4 results for “non-normal distributions”

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Research ArticleOpen accessIn the keywordsA Study on the Effects of Non-Normality on the Performances of Max-DEWMA Versus SS-DEWMA ChartsTeh Sin Yin, Michael Khoo Boon ChongProblem statement: The called the Sum of Squares Double Exponentially Weighted Moving Average (SS-DEWMA) chart which is effective in detecting shifts in the mean and/or variance is compared with the Max-DEWMA (called the maximum double exponentially weighted moving average) chart. The comparison is based on the assumption that the distribution of the quality characteristic of the process is normal or … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 18 Jan 2012 · 7,191 accessesView PDF Cite

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 · 7,918 accessesView PDF Cite

Research ArticleOpen accessIn the abstractTHREE BAYESIAN TEST INDEXES FOR NORMAL DISTRIBUTIONSYohei KawasakiIn clinical trials, data that are consistent with a normal distribution are often regarded as candidates for primary evaluation variables. In such cases, t-tests are frequently used to compare different groups of data. However, the repeated use of t-tests leads to problems with multiplicity. This study proposes three new indexes that are based on (Kawasaki and Miyaoka, 2012; 2013). These … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 24 Apr 2014 · 6,725 accessesView PDF Cite

Research ArticleOpen accessIn the abstractModeling and Forecasting Volatility of the Malaysian Stock MarketsAhmed Shamiri, Zaidi IsaProblem statement: One of the main purposes of modeling variance is forecasting, which is crucial in many areas of finance. Despite the burgeoning interest in and evaluation of volatility forecasts, a clear consensus on witch volatility model/or distribution specification to use has not yet been reached. Therefore, the out of-sample forecasting ability should be a natural model selection criterion for … …Journal of Mathematics and Statistics, Vol. 5, Issue 3 · 30 Sep 2009 · 7,906 accessesView PDF Cite