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12 articles for “Mixture distributions”
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Research ArticleOpen accessPhrase 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 accessPhrase in the titleFitting of Finite Mixture Distributions to Motor Insurance ClaimsP. Sattayatham, T. TalangtamProblem statement: The modeling of claims is an important task of actuaries. Our problem is in modelling the actual motor insurance claim data set. In this study, we show that the actual motor insurance claim can be fitted by a finite mixture model. Approach: Firstly, we analyse the actual data set and then we choose the finite mixture Lognormal distributions … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 16 Jan 2012 · 9,300 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 titleDot Detection of Braille Images Using A Mixture of Beta DistributionsAmany Al-Saleh, Ali El-Zaart, Abdul Malik Al-SalmanProblem statement: Braille is a tactile format of written communication for people with low vision and blindness worldwide. Optical Braille Recognition (OBR) offers many benefits to Braille users and people who work with them. Approach: This study presents an algorithm for detecting dots composing braille characters in an image of embossed braille material obtained by an optical scanner. We assumed … …Journal of Computer Science, Vol. 7, Issue 11 · 6 Sep 2011 · 7,436 accessesView PDFCite
Research ArticleOpen accessIn the keywordsNew 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 accessIn the keywordsReliability Equivalence Factors of a System with 2 Non-identical Mixed Lifetimes and Delayed TimeAbdelfattah Mustafa, Adel A. El-FaheemProblem statement: In reliability theory and operations research, there are many methods and techniques to improve the performance of a system. The aim of this study is to generalize reliability equivalence technique to apply it to a mixed failure lifetimes system f1 (t), f2 (t) with delayed time. Approach: We shall improve the system by using some reliability techniques: (i) … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 29 Jul 2011 · 7,548 accessesView PDFCite
Research ArticleOpen accessIn the keywordsReliability Equivalence Factors of a System with m Non-Identical Mixed of LifetimesAbdelfattah Mustafa, Adel A. El-FaheemProblem statement: The aim of this study is to generalize reliability equivalence technique to apply it to a system consists of m independent and non-identical lifetimes distributions, with mixed failure lifetimes f1(t),f2(t),…,fm(t). Approach: We shall improve the system by using some reliability techniques: (i) reducing the failure for some lifetimes; (ii) add hot duplication component; (iii) add cold duplication component; … …American Journal of Applied Sciences, Vol. 8, Issue 3 · 25 Mar 2011 · 7,302 accessesView PDFCite
Research ArticleOpen accessIn the abstractPROBABILISTIC PERIODIC REVIEW INVENTORYMODELUSING LAGRANGE TECHNIQUE AND FUZZY ADAPTIVE PARTICLE SWARM OPTIMIZATIONH. A. Fergany, N. A. El-Hefnawy, O. M. HollahThe integration between inventory model and Artificial Intelligent (AI) represents the rich area of research since last decade. In this study we investigate probabilistic periodic review <Q<qm, N> inventory model with mixture shortage (backorder and lost sales) using Lagrange multiplier technique and Fuzzy Adaptive Particle Swarm Optimization (FAPSO) under restrictions. The objective of these algorithms is to find the optimal … …Journal of Mathematics and Statistics, Vol. 10, Issue 3 · 11 Aug 2014 · 7,017 accessesView PDFCite
Research ArticleOpen accessIn the abstractA NEW FAMILY OF GENERALIZED GAMMA DISTRIBUTION AND ITS APPLICATIONSatsayamon Suksaengrakcharoen, Winai BodhisuwanThe mixture distribution is defined as one of the most important ways to obtain new probability distributions in applied probability and several research areas. According to the previous reason, we have been looking for more flexible alternative to the lifetime data. Therefore, we introduced a new mixed distribution, namely the Mixture Generalized Gamma (MGG) distribution, which is obtained by mixing … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 9 Apr 2014 · 7,930 accessesView PDFCite
Research ArticleOpen accessIn the abstractSkin Images SegmentationAli El-ZaartProblem statement: Image segmentation is a fundamental step in many applications of image processing. Skin cancer has been the most common of all new cancers detected each year. At early stage detection of skin cancer, simple and economic treatment can cure it mostly. An accurate segmentation of skin images can help the diagnosis to define well the region of the … …Journal of Computer Science, Vol. 6, Issue 2 · 28 Jul 2010 · 7,023 accessesView PDFCite