Related papers: IAPO estimators in Exponentiated Frechet case
In 2017-2020 Jordanova and co-authors investigate probabilities for p-outside values and determine them in many particular cases. They show that these probabilities are closely related to the concept for heavy tails. Tukey's boxplots are…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
We present a detailed study of roundoff errors in probabilistic floating-point computations. We derive closed-form expressions for the distribution of roundoff errors associated with a random variable, and we prove that roundoff errors are…
This article explores the estimation of unknown parameters and reliability characteristics under the assumption that the lifetimes of the testing units follow an Inverted Exponentiated Pareto (IEP) distribution. Here, both point and…
Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes…
In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…
Floating-point round-off errors are ubiquitous in numerically intensive programs arising in fields such as scientific computing and optimization. As floating-point errors potentially lead to unexpected and catastrophic program failures, one…
Many real-world optimization problems involve uncertain parameters with probability distributions that can be estimated using contextual feature information. In contrast to the standard approach of first estimating the distribution of…
We build a unifying convex analysis framework characterizing the statistical properties of a large class of penalized estimators, both under a regular and an irregular design. Our framework interprets penalized estimators as proximal…
This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming (MICP) problems to global optimality. The proposed scheme uses an iterative…
In this paper, we define probabilistic measures for venture portfolio performance based on individual outlier probability for each investment and the dependence across investments. This work is inspired by loan portfolio modeling against…
The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as $K$-fold cross validation suffer from large biases. Motivated by the low bias of the leave-one-out cross…
Bairamov et al. (Aust N Z J Stat 47:543-547, 2005) characterize the exponential distribution in terms of the regression of a function of a record value with its adjacent record values as covariates. We extend these results to the case of…
The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…
We introduce a family of implicit probabilistic integrators for initial value problems (IVPs), taking as a starting point the multistep Adams-Moulton method. The implicit construction allows for dynamic feedback from the forthcoming…
Sequential estimation of the success probability $p$ in inverse binomial sampling is considered in this paper. For any estimator $\hat p$, its quality is measured by the risk associated with normalized loss functions of linear-linear or…
Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…
Various members of the class of weighted insurance premiums and risk capital allocation rules have been researched from a number of perspectives. Corresponding formulas in the case of parametric families of distributions have been derived,…
A method based on orthogonal function series interpolation of the square root probability density to analyze higher dimensional scattered data is presented. The method is targeted for the use-case when the model and/or data are available…
Population attributable fractions aim to quantify the proportion of the cases of an outcome (for example, a disease) that would have been avoided had no individuals in the population been exposed to a given exposure. This quantity thus…