搜索结果: 1-15 共查到“理论统计学 probabilities”相关记录24条 . 查询时间(0.281 秒)
Estimating Tail Probabilities in Queues via Extremal Statistics
Extreme values queues regenerative processes rare events estimation asymptotics
2015/7/8
We study the estimation of tail probabilities in a queue via a semi-parametric estimator based on the maximum value of the workload, observed over the sampled time interval. Logarithmic consistency an...
Sharp oracle inequalities and slope heuristic for specification probabilities estimation in general random fields
Sharp oracle inequalities slope heuristic specification probabilities estimation
2011/7/5
We provide new methods for estimation of the one-point specification probabilities in general discrete random fields.
Estimation of rare events probabilities in computer experiments
computer experiments rare events Kriging importance sampling Bayesian estimates risk assessment with ghter aircraft
2011/6/16
We are interested in estimating probabilities of rare events in the context of com-
puter experiments. These rare events depend on the output of a physical model with
random input variables. Since t...
We review various inequalities for Mills' ratio (1 - \Phi)/\phi, where \phi and \Phi denote the standard Gaussian density and distribution function, respectively. Elementary considerations involving f...
Posterior model probabilities computed from model-specific Gibbs output
Computation (stat.CO) Applications (stat.AP) Methodology (stat.ME)
2010/12/17
We provide a representation of reversible-jump Markov chain Monte Carlo as Gibbs sampling with alternating updates of a model indicator and a "palette" of parameters we denote $\bm \psi$. A key innova...
Long Strange Segments,Ruin Probabilities and the Effect of Memory on Moving Average Processes
Long Strange Segments Ruin Probabilities Effect Memory Moving Average Processes
2010/3/11
We obtain the rate of growth of long strange segments and the
rate of decay of infinite horizon ruin probabilities for a class of infinite moving
average processes with exponentially light tails. Th...
A betting interpretation for probabilities and Dempster-Shafer degrees of belief
betting interpretation probabilities Dempster-Shafer degrees belief
2010/3/9
There are at least two ways to interpret numerical degrees of belief in terms of
betting:
1. You can offer to bet at the odds defined by the degrees of belief.
2. You can make the judgement that a ...
The binomial ideal of the intersection axiom for conditional probabilities
binomial ideal intersection axiom conditional probabilities
2010/3/18
The binomial ideal associated with the intersection axiom of conditional
probability is shown to be radical and is expressed as an intersection
of toric prime ideals. This solves a problem in algebr...
Probabilities of moderate diviations for randomly indexed sums of random variables with multidimensional indices
Probabilities of moderate diviations random variables with multidimensional indices
2009/9/23
Probabilities of moderate deviations for randomly
indexed sums of independent and identically dmtributed random
variables with multidimensional indices are studied. The results
presented extend som...
Estimates for tail probabilities of quadratic and bilinear forms in subgaussian random variables with applications to the law of the iterated logarithm
Estimates for tail probabilities quadratic and bilinear forms
2009/9/23
We prove upper estimates for the tail prebabibties: of
quadratic and bilinear forms in independent subgaussian randarn
vslriabb. These inequalities are used to get upper esthatcs in thc law
diterat...
Invariant measures and Markov chains with random transition probabilities
Invariant measures Markov chains random transition probabilities
2009/9/22
In this paper, suTTicient conditions for the existence of
(a-finite) invariant measures for a class of Markov chains with random
transition probabilities are given. A special class of Markov chains
...
Tail probabilities for a risk process with subexponential jumps in a regenerative and diffusion environment
Ruin probability Cox process diffusion process exponential change of measure
2009/9/21
In this paper we fmd a nonexponential Lundberg approximation
of the ruin probability in a Cox model, in which a governing
process has a regenerative structure and claims are light-tailed or
have an...
Coamparision of tail probabilities of strictly stable/stable random vectors and their symmetrized counterparts with application
Stable emistable nequality
2009/9/21
It is shown that the tail probabilities of a strictly
(r, a)-semistable (0 < r < 1,0 < n < 2, a # 1) Banach space valued random
vector X and its symmetrized counterpart are "uniformly" comparable
i...
Small time expansions for transition probabilities of some Lévy processes
Lévy process transition probabilit
2009/4/29
We show that there exist Lévy processes (X_t,t ≥ 0) and reals y>0 such that for small t, the probability P(X_t> y) has an expansion involving fractional powers or more general functions of t. This con...
The time constant and critical probabilities in percolation models
Percolation time constant critical probabilities Delaunay triangulations
2009/4/22
We consider a first-passage percolation (FPP) model on a Delaunay triangulation D of the plane. In this model each edge e of D is independently equipped with a nonnegative random variable, with distri...