Search Results - subject:"Distribution Function"

Lieshout, M. - In: Annals of the Institute of Statistical Mathematics 58 (2006) 2, pp. 235-259

Persistent link: https://www.econbiz.de/10005616133

Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation

Hurn, Stan; Jeisman, J.; Lindsay, K.A. - School of Economics and Finance, Business School - 2006

Many stochastic differential equations (SDEs) do not have readily available closed-form expressions for their transitional probability density functions (PDFs). As a result, a large number of competing estimation approaches have been proposed in order to obtain maximum-likelihood estimates of...

Persistent link: https://www.econbiz.de/10005766320

An alternative representation of noncentral beta and F distributions

Pe, Than; Drygas, Hilmar - In: Statistical Papers 47 (2006) 2, pp. 311-318

Persistent link: https://www.econbiz.de/10008486797

Testing for discontinuity or type of distribution

Garrod, Neil; Pirkovic, Sonja Ratej; Valentincic, Aljosa - In: Mathematics and Computers in Simulation (MATCOM) 71 (2006) 1, pp. 9-15

In this paper, we propose a simple test for the continuity of a distribution function or of the type of distribution … assumptions regarding the underlying distribution function are necessary. Nonetheless, by use of the Chebyshev inequality we are …

Persistent link: https://www.econbiz.de/10010750064

Wind power potential and characteristic analysis of the Pearl River Delta region, China

Zhou, Wei; Yang, Hongxing; Fang, Zhaohong - In: Renewable Energy 31 (2006) 6, pp. 739-753

remarkable variations, and the Weibull distribution function has been derived from the available data with its two parameters …

Persistent link: https://www.econbiz.de/10010805145

On the Non-parametric Prediction of Conditionally Stationary Sequences

Caires, S.; Ferreira, J. - In: Statistical Inference for Stochastic Processes 8 (2005) 2, pp. 151-184

Persistent link: https://www.econbiz.de/10005616053

Generalized beta distributions for describing and analysising intraday stock market data : testing the U-shape pattern

Panas, Epaminodas - In: Applied economics 37 (2005) 2, pp. 191-199

Persistent link: https://www.econbiz.de/10002537370

Fuzzy Set Inclusion

Smithson, Michael - In: Sociological Methods & Research 33 (2005) 4, pp. 431-461

The concept of set inclusion has remained insufficiently developed in the fuzzy set literature to be of much use to social scientists. However, a fully fledged concept of fuzzy set inclusion, along with appropriate statistical methods for evaluating it, could be very useful in the social...

Persistent link: https://www.econbiz.de/10010789386

Mapping a hard-sphere fluid mixture onto a single component hard-sphere fluid

Barrio, C.; Solana, J.R. - In: Physica A: Statistical Mechanics and its Applications 351 (2005) 2, pp. 387-403

that, while the averaged radial distribution function and the equation of state of the mixture can be reasonably well … obtained with enough accuracy from the radial distribution function of the equivalent fluid. A possible explanation for this …

Persistent link: https://www.econbiz.de/10010589934

On fitting the Pareto–Levy distribution to stock market index data: Selecting a suitable cutoff value

Coronel-Brizio, H.F.; Hernández-Montoya, A.R. - In: Physica A: Statistical Mechanics and its Applications 354 (2005) C, pp. 437-449

The so-called Pareto–Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of stock markets indexes worldwide. The selection of the threshold parameter from empirical data and consequently, the determination of the...

Persistent link: https://www.econbiz.de/10011060192