Search Results - subject:"Normal Distribution"

A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families

Dutta, Subhajit; Genton, Marc G. - In: Journal of Multivariate Analysis 132 (2014) C, pp. 82-93

skewed distributions arising from selections, for instance the multivariate skew-normal distribution. … Gaussian have been proposed in the literature. These examples often clarify several properties associated with the normal … distribution. In this paper, we generalize this result in the sense that we construct a p-dimensional distribution for which any …

Persistent link: https://www.econbiz.de/10010939520

Characterization properties based on the Fisher information for weighted distributions

Tzavelas, George; Economou, Polychronis - In: Statistics & Probability Letters 84 (2014) C, pp. 54-59

The Fisher information on θ of the r-size weighted pdf fr(x;θ) and its parent pdf f(x;θ) are compared leading to some characterization properties for f(x;θ). Additionally, some bounds for the Fisher information in terms of r are also presented.

Persistent link: https://www.econbiz.de/10011039871

Multivariate measurement error models using finite mixtures of skew-Student t distributions

Cabral, Celso Rômulo Barbosa; Lachos, Víctor Hugo; … - In: Journal of Multivariate Analysis 124 (2014) C, pp. 179-198

In regression models, the classical assumption of normal distribution of the random observational errors is often …

Persistent link: https://www.econbiz.de/10011041905

Schur2-concavity properties of Gaussian measures, with applications to hypotheses testing

Pinelis, Iosif - In: Journal of Multivariate Analysis 124 (2014) C, pp. 384-397

The main results imply that the probability P(Z∈A+θ) is Schur-concave/Schur-convex in (θ12,…,θk2) provided that the indicator function of a set A in Rk is so, respectively; here, θ=(θ1,…,θk)∈Rk and Z is a standard normal random vector in Rk. Moreover, it is shown that the...

Persistent link: https://www.econbiz.de/10011041960

Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties

Vilca, Filidor; Balakrishnan, N.; Zeller, Camila Borelli - In: Journal of Multivariate Analysis 128 (2014) C, pp. 73-85

The Generalized Inverse Gaussian (GIG) distribution has found many interesting applications; see Jørgensen [24]. This rich family includes some well-known distributions, such as the inverse Gaussian, gamma and exponential, as special cases. These distributions have been used as the mixing...

Persistent link: https://www.econbiz.de/10011042075

A discrete version of the half-normal distribution and its generalization with applications

Gómez-Déniz, E.; Vázquez-Polo, F.; García-García, V. - In: Statistical Papers 55 (2014) 2, pp. 497-511

$$</EquationSource> </InlineEquation> is obtained by discretizing the generalized normal distribution proposed in García et al. (Comput …> </InlineEquation> leads us to the discrete half-normal distribution which is different from the discrete half-normal distribution … Stat and Data Anal 54:2021–2034, <CitationRef CitationID="CR6">2010</CitationRef>), which was derived from the normal …

Persistent link: https://www.econbiz.de/10010998648

An extension of the generalized half-normal distribution

Olmos, Neveka; Varela, Héctor; Bolfarine, Heleno; … - In: Statistical Papers 55 (2014) 4, pp. 967-981

In this paper we propose an extension of the generalized half-normal distribution studied in Cooray and Ananda (Commun … quotient of two random variables, the one in the numerator being a generalized half normal distribution and the one in the …>, respectively. The resulting distribution has greater kurtosis than the generalized half normal distribution. The density function …

Persistent link: https://www.econbiz.de/10010998651

The extended skew Gaussian process for regression

Alodat, M.; AL-Rawwash, M. - In: METRON 72 (2014) 3, pp. 317-330

In this article, we propose a generalization to the Gaussian process regression(GPR) model called the extended skew Gaussian process for regression (ESGP) model. The ESGP model works better than the GPR model when the errors are skewed. We derive the predictive distribution for the ESGP model at...

Persistent link: https://www.econbiz.de/10011000647

Biased Bayesian learning with an application to the risk-free rate puzzle

Ludwig, Alexander; Zimper, Alexander - In: Journal of Economic Dynamics and Control 39 (2014) C, pp. 79-97

ambiguous beliefs about the mean of a normal distribution. In contrast to rational models of Bayesian learning the resulting …

Persistent link: https://www.econbiz.de/10010744183

A generalization of the slashed distribution via alpha skew normal distribution

Gui, Wenhao - In: Statistical Methods and Applications 23 (2014) 4, pp. 547-563

proposed model is more flexible in terms of its kurtosis than the slashed normal distribution and can efficiently capture the …

Persistent link: https://www.econbiz.de/10011151896