Search Results - subject:"Rate function"

Comparing two sampling schemes based on entropy of record statistics

Razmkhah, M.; Morabbi, H.; Ahmadi, J. - In: Statistical Papers 53 (2012) 1, pp. 95-106

Persistent link: https://www.econbiz.de/10010848044

Characterization results based on non-additive entropy of order statistics

Thapliyal, Richa; Taneja, H.C.; Kumar, Vikas - In: Physica A: Statistical Mechanics and its Applications 417 (2015) C, pp. 297-303

We consider a non-additive generalization of the Shannon entropy measure using order statistics and show that this entropy measure characterizes the distribution function uniquely. Further we propose a residual non-additive entropy measure for order statistics and prove a characterization result...

Persistent link: https://www.econbiz.de/10011077837

On generalized dynamic survival and failure entropies of order (α,β)

Kayal, Suchandan - In: Statistics & Probability Letters 96 (2015) C, pp. 123-132

We provide some characterization results of the first order statistic based on the generalized survival entropy and its dynamic version. We obtain characterization results of the generalized Pareto distribution. A generalization of the failure entropy of order α, namely generalized survival...

Persistent link: https://www.econbiz.de/10011115965

Large and moderate deviations for modified Engel continued fractions

Fang, Lulu - In: Statistics & Probability Letters 98 (2015) C, pp. 98-106

In this paper, we consider the large and moderate deviation principles for modified Engel continued fractions which is a representation of real numbers in number theory.

Persistent link: https://www.econbiz.de/10011189355

Default prediction with dynamic sectoral and macroeconomic frailties

Chen, Peimin; Wu, Chunchi - In: Journal of Banking & Finance 40 (2014) C, pp. 211-226

This paper extends the macroeconomic frailty model to include sectoral frailty factors that capture default correlations among firms in a similar business. We estimate sectoral and macroeconomic frailty factors and their effects on default intensity using the data for Japanese firms from 1992 to...

Persistent link: https://www.econbiz.de/10010738303

Upper escape rate of Markov chains on weighted graphs

Huang, Xueping; Shiozawa, Yuichi - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 317-347

We obtain an upper escape rate function for a continuous time minimal symmetric Markov chain defined on a locally … finite weighted graph. This upper rate function, which has the same form as the manifold setting, is given in terms of the …

Persistent link: https://www.econbiz.de/10010875071

The limiting failure rate for a convolution of gamma distributions

Block, Henry W.; Langberg, Naftali A.; Savits, Thomas H. - In: Statistics & Probability Letters 94 (2014) C, pp. 176-180

In this paper we investigate the limiting behavior of the failure rate for the convolution of two or more gamma distributions. In a related paper, Block et al. (2014) show that the limiting failure rate of a convolution of life distributions behaves like the limiting failure rate of the...

Persistent link: https://www.econbiz.de/10011040082

Some general properties for the newsboy problem with an extraordinary order

Pando, V.; San-José, L.; García-Laguna, J.; Sicilia, J. - In: TOP: An Official Journal of the Spanish Society of … 22 (2014) 2, pp. 674-693

analysis of the optimal solution with respect to the parameters of the backorder rate function is included. Finally, some … of shortage. Some general properties for the expected cost are derived under weak assumptions about the backorder rate … function. When the backorder rate is a linear function, some sufficient conditions for the global convexity of the expected …

Persistent link: https://www.econbiz.de/10010995319

The Log–Lindley distribution as an alternative to the beta regression model with applications in insurance

Gómez-Déniz, Emilio; Sordo, Miguel A.; … - In: Insurance: Mathematics and Economics 54 (2014) C, pp. 49-57

In this paper a new probability density function with bounded domain is presented. The new distribution arises from the generalized Lindley distribution proposed by Zakerzadeh and Dolati (2010). This new distribution that depends on two parameters can be considered as an alternative to the...

Persistent link: https://www.econbiz.de/10011046625

The Log–Lindley distribution as an alternative to the beta regression model with applications in insurance

Gómez-Déniz, Emilio; Sordo, Miguel A.; … - In: Insurance / Mathematics & economics 54 (2014), pp. 49-57

Persistent link: https://www.econbiz.de/10010259682