搜索结果: 1-14 共查到“统计学其他学科 Distributions”相关记录14条 . 查询时间(0.066 秒)
Power-law distributions in binned empirical data
power-law distribution heavy-tailed distributions model selec-tion binned data
2012/9/18
Many man-made and natural phenomena, including the intensity of earthquakes, population of cities, and size of international wars, are believed to follow power-law distributions. The accurate identifi...
Mixtures of Shifted Asymmetric Laplace Distributions
Mixtures Shifted Asymmetric Laplace Distributions
2012/9/19
A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classi cation. A variant of the EM algorithm is developed for parameter estimation by exploiting the rel...
A Random Weighting Approach for Posterior Distributions
posterior distribution asymptotic expansion random weighting method
2012/9/19
In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, th...
Maximum likelihood characterization of distributions
Location parameter Maximum Likelihood Es-timator Minimal necessary sample size MLE characterization Scale pa-rameter Score function.
2012/9/19
Gauss’ principle states that the maximum likelihood estimator of the parameter in a location family is the sample mean for all samples of all sample sizes if and only if the family is Gaussian. There ...
Robust Bayesian inference of networks using Dirichlet t-distributions
Bayesian inference Dirichlet process graphical model Markov chain Monte Carlo t-distribution.
2012/9/18
Bayesian graphical modeling provides an appealing way to obtain uncertainty esti-mates when inferring network structures, and much recent progress has been made for Gaussian models. These models have ...
On the canonical form of scale mixtures of skew-normal distributions
affine invariance kurtosis Mardia indices of multivariate skewness and kurtosis scale mixtures of normal distributions skewness skew-normal distribution skewtdistribution.
2012/9/18
The canonical form of scale mixtures of multivariate skew-normal distribution is defined,emphasizing its role in summarizing some key properties of this class of distributions. It is also shown that t...
Skew-symmetric distributions and Fisher information -- a tale of two densities
singular Fisher information skew-normal distributions skew-symmetric distributions skewing function symmetric kernel
2012/9/18
Skew-symmetric densities recently received much attention in the literature, giving rise to in-creasingly general families of univariate and multivariate skewed densities. Most of those families,howev...
In this paper, we show new representations of one-sided L\'{e}vy stable distributions for irrational L\'{e}vy indices of the type $\left(\frac{p}{q}\right)^{\frac{l_{2}}{l_{1}}}$ which are not covered...
Downscaling extremes: A comparison of extreme value distributions in point-source and gridded precipitation data
Primary projections of extreme events reanalysis
2010/10/19
There is substantial empirical and climatological evidence that precipitation extremes have become more extreme during the twentieth century, and that this trend is likely to continue as global warmi...
Distributions that are both log-symmetric and R-symmetric
double symmetry lognormal distribution moment equivalence weighted distribution
2009/9/16
Two concepts of symmetry for the distributions of positive random variables $Y$ are log-symmetry (symmetry of the distribution of $log Y$) and R-symmetry [7]. In this paper, we characterise the distri...
A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
Asymptotic normality Location invariant Hilltype heavy tailed index estimator Second order regular variation
2009/9/16
Based on the methods provided in Caeiro and Gomes (2002) and Fraga Alves (2001), a new class of location invariant Hill-type estimators is derived in this paper. Its asymptotic distributional represen...
Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence
complete and incomplete samples limiting distribution maximum stationary Gaussian sequence
2009/9/16
Let ${X_k, kgeqslant 1}$ be a stationary Gaussian sequence with partial maximum $M_n=max{X_{k},1leqslant kleqslant n}$ and sample mean $overline{X}_n=sum_{k=1}^{n}X_{k}/n$. Suppose that some of the ra...
Testing for independence: Saddlepoint approximation to associated permutation distributions
Independence tests linear rank test permutation distribution saddlepoint approximation
2009/9/16
One of the most popular class of tests for independence between two random variables is the general class of rank statistics which are invariant under permutations. This class contains Spearman's coef...
A Bernstein-Von Mises Theorem for discrete probability distributions
Bernstein-Von Mises Theorem Entropy estimation non-parametric Bayesian statistics Discrete models Concentration inequalities
2009/9/16
We investigate the asymptotic normality of the posterior distribution in the discrete setting, when model dimension increases with sample size. We consider a probability mass function $theta_0$ on $ma...