Temat: characteristic function

Skocz do pozycji: 1.

Tytuł:: Alternative approach to moments of order statistics from one-parameter Weibull distribution
Autorzy:: Rai, Piyush Kant
Sirohi, Anu
Tematy:: order statistics
survival function
moments
characteristic function; Pokaż więcej
Data publikacji:: 2020-03-23
Powiązania:: https://bibliotekanauki.pl/articles/1358308.pdf Link otwiera się w nowym oknie
Źródło:: Statistics in Transition new series; 2020, 21, 1; 169-176
1234-7655
Pojawia się w:: Statistics in Transition new series
Opis:: The Weibull distribution is used to describe various observed failures of phenomena and widely used in survival analysis and reliability theory. Sometimes it is very difficult to compute moments of such distributions due to various reasons for e.g. analytical issues, multi parameter cases etc. This study presents the computation of the moments and the expected value of the product of order statistics in the sample from the one-parameter Weibull distribution. An alternative approach in connection to survival function is used to obtain these moments and expected values. In addition the characteristic function of the above distribution is also obtained in the form of gamma functions. Further an illustration is shown to find the first two moments and expected value of the product of order statistics by using this approach.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Implementation of a Value for Generalized Characteristic Function Games
Autorzy:: Michalak, T. P.
Rahwan, T.
Tematy:: generalized characteristic function games
Shapley value implementation; Pokaż więcej
Data publikacji:: 2014
Powiązania:: https://bibliotekanauki.pl/articles/91521.pdf Link otwiera się w nowym oknie
Źródło:: Zeszyty Naukowe Warszawskiej Wyższej Szkoły Informatyki; 2014, 8, 11; 7-27
1896-396X
2082-8349
Pojawia się w:: Zeszyty Naukowe Warszawskiej Wyższej Szkoły Informatyki
Opis:: Generalized characteristic function games are a variation of characteristic function games, in which the value of a coalition depends not only on the identities of its members, but also on the order in which the coalition is formed. This class of games is a useful abstraction for a number of realistic settings and economic situations, such as modeling relationships in social networks. To date, two main extensions of the Shapley value have been proposed for generalized characteristic function games: the Nowak-Radzik value and the S´anchez-Berganti˜nos value. In this context, the present article studies generalized characteristic function games from the point of view of implementation and computation. Specifically, the article presents a non-cooperative mechanism that implements the Nowak-Radzik value in Subgame-Perfect Nash Equilibria in expectation.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: Simple fractions and linear decomposition of some convolutions of measures
Autorzy:: Misiewicz, Jolanta
Cooke, Roger
Tematy:: measure
convolution of measures
characteristic function
simple fraction; Pokaż więcej
Data publikacji:: 2001
Powiązania:: https://bibliotekanauki.pl/articles/729828.pdf Link otwiera się w nowym oknie
Źródło:: Discussiones Mathematicae Probability and Statistics; 2001, 21, 2; 149-157
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Opis:: Every characteristic function φ can be written in the following way: φ(ξ) = 1/(h(ξ) + 1), where h(ξ) = ⎧ 1/φ(ξ) - 1 if φ(ξ) ≠ 0 ⎨ ⎩ ∞ if φ(ξ) = 0 This simple remark implies that every characteristic function can be treated as a simple fraction of the function h(ξ). In the paper, we consider a class C(φ) of all characteristic functions of the form $φ_{a}(ξ) = [a/(h(ξ) + a)]$, where φ(ξ) is a fixed characteristic function. Using the well known theorem on simple fraction decomposition of rational functions we obtain that convolutions of measures $μ_{a}$ with $μ̂_{a}(ξ) = φ_{a}(ξ)$ are linear combinations of powers of such measures. This can simplify calculations. It is interesting that this simplification uses signed measures since coefficients of linear combinations can be negative numbers. All the results of this paper except Proposition 1 remain true if we replace probability measures with complex valued measures with finite variation, and replace the characteristic function with Fourier transform.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 4.

Tytuł:: Application of the sequential probability ratio test to verification of statistical hypotheses
Zastosowanie sekwencyjnych testów ilorazowych do weryfikacji hipotez statystycznych
Autorzy:: Pekasiewicz, Dorota
Tematy:: sequential probability ratio test
operating characteristic function
average sample size; Pokaż więcej
Data publikacji:: 1997
Powiązania:: https://bibliotekanauki.pl/articles/904612.pdf Link otwiera się w nowym oknie
Źródło:: Acta Universitatis Lodziensis. Folia Oeconomica; 1997, 141
0208-6018
2353-7663
Pojawia się w:: Acta Universitatis Lodziensis. Folia Oeconomica
Opis:: The paper deals with some problems concerning the sequential probability ratio tests (SPRT) and their application to verifying simple and composite statistical hypotheses. Besides properties and examples of SPRT, there are presented advantages o f this group of tests and reasons why we cannot always apply them in practice.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 5.

Tytuł:: Geometrically strictly semistable laws as the limit laws
Autorzy:: Malinowski, Marek
Tematy:: infinite divisibility
geometric infinite divisibility
geometric semistability
random sums
limit laws
characteristic function; Pokaż więcej
Data publikacji:: 2007
Powiązania:: https://bibliotekanauki.pl/articles/729998.pdf Link otwiera się w nowym oknie
Źródło:: Discussiones Mathematicae Probability and Statistics; 2007, 27, 1-2; 79-97
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Opis:: A random variable X is geometrically infinitely divisible iff for every p ∈ (0,1) there exists random variable $X_p$ such that $X\stackrel{d}{=} ∑_{k=1}^{T(p)}X_{p,k}$, where $X_{p,k}$'s are i.i.d. copies of $X_p$, and random variable T(p) independent of ${X_{p,1},X_{p,2},...}$ has geometric distribution with the parameter p. In the paper we give some new characterization of geometrically infinitely divisible distribution. The main results concern geometrically strictly semistable distributions which form a subset of geometrically infinitely divisible distributions. We show that they are limit laws for random and deterministic sums of independent random variables.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 6.

Tytuł:: Measuring and Testing Mutual Dependence of Multivariate Functional Data
Autorzy:: Krzyśko, Mirosław
Smaga, Łukasz
Tematy:: characteristic function
dependence measure
distance covariance
multivariate functional data
permutation method
test of independence; Pokaż więcej
Data publikacji:: 2020-09-04
Powiązania:: https://bibliotekanauki.pl/articles/1058987.pdf Link otwiera się w nowym oknie
Źródło:: Statistics in Transition new series; 2020, 21, 3; 21-37
1234-7655
Pojawia się w:: Statistics in Transition new series
Opis:: This paper considers new measures of mutual dependence between multiple multivariate random processes representing multidimensional functional data. In the case of two processes, the extension of functional distance correlation is used by selecting appropriate weight function in the weighted distance between characteristic functions of joint and marginal distributions. For multiple random processes, two measures are sums of squared measures for pairwise dependence. The dependence measures are zero if and only if the random processes are mutually independent. This property is used to construct permutation tests for mutual independence of random processes. The finite sample properties of these tests are investigated in simulation studies. The use of the tests and the results of simulation studies are illustrated with an example based on real data.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 7.

Tytuł:: Near-exact distributions for the generalized Wilks Lambda statistic
Autorzy:: Grilo, Luís
Coelho, Carlos
Tematy:: independent Beta random variables
characteristic function
sum of Gamma random variables
likelihood ratio test statistic
proximity measures; Pokaż więcej
Data publikacji:: 2010
Powiązania:: https://bibliotekanauki.pl/articles/729992.pdf Link otwiera się w nowym oknie
Źródło:: Discussiones Mathematicae Probability and Statistics; 2010, 30, 1; 53-86
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Opis:: Two near-exact distributions for the generalized Wilks Lambda statistic, used to test the independence of several sets of variables with a multivariate normal distribution, are developed for the case where two or more of these sets have an odd number of variables. Using the concept of near-exact distribution and based on a factorization of the exact characteristic function we obtain two approximations, which are very close to the exact distribution but far more manageable. These near-exact distributions equate, by construction, some of the first exact moments and correspond to cumulative distribution functions which are practical to use, allowing for an easy computation of quantiles. We also develop three asymptotic distributions which also equate some of the first exact moments. We assess the proximity of the asymptotic and near-exact distributions obtained to the exact distribution using two measures based on the Berry-Esseen bounds. In our comparative numerical study we consider different numbers of sets of variables, different numbers of variables per set and different sample sizes.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 8.

Tytuł:: Complex Fuzzy Sets with Application in BCK/BCI-Algebras
Autorzy:: Jun, Young Bae
Xin, Xiao Long
Tematy:: complex t-norm
min-complex t-norm
complex subalgebra
complex left (right) reduced ideal
complex characteristic function; Pokaż więcej
Data publikacji:: 2019
Powiązania:: https://bibliotekanauki.pl/articles/749996.pdf Link otwiera się w nowym oknie
Źródło:: Bulletin of the Section of Logic; 2019, 48, 3; 173-185
0138-0680
2449-836X
Pojawia się w:: Bulletin of the Section of Logic
Opis:: As a generation of fuzzy set, the notion of complex fuzzy set which is an innovative concept is introduced by Ramot, Milo, Friedman and Kandel. The purpose of this article is to apply complex fuzzy set to BCK/BCI-algebras. The notions of a complex subalgebra and a complex left (right) reduced ideal in a BCK/BCI- algebra are introduced, and related properties are investigated. Characterizations of a complex subalgebra are provided, and the homomorphic image (preimage) of a complex subalgebra and a complex left (right) reduced ideal.
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 9.

Tytuł:: Modelowanie obciążenia estymatora wartości średniokwadratowej wybranych klas sygnałów
Modeling of bias of mean square value estimator for selected signals
Autorzy:: Lal-Jadziak, J.
Sienkowski, S.
Tematy:: funkcja gęstości prawdopodobieństwa
funkcja charakterystyczna
wartość średniokwadratowa
obciążenie estymatora
probability density function
characteristic function
mean square value
estimator bias; Pokaż więcej
Data publikacji:: 2007
Powiązania:: https://bibliotekanauki.pl/articles/155842.pdf Link otwiera się w nowym oknie
Źródło:: Pomiary Automatyka Kontrola; 2007, R. 53, nr 9 bis, 9 bis; 93-96
0032-4140
Pojawia się w:: Pomiary Automatyka Kontrola
Opis:: Modele obciążenia znajdują zastosowanie w badaniach estymatorów parametrów i charakterystyk sygnałów, a także w określaniu ich niepewności. W publikacji przedstawiono modele obciążenia estymatora wartości średniokwadratowej powodowanego kwantowaniem. Specjalne miejsce poświęcono sygnałom poliharmonicznym oraz sygnałom poliharmonicznym z sygnałami losowymi o rozkładzie równomiernym, gaussowskim oraz trójkątnym.
Models of bias are used in research of parameters and characteristics of signal estimators and in determination their uncertainties. In this article are presented models of mean square value estimator bias caused by quantization. Special attention is paid to the poliharmonic signals and poliharmonic signals with uniform, Gaussian and triangular PDF signal.
Dostawca treści:: Biblioteka Nauki

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na półce

Skocz do pozycji: 10.

Tytuł:: On some limit distributions for geometric random sums
Autorzy:: Malinowski, Marek
Tematy:: random sum
infinite divisibility
semistability
geometric infinite divisibility
geometric stability
geometric semistability
characteristic function
limit distribution
Lévy process; Pokaż więcej
Data publikacji:: 2008
Powiązania:: https://bibliotekanauki.pl/articles/729662.pdf Link otwiera się w nowym oknie
Źródło:: Discussiones Mathematicae Probability and Statistics; 2008, 28, 2; 247-266
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Opis:: We define and give the various characterizations of a new subclass of geometrically infinitely divisible random variables. This subclass, called geometrically semistable, is given as the set of all these random variables which are the limits in distribution of geometric, weighted and shifted random sums. Introduced class is the extension of, considered until now, classes of geometrically stable [5] and geometrically strictly semistable random variables [10]. All the results can be straightforward transfered to the case of random vectors in $ℝ^d$.
Dostawca treści:: Biblioteka Nauki

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