions on time scales are defined and their properties are studied. Most …
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Diversity with practical channel estimation in arbitrary fading environments
… evaluation of a single integral involving the moment generating function of the norm square of the channel gain vector, and is applicable to channels with arbitrary distribution, including correlated fading. Analytical results show that the practical ML channel estimator preserves the diversity …
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Point Estimation of Three Parameter Crack Distribution
… First we focused on the derivation of the Moment Generating Function to construct a new method in order to find the first four raw moments, which are used to estimate parameters by Method of Moments. For illustration purpose we considered four real data sets, which indicated the goodness of …
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The Problem of classifying members of a population on a continuous scale
… and proceed to find its first four exact moments under the assumption that the underlying probability distribution is multivariate normal. Two methods are used to approximate the power of tests based on the quasi-rank multiple correlation coefficient in the case of just one measured …
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Mass fluctuation kinetics : analysis and computation of equilibria and local dynamics
… from the time-evolution of the molecule number moment generating function obtained from the chemical master equation (CME). A closed-form expression for the MFK Jacobian matrix that describes small deviations from equilibrium is derived. An MFK software toolbox prototype, developed in MATLAB …
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Topics in Combinatorics and Random Matrix Theory
… Following up on the appearance of determinantal generating functions in increasing subsequence type problems, we are led to a connection between combinatorics and the ensemble of truncated random unitary matrices, which we describe in terms of Fisher's random-turns vicious walker model from …
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Functional myology of the primate head and neck with implications for hominin evolution
… do not translate to overall differences in the moment-generating capacity of the nuchal musculature. The main exception is that primates that engage in extreme neck rotation have larger estimates for moments of lateral flexion of the neck when compared to all other taxa. Overall, this study does …
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The evolution of a sex-linked genetic factor
… genes in the population. The first and second moments of the change in U during the birth-death event are obtained. For the diffusion process to work out, we let the time be a function of N, and by moment generating functions the diffusion equation (or Fokker-Planck equation) is justified when …
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Pricing Leveraged ETFS Options Under Heston Dynamics
… pricing formula is derived by defining the joint moment-generating function of the underlying index and its volatility and linking this function to the characteristic function of an LETF. The Carr-Madan Fourier transform method is utilized to obtain a closed-form solution of option prices in the …
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On the occurrences of motifs in recursive trees, with applications to random structures
… stochastic recurrences, Pólya urn theory, moment generating functions and martingales.</p>
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Some extended Alpha models: properties and applications
… properties, such as quantile function, moments, moment generating function, mean deviations and order statistics. In addition, we use the maximum likelihood method to estimate the parameters of the proposed models. We perform Monte Carlo simulation studies to analyze the asymptotic …
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Weighted Generalization of Rayleigh and Related Class of Distributions
… or failure rate and reverse hazard functions, moments, moment generating function, mean, variance, coefficient of variation, coefficient of skewness, coefficient of kurtosis are obtained. Other important properties including entropy (Shannon, beta and generalized) which are measures of the …
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Boundary Problems for One and Two Dimensional Random Walks
… height to reach 0 from k, by first deriving the moment generating function of T. We then study two types of two-dimensional random walks with four boundaries. A Type I walk starts at integer-valued coordinates (h; k), where0 < h < m and 0 < k < n. On each step, the process moves one unit either …
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Performance evaluation for communication systems with receive diversity and interference
… modulation. The second approach utilizes the moment generating function of the output signal to interference plus noise ratio (SINR) and results in expressions for symbol and bit error probability for multiple phaseshift keying modulation. The third method uses the probability density function …
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