Search Results - subject:"inverse transform method"

On the Bayesian analysis of the mixture of power function distribution using the complete and the censored sample

Saleem, M.; Aslam, M.; Economou, P. - In: Journal of Applied Statistics 37 (2010) 1, pp. 25-40

The power function distribution is often used to study the electrical component reliability. In this paper, we model a heterogeneous population using the two-component mixture of the power function distribution. A comprehensive simulation scheme including a large number of parameter points is...

Persistent link: https://www.econbiz.de/10008582922

A closed-form expression for the quantile function of the Gompertz–Makeham distribution

Jodrá, P. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 10, pp. 3069-3075

drawn from the Gompertz–Makeham distribution by means of the inverse transform method. …

Persistent link: https://www.econbiz.de/10011050235

On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two

Jiménez, F.; Jodrá, P. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 5, pp. 1636-1640

We provide closed-form expressions for the quantile functions of the Erlang and negative binomial distributions with shape parameter equal to two. These expressions are related to the Lambert W function.

Persistent link: https://www.econbiz.de/10011050892