نتایج جستجو برای: multivariate generalized hyperbolic distribution

تعداد نتایج: 891812  

Journal: :Journal of Applied Probability 1976

Journal: :Journal of Applied Statistics 2012

Journal: : 2023

This research included the bayesian estimate for vector Autoregressive model with rank (p) in addition to statistical tests and predict Bayesian when random error of followed generalized multivariate modified Bessel distribution. The prior information about parameters is represented by probability distributions belong conjugate families. It found that posterior marginal distribution matrix (Φ) ...

2015
Natalia Y. Ermolova Olav Tirkkonen

In this paper, we recognize the relation between the generalized α − λ − η − μ and η − μ fading distributions. We present an approximate technique providing the reduction of the α − λ − η − μ distribution to the generalized gamma distribution. For integer values of the fading parameter μ, we prove that the probability density function (PDF) of the α − λ − η − μ distribution is expressed via a l...

Journal: :J. Sci. Comput. 2011
Mario Ricchiuto

In this paper we consider the discretization the Shallow Water equations by means of Residual Distribution (RD) schemes, and review the conditions allowing the exact preservation of some exact steady solutions. These conditions are shown to be related to both the type of spatial approximation and to the quadrature used to evaluate the cell residual. Numerical examples are shown to validate the ...

2010
TOMASZ J. KOZUBOWSKI KRZYSZTOF PODGÓRSKI IGOR RYCHLIK Tomasz J. Kozubowski Krzysztof Podgórski Igor Rychlik

Multivariate Laplace distribution is an important stochastic model that accounts for asymmetry and heavier than Gaussian tails often observed in practical data, while still ensuring the existence of the second moments. A Lévy process based on this multivariate infinitely divisible distribution is known as Laplace motion, and its marginal distributions are multivariate generalized Laplace laws. ...

 In this paper, we consider a flexible skew-generalized normal distribution. This distribution is denoted by $FSGN(/lambda _1, /lambda _2 /theta)$. It contains the normal, skew-normal (Azzalini, 1985), skew generalized normal (Arellano-Valle et al., 2004) and skew flexible-normal (Gomez et al., 2011) distributions as special cases. Some important properties of this distribution are establi...

Journal: :The Annals of Mathematical Statistics 1954

Journal: :Pakistan Journal of Statistics and Operation Research 2010

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