نتایج جستجو برای: closed skew normal distribution

تعداد نتایج: 1248666  

1994
F.-J. Decker

The beam is often represented only by its position (mean) and the width (rms = root mean squared) of its distribution. To achieve these beam parameters in a noisy condition with high backgrounds, a Gaussian distribution with offset (4 parameters) is fitted to the measured beam distribution. This gives a very robust answer and is not very sensitive to background subtraction techniques. To get hi...

Journal: :Physical Review Letters 2021

The statistics of intermittent ocean turbulence is the key link between physical understanding and its global implications. log-normal distribution standard but imperfect assumed for turbulent kinetic energy dissipation rate. We argue that as often generated by multiple changing sources, a log-skew-normal (LSN) more appropriate. show LSN agrees excellently robustly with observations. heavy tail...

2010
Sadia Mahmud WY Wendy Lou Neil W Johnston

BACKGROUND A zero-inflated continuous outcome is characterized by occurrence of "excess" zeros that more than a single distribution can explain, with the positive observations forming a skewed distribution. Mixture models are employed for regression analysis of zero-inflated data. Moreover, for repeated measures zero-inflated data the clustering structure should also be modeled for an adequate ...

Journal: :international journal of group theory 2013
anna luisa gilotti luigi serena

‎in this paper we give a new condition for a sylow $p$-subgroup of a finite group to control transfer‎. ‎then it is deduced a characteri-zation of supersoluble groups that can be seen as a generalization of the well known result concerning the supersolubility of finite groups with cyclic sylow subgroups‎. moreover a condition for a normal embedding of a strongly closed $p$-subgroup is given‎. ...

Journal: :Journal of Mathematical Analysis and Applications 2002

Journal: :Statistics & Probability Letters 2013

2008
Young Il Kim

This paper provides a new empirical guidance for modeling a skewed and fat-tailed error distribution underlying the traditional GARCH models for equity returns based on empirical findings on Realized Volatility (RV), constructed from the summation of higher-frequency squared (demeaned) returns. Based on an 80-year sample of U.S. daily stock market returns, I find that the distribution of monthl...

Journal: :Statistica Neerlandica 2016

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