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168 results for “Distributions”
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Research ArticleOpen accessEvery word in the titleMultivariate Option Pricing with Gaussian Mixture Distributions and Mixed CopulasJimbo Henri Claver, Tatanfack Emerson, Shu FelixRecently, it has been reported that the hypothesis proposed by the classical black scholes model to price multivariate options in finance were unrealistic, as such, several other methods have been introduced over the last decades including the copulas methods which uses copulas functions to model the dependence structure of underlying assets. However, the previous work did not take into account … …Journal of Mathematics and Statistics, Vol. 19, Issue 1 · 3 Apr 2023 · 6,511 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleTHROUGHPUT AND BIT ERROR RATE ANALYSIS OF LUBY TRANSFORM CODES WITH LOW AND MEDIUM NODAL DEGREE DISTRIBUTIONSI. Joe Louis Paul, S. Radha, J. RajaThis study presents two degree distributions namely low and medium nodal degree distributions aiming to build a low overhead Luby Transform (LT) codes. The motivation is to design a fast encoder/decoder especially for real-time multimedia streaming and multicasting applications using LT codes. The key idea of this study is to restrict the average degree of the transmitted encoded symbols as … …American Journal of Applied Sciences, Vol. 11, Issue 9 · 12 Aug 2014 · 6,614 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleNew Family of Logarithmic Lifetime DistributionsSaid Hofan AlkarniIn this study a new lifetime class with decreasing failure rate is introduced by compounding truncated logarithmic distribution with any proper continuous lifetime distribution. The properties of the proposed class are discussed, including a formal proof of itsprobability density function, distribution function and explicit algebraic formulae for its reliability and failure rate functions. A simple EM-type algorithm for iteratively computing … …Journal of Mathematics and Statistics, Vol. 8, Issue 4 · 20 Dec 2012 · 7,155 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleNew Families of Distributions for Modeling Bivariate Data, with ApplicationsHaroon Barakat, Osama Mohareb Khaled, Nourhan KhalilIn this study we introduce a new method of adding two shape parameters to any baseline bivariate distribution function (df) to get a more flexible family of bivariate df's. Through the additional parameters we can fully control the type of the resulting family. This method is applied to yield a new two-parameter extension of the bivariate standard normal distribution, denoted … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 3 Apr 2018 · 7,914 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA New Family: Σh DistributionsYasser Mohamed Amer, Rania Mustafa ShalabiIn this study, a new method is proposed for generating families of the sum of the hazard functions for two distributions named the Σh distributions. This new family will help in the application of a wider range of life time data. Many new distributions, which are members of the family, are presented with emphasis on the Σh Exponential-Lomax distribution. Details … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 7 Jan 2021 · 7,281 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleOn Using Conventional and TL moments for the Estimation of a Mixture of Exponential Distributions, A Theoretical ReviewHabib Ahmed ElsayirThis paper focuses on derivation of a mixture of exponential distribution and Linear Moments (LM) and Trimmed Linear moments (TL) is derived for estimation of its parameters. A comparison was made between L-moments, TL-moments of two component mixture of exponential distributions and conventional moments. In intensive simulation study, empirical study results are in the favor of conventional moments, the reason … …American Journal of Applied Sciences, Vol. 17, Issue 1 · 23 May 2020 · 7,089 accessesView PDFCite
Research ArticleOpen accessEvery word in the titlePerformance of Standard Statistical Distributions for Modeling Glass FractureDavid Kinsella, Johan Lindström, Kent PerssonExperimental data on the strength of new annealed float glass tested in an ambient environment was collected. A comparison was made between four standard distributions, the normal, lognormal, Gumbel and Weibull, with respect to the performance in modelling the strength. The Weibull distribution outperformed the normal and lognormal distributions when the data contained edge only failure origins. When the data … …International Journal of Structural Glass and Advanced Materials Research, Vol. 2, Issue 1 · 24 Aug 2018 · 7,120 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleLog-Moment Estimators for the Generalized Linnik and Mittag-Leffler Distributions with Applications to Financial ModelingDexter O. Cahoy, Wojbor A. WoyczyńskiWe propose formal estimation procedures for the parameters of the generalized, heavy-tailed three-parameter Linnik gL(α, µ, δ) and Mittag-Leffler gML(α, µ, δ) distributions. The paper also aims to provide guidance about the different inference procedures for the different two-parameter Linnik and Mittag-Leffler distributions in the current literature. The estimators are derived from the moments of the log-transformed random variables and … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 1 Aug 2018 · 7,355 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleConstruction and Application of a Statistical Test for Coefficient of Variation on Normal DistributionsSolly Matshonisa Seeletse, Gezani Richman MiyambuIn this study a novel statistical test is derived for the Coefficient of Variation (CV) under normal distributions. This is a newly derived test with value to engineering sciences in aspects of production of accurate items. The CV can measure the precision of a measuring instrument, among other applications. In order to determine instrument reliability, start by generating measures using … …American Journal of Applied Sciences, Vol. 14, Issue 11 · 11 Nov 2017 · 7,850 accessesView PDFCite
Research NotesOpen accessEvery word in the titleNew Bivariate Wrapped DistributionsS. Nadarajah, Y. ZhangThere are not many models for bivariate directional data. Here, we introduce more than ten new bivariate wrapped distributions. For each distribution, expressions are given for the means, covariances and five correlation coefficients. …Journal of Mathematics and Statistics, Vol. 12, Issue 4 · 24 Nov 2016 · 7,005 accessesView PDFCite