相关论文: On the cumulative distribution function of the var…
In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the important Frechet bounds the dependence structure…
In this paper we study the volatility and its probability distribution function for the cumulative production based on the experience curve hypothesis. This work presents a generalization of the study of volatility in [1], which addressed…
This paper presents the probability distribution function (p.d.f.) and cumulative distribution function (c.d.f.) of the weighted sum of central independent chi-squared random variables with non-zero weighs based on a method using moment…
In this paper we focus on continuous univariate probability distributions, like McKay distributions, $K$-distribution, generalized inverse Gaussian distribution and generalised McKay distributions, with support $[0,\infty),$ which are…
On the basis of the Vlasov chain of equations, a new infinite dispersion chain of equations is obtained for the distribution functions of mixed higher order kinematical values. In contrast to the Vlasov chain, the dispersion chain contains…
The distribution of the sum of r-th power of standard normal random variables is a generalization of the chi-squared distribution. In this paper, we represent the probability density function of the random variable by an one-dimensional…
Sums of independent random variables form the basis of many fundamental theorems in probability theory and statistics, and therefore, are well understood. The related problem of characterizing products of independent random variables seems…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…
We propose an algorithm for evaluation of the cumulative bivariate normal distribution, building upon Marsaglia's ideas for evaluation of the cumulative univariate normal distribution. The algorithm is mathematically transparent, delivers…
This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…
Let $X=\sum \epsilon_n x_n$ be a Rademacher series with vector-valued coefficients. We obtain an approximate formula for the distribution of the random variable $||X||$ in terms of its mean and a certain quantity derived from the…
The distribution function of the sum of i.i.d. random variables of the special form is considered. Such sum describes messages posterior probabilities for random coding in binary symmetric channel. Close non-asymptotic lower and upper…
Composite likelihood usually ignores dependencies among response components, while variational approximation to likelihood ignores dependencies among parameter components. We derive a Gaussian variational approximation to the composite…
This paper derives the exact transition density and cumulative distribution function of a linear combination of two independent Cox-Ingersoll-Ross (CIR) processes. By combining the Poisson Gamma mixture representation of the noncentral…
We introduce a new model for sums of exchangeable binary random variables. The proposed distribution is an approximation to the exact distributional form, and relies on the theory of completely monotone functions and the Laplace transform…
A new luminosity function for galaxies can be built starting from the product of two random variables X and Y represented by a gamma variate with argument 2 >. The mean, the standard deviation and the distribution function of this new…
We derive out naturally some important distributions such as high order normal distributions and high order exponent distributions and the Gamma distribution from a geometrical way. Further, we obtain the exact mean-values of integral form…
Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…
The full width at half maximum (FWHM) is a useful quantity for characterizing the bandwidth of unimodal functions. However, a closed-form expression for the FWHM of gamma-shaped functions-i.e. functions that are shaped like the gamma…