نتایج جستجو برای: bivariate poisson distribution

تعداد نتایج: 648716  

ژورنال: اندیشه آماری 2016

 ‎A Poisson distribution is well used as a standard model for analyzing count data‎. ‎So the Poisson distribution parameter estimation is widely applied in practice‎. ‎Providing accurate confidence intervals for the discrete distribution parameters is very difficult‎. ‎So far‎, ‎many asymptotic confidence intervals for the mean of Poisson distribution is provided‎. ‎It is known that the coverag...

ژورنال: پژوهش های ریاضی 2018
Yaghoubzadeh Shahrestani, Shahram,

Gompertz-Poisson distribution is a three-parameter lifetime distribution with increasing, decreasing, increasing-decreasing and unimodal shape failure rate function and a composition of Gompertz and Poisson distributions cut at zero point that in this paper estimated the parameters of the distribution by maximum likelihood method and in order to confirm the calculated estimates, based on random...

Journal: :Insurance: Mathematics and Economics 2009

2009
Nandini Das

Multivariate statistical process control deserves particular attention in the recent scenario. Though, Hotelling control chart is quite popular and widely used technique in this field but its performance is deteriorated when the underlying distribution of the quality characteristics is not following multivariate normal distribution. Hence the need of developing a non-parametric multivariate con...

2009
Vinzenz Erhardt Claudia Czado

Erhardt and Czado (2008) suggest an approximative method for sampling highdimensional count random variables with a specified Pearson correlation. They utilize Gaussian copulae for the construction of multivariate discrete distributions. A major task is to determine the appropriate copula parameters for the achievement of a specified target correlation. Erhardt and Czado (2008) develop an optim...

2013
Gianni Amati Giorgio Gambosi

Harter’s 2-Poisson model of Information Retrieval is a univariate model of the raw term frequencies, that does not condition the probabilities on document length [2]. A bivariate stochastic model is thus introduced to extend Harter’s 2-Poisson model, by conditioning the term frequencies of the document to the document length. We assume Harter’s hypothesis: the higher the probability f(X = x|L =...

Journal: :International Journal of Scientific Research in Mathematical and Statistical Sciences 2018

2002
By SRIKANTH K. IYER D. MANJUNATH

We derive bivariate exponential distributions using independent auxiliary random variables. We develop separate models for positive and negative correlations between the exponentially distributed variates. To obtain a positive correlation, we define a linear relation between the variates X and Y of the form Y = aX +Z where a is a positive constant and Z is independent of X. To obtain exponentia...

2012
David D. Hanagal Alok D. Dabade

Shared frailty models are often used to model heterogeneity in survival analysis. There are certain assumptions about the baseline distribution and distribution of frailty. In this paper, we consider compound Poisson distribution as frailty distribution and three different baseline distributions namely, Weibull, generalized exponential and exponential power distribution. With these three baseli...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید