Exploració per tema "Distribució (Teoria de la probabilitat)"
Ara es mostren els items 1-20 de 47
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A characterization of the innovations of first order autoregressive models
(2015-02-01)
Article
Accés restringit per política de l'editorialSuppose that follows a simple AR(1) model, that is, it can be expressed as , where is a white noise with mean equal to and variance . There are many examples in practice where these assumptions hold very well. Consider . ... -
A logistic approximation to the cumulative normal distribution
(School of Industrial and Aeronautic Engineering of Terrassa (ETSEIAT). Universitat Politècnica de Catalunya (UPC), 2009-06)
Article
Accés obertThis paper develops a logistic approximation to the cumulative normal distribution. Although the literature contains a vast collection of approximate functions for the normal distribution, they are very complicated, not ... -
A note on interval estimation for the mean of inverse Gaussian distribution
(Institut d'Estadística de Catalunya, 2008)
Article
Accés obertIn this paper, we study the interval Estimation for the mean from inverse Gaussian distribution. This distribution is a member of the natural exponential families with cubic variance function. Also, we simulate the coverage ... -
A note on the Ecogen language built-in random deviate generators
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1986-09)
Article
Accés obertThe standard ECOGEN (a simulation language based on Pascal) random deviate generators are described. For every one of them, a short usage note and a description of the algorithm and underlying theory is presented. This ... -
A note on the Fisher information matrix for the skew-generalized-normal model
(Institut d'Estadística de Catalunya, 2013)
Article
Accés obertIn this paper, the exact form of the Fisher information matrix for the skew-generalized normal (SGN) distribution is determined. The existence of singularity problems of this matrix for the skew-normal and normal particular ... -
Asymptotic study of canonical correlation analysis: from matrix and analytic approach to operator and tensor approach
(Institut d'Estadística de Catalunya, 2003)
Article
Accés obertAsymptotic study of canonical correlation analysis gives the opportunity to present the different steps of an asymptotic study and to show the interest of an operator and tensor approach of multidimensional asymptotic ... -
Characterizations of inequality orderings by means of dispersive orderings
(Institut d'Estadística de Catalunya, 2002)
Article
Accés obertThe generalized Lorenz order and the absolute Lorenz order are used in economics to compare income distributions in terms of social welfare. In Section 2, we show that these orders are equivalent to two stochastic orders, ... -
Checking model-data weather hazard occurrence fit in the context of climate change
(2011)
Text en actes de congrés
Accés obertIn climate change impact studies it is common to run a given response model (from ecosystem changes to wavestorm or landslide occurrence) nested into one of the available long-term Global or Regional Circulation Models ... -
Classification of b^m-Nambu structures of top degree
(2018-01)
Article
Accés obertWe obtain sufficient conditions for the existence and uniqueness of a positive compact almost automorphic solution to a logistic equation with discrete and continuous delay. Moreover, we provide a counterexample to some ... -
Comparación de curvas de supervivencia gamma estocásticamente ordenadas
(Institut d'Estadística de Catalunya, 2000)
Article
Accés obertEn este trabajo se propone un análisis de supervivencia basado en un modelo Gamma. Se obtienen las condiciones teóricas bajo las cuales dos funciones de supervivencia Gamma están estocásticamente ordenadas. Estos resultados ... -
Construcción de distribuciones con marginales multivariantes dadas
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1986-09)
Article
Accés obertEste trabajo discute ciertos aspectos acerca de la construcción de distribuciones multivariantes con las marginales multivariantes fijas. Se prueba un resultado general que permite la construcción de pseudodistribuciones, ... -
Construction of multivariate distributions: a review of some recent results
(Institut d'Estadística de Catalunya, 2008)
Article
Accés obertThe construction of multivariate distributions is an active field of research in theoretical and applied statistics. In this paper some recent developments in this field are reviewed. Specifically, we study and review the ... -
Contagion between United States and european markets during the recent crises
(2011-07)
Article
Accés obertThe main objective of this paper is to detect the existence of financial contagion between the North American and European markets during the recent crises. To accomplish this, the relationships between the US and the Euro ... -
Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
(Institut d'Estadística de Catalunya, 2009)
Article
Accés obertScale mixtures of normal (SMN) distributions are used for modeling symmetric data. Members of this family have appealing properties such as robust estimates, easy number generation, and efficient computation of the ML ... -
Evidence functions: a compositional approach to information
(Institut d'Estadística de Catalunya, 2018-07-01)
Article
Accés obertThe discrete case of Bayes’ formula is considered the paradigm of information acquisition. Prior and posterior probability functions, as well as likelihood functions, called evidence functions, are compositions following ... -
Funció de distribució de les velocitats de les estrelles a l'entorn del Sol
(2011-03-30)
Altres
Accés obert -
Generación de un sistema bivariante con marginales dadas y estimación de su parámetro de dependencia
(Universitat Politècnica de Barcelona. Centre de Càlcul, 1987)
Article
Accés obertEn este trabajo se proponen dos posibles estimadores del parámetro de dependencia de una familia de distribuciones bivariantes con marginales dadas y se realiza un estudio de Monte Garlo de sus respectivos sesgo y eficiencia, ... -
Geometrical understanding of the Cauchy distribution
(Institut d'Estadística de Catalunya, 2002)
Article
Accés obertAdvanced calculus is necessary to prove rigorously the main properties of the Cauchy distribution. It is well known that the Cauchy distribution can be generated by a tangent transformation of the uniform distribution. By ... -
Implementación del càlculo de polinomios zonales y aplicaciones en análisis multivariante
(Institut d'Estadística de Catalunya, 2002)
Article
Accés obertEn este trabajo se describe la implementación de un algoritmo para el cálculo de polinomios zonales, así como dos aplicaciones explícitas de éstos en el ámbito del análisis multivariante. Concretamente, esta implementación ... -
Information matrices for some elliptically symmetric distributions
(Institut d'Estadística de Catalunya, 2005)
Article
Accés obertThe Fisher information matrices are derived for three of the most popular elliptically symmetric distributions: the Pearson type II, Pearson type VII and the Kotz type distributions. We hope the results could be important ...