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Showing 1 to 1 of 1 for “"Semi-$G$-normal distribution"”.
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The Statistical Exploration in the $G$-expectation Framework: The Pseudo Simulation and Estimation of Variance Uncertainty
… simulation, and estimation} of the $G$-normal distribution (a typical distribution with variance uncertainty) by constructing a new substructure called the emph{Semi-$G$-normal distribution} which provides the transition from classical normal to $G$-normal distribution. Interestingly, it …