Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

Wyszukujesz frazę "characteristic function" wg kryterium: Temat


Wyświetlanie 1-4 z 4
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
Artykuł
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
Artykuł
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
Artykuł
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
Artykuł
    Wyświetlanie 1-4 z 4

    Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies