نتایج جستجو برای: log normal and gamma gamma distributions
تعداد نتایج: 16900978 فیلتر نتایج به سال:

 Rainfall is a form of precipitation that occurs when water vapor in the atmosphere condenses into droplets which can no longer be suspended air. Flood as result rainfall overflowing onto land. associated with lot negative consequences on activities man and animals general even threatens their existences. In this study, data obtained occurrence Jos, Plateau State were described. Five theo...
In this study, the control method of greater wax moth using male sterilization technique with gamma ray and chemical control methods were examined and compared. In order to determine the safe and effective dosage of gamma-ray to sterilize male pupae of the greater wax moth, an experiment was conducted in a complete randomized design with 5 treatments and 3 replicates with 50 male pupae in each ...
For sequences $\alpha \equiv \{\alpha_n\}_{n=0}^{\infty}$ of positive real numbers, called weights, we study the weighted shift operators $W_{\alpha}$ having property moment infinite divisibility ($\mathcal{MID}$); that is, for any $p > 0$, Schur power $W_{\alpha}^p$ is subnormal. We first prove $\mathcal{MID}$ if and only certain matrices $\log M_{\gamma}(0)$ M_{\gamma}(1)$ are conditionally d...
زیر مجموعهs$ از مجموعه رئوس گراف$g$ ، یک مجموعه ی غالب است، هر گاه هر رأس$v$ در $vsetminus s $ با حداقل یک رأس از $s$ مجاور باشد. عدد غالبgamma (g)$ از گرافg$ ، اندازه ی کوچکترین مجموعه ی غالب از گراف است.فرض کنید$r$ یک حلقه ی ناجابجایی باشد. گراف جابجایی روی$r$ که با نماد$gamma(r)$ نشان داده می شود، یک گراف با مجموعه ی رئوس$rsetminus z(r)$ ...
In this paper, we review and extend a family of log-det divergences for symmetric positive definite (SPD) matrices and discuss their fundamental properties. We show how to generate from parameterized Alpha-Beta (AB) and Gamma log-det divergences many well known divergences, for example, the Stein’s loss, S-divergence, called also Jensen-Bregman LogDet (JBLD) divergence, the Logdet Zero (Bhattac...
This paper considers the effects of placing an absolutely continuous prior distribution on the regression coefficients of a linear model. We show that the posterior expectation is a matrix-shrunken version of the least squares estimate where the shrinkage matrix depends on the derivatives of the prior predictive density of the least squares estimate. The special case of the normal-gamma prior, ...
Existing works on multivariate distributions mainly focus on limited distribution functions and require that the associated marginal distributions belong to the same family. Although this simplifies problems, it may fail to deal with practical cases when the marginal distributions are arbitrary. To this end, copula function is employed since it provides a flexible way in decoupling the marginal...
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