Subdifferential characterization of probability functions under Gaussian distribution

Bayesian Estimation of Shift Point in Shape Parameter of Inverse Gaussian Distribution Under Different Loss Functions

In this paper, a Bayesian approach is proposed for shift point detection in an inverse Gaussian distribution. In this study, the mean parameter of inverse Gaussian distribution is assumed to be constant and shift points in shape parameter is considered. First the posterior distribution of shape parameter is obtained. Then the Bayes estimators are derived under a class of priors and using variou...

bayesian estimation of shift point in shape parameter of inverse gaussian distribution under different loss functions

in this paper, a bayesian approach is proposed for shift point detection in an inverse gaussian distribution. in this study, the mean parameter of inverse gaussian distribution is assumed to be constant and shift points in shape parameter is considered. first the posterior distribution of shape parameter is obtained. then the bayes estimators are derived under a class of priors and using variou...

On the Concavity of Multivariate Probability Distribution Functions on the Concavity of Multivariate Probability Distribution Functions

We prove that the multivariate standard normal probability distribution function is concave for large argument values. The method of proof allows for the derivation of similar statements for other types of multivariate probability distribution functions too. The result has important application, e.g., in probabilistic constrained stochastic programming problems.

Application of Non-Linear Functions at Distribution of Output SINR Gaussian Interference Channels

We have examined the convergence behavior of the LSCMA in some simple environments. Algorithms such as Multi¬ Target CMA, Multistage CMA, and Iterative Least Squares with Projection can be used for this purpose. The results presented here can form a basis for analysis of these multi-signal extraction techniques. Clearly, the variance and distribution of output SINR obtained with the LSCMA is al...

Inferring Trading Strategies from Probability Distribution Functions Inferring Trading Strategies from Probability Distribution Functions