共查询到20条相似文献,搜索用时 31 毫秒
1.
R. M. Korwar 《Annals of the Institute of Statistical Mathematics》1989,41(2):305-321
This paper deals with a new system of discrete distributions. It also gives several characterizations of the Waring (and hence the Yule) distribution (and its truncated versions), the super-Poisson, the discrete uniform and other discrete distributions by using this system and other such systems existing in the literature, and linear regression. Continuous analogues of the above results are also briefly discussed. 相似文献
2.
Sigeo Aki 《Annals of the Institute of Statistical Mathematics》1985,37(1):205-224
Summary This paper considers discrete distributions of orderk based on a binary sequence which is defined as an extension of independent trials with a constant success probability and
is more practical than the independent trials. Some results on calculation of probabilities and characteristics of the distributions
are obtained as well as their formal expressions. Examples and an application are also given.
The Institute of Statistical Mathematics 相似文献
3.
Udo Krzensk 《Computational Statistics》2004,19(4):535-550
Summary This paper deals with the computation of exact cumulative probabilities of discrete distributions and its inverses. For the
computation of cumulative probabilities an efficient and universal algorithm of 15 lines is presented, which can be applied
to the most important discrete distributions (e.g. the binomial, the poisson and the hypergeometric distribution). With a
slight modification an algorithm of 20 lines is obtained for the calculation of the respective inverse distributions. The
accuracy of both algorithms can be specified. Both algorithms are simple, very fast and numerically stable even if the sample
size is one billion. 相似文献
4.
Sigeo Aki Hisataka Kuboki Katuomi Hirano 《Annals of the Institute of Statistical Mathematics》1984,36(1):431-440
Summary This paper gives some results on calculation of probabilities and moments of the discrete distributions of orderk. Further, a new distribution of orderk, which is called the logarithmic series distribution of orderk, is investigated. Finally, we discuss the meaning of theorder of the distributions.
The Institute of Statistical Mathematics 相似文献
5.
6.
由于几何分布的无记忆性,使得几何分布在离散型寿命分布研究中起着极其重要的作用.文章给出几何分布的一个重要特性———其第一个次序统计量仍服从几何分布(称其满足统计封闭特性).针对不同的离散型寿命分布类研究其是否具有统计封闭性. 相似文献
7.
Cvetan Jardas Josip Pečarić Rajko Roki Nikola Sarapa 《Journal of Computational Analysis and Applications》1999,1(1):115-120
In this paper we prove some inequalities for finite sums with positive terms. As a consequence of these results we obtain an inequality for entropies of discrete probability distributions. 相似文献
8.
Summary The class of discrete distributions of orderk is defined as the class of the generalized discrete distributions with generalizer a discrete distribution truncated at zero
and from the right away fromk+1. The probability function and factorial moments of these distributions are expressed in terms of the (right) truncated
Bell (partition) polynomials and several special cases are briefly examined. Finally a Poisson process of orderk, leading in particular to the Poisson distribution of orderk, is discussed. 相似文献
9.
This paper obtains some equivalent conditions about the asymptotics for the density of the supremum of a random walk with
light-tailed increments in the intermediate case. To do this, the paper first corrects the proofs of some existing results
about densities of random sums. On the basis of the above results, the paper obtains some equivalent conditions about the
asymptotics for densities of ruin distributions in the intermediate case and densities of infinitely divisible distributions.
In the above studies, some differences and relations between the results on a distribution and its corresponding density can
be discovered.
相似文献
10.
For a wide class of discrete distributions, we derive a representation of the inverse (negative) moments through the Stirling numbers of the first kind and inverse factorial moments. We specialize the results for the Poisson, binomial, hypergeometric and negative binomial distributions. 相似文献
11.
Kam-Wah Tsui 《Annals of the Institute of Statistical Mathematics》1986,38(1):45-56
Summary In multiparameter estimation for multivariate discrete distributions with infinite support, inadmissibility problems in situations
where the multivariate probability distribution function isnot a product of the one-dimensional marginal probability distribution functions have previously been unexplored. This paper
examines the inadmissibility problem in some of these situations. Special attention is given to estimating the mean of a negative
multinomial distribution. In estimating the mean vector, certain Clevenson-Zidek type estimators are shown to be uniformly
better than the usual estimator under a large class of generally scaled squared loss functions. Some of the results are generalized
to other multivariate discrete distributions and to situations where several independent negative multinomial distributions
are considered. 相似文献
12.
Mixture distributions arise in many application areas, for example, as marginal distributions or convolutions of distributions. We present a method of constructing an easily tractable discrete mixture distribution as an approximation to a mixture distribution with a large to infinite number, discrete or continuous, of components. The proposed DIRECT (divergence restricting conditional tesselation) algorithm is set up such that a prespecified precision, defined in terms of Kullback–Leibler divergence between true distribution and approximation, is guaranteed. Application of the algorithm is demonstrated in two examples. Supplementary materials for this article are available online. 相似文献
13.
《Operations Research Letters》2020,48(5):552-557
Most of the existing models for Age of Information (AoI) are limited to cases where data generation is according to Poisson process and/or Exponential distribution processing times. Those that consider more general distributions have results only for the first moment of AoI. Discrete time systems for AoI are now receiving attention. In this paper the system is modelled as a discrete time Markov chain and matrix-geometric method is used to obtain the probability mass function of the AoI. 相似文献
14.
In this paper, we investigate the exact distribution of the waiting time for ther-th ℓ-overlapping occurrence of success-runs of a specified length in a sequence of two state Markov dependent trials. The
probability generating functions are derived explicitly, and as asymptotic results, relationships of a negative binomial distribution
of orderk and an extended Poisson distribution of orderk are discussed. We provide further insights into the run-related problems from the viewpoint of the ℓ-overlapping enumeration
scheme. We also study the exact distribution of the number of ℓ-overlapping occurrences of success-runs in a fixed number
of trials and derive the probability generating functions. The present work extends several properties of distributions of
orderk and leads us a new type of geneses of the discrete distributions. 相似文献
15.
具有位相型修理的离散时间可修排队系统 总被引:1,自引:0,他引:1
本文研究了具有一般独立输入,位相型修理的离散时间可修排队系统,假定服务台对顾客的服务时间和服务台寿命服从几何分布,运用矩阵解析方法我们给出系统嵌入在到达时刻的稳态队长分布和等待时间分布,并证明这些分布均为离散位相型分布.我们也得到在广义服务时间内服务台发生故障次数的分布,证明它服从一个修正的几何分布.我们对离散时间可修排队与连续时间可修排队进行了比较,说明这两种排队系统在一些性能指标方面的区别之处.最后我们通过一些数值例子说明在这类系统中顾客的到达过程、服务时间和服务台的故障率之间的关系. 相似文献
16.
There has been considerable interest in obtaining discrete results for random surfaces. Standard results have been published in journals of physics or engineering which have emphasised the applications. This paper gives a detailed background of the mathematical methods needed so that the central connection, namely truncated random variables, between these standard results can be understood. Distributions of discrete peak measures are obtained from the distributions of discrete profile measures of a random Gaussian surface by applying results for the distributions of truncated random variables. This enable the moments to be obtained from known results for the truncated distributions. 相似文献
17.
Nadjib Bouzar 《Annals of the Institute of Statistical Mathematics》2004,56(3):497-510
The purpose of this paper is to introduce and study the concepts of discrete semi-stability and geometric semi-stability for
distributions with support inZ
+. We offer several properties, including characterizations, of discrete semi-stable distributions. We establish that these
distributions posses the property of infinite divisibility and that their probability generating functions admit canonical
representations that are analogous to those of their continuous counterparts. Properties of discrete geometric semi-stable
distributions are deduced from the results obtained for discrete semi-stability. Several limit theorems are established and
some examples are constructed. 相似文献
18.
This paper considers estimating parameters in the discrete distributions of order k such as the binomial, the geometric, the Poisson and the logarithmic series distributions of order k. It is discussed how to calculate maximum likelihood estimates of parameters of the distributions based on independent observations. Further, asymptotic properties of estimators by the method of moments are investigated. In some cases, it is found that the values of asymptotic efficiency of the moment estimators are surprisingly close to one. 相似文献
19.
Bhaskar Bhattacharya 《Annals of the Institute of Statistical Mathematics》1997,49(2):237-254
To test that an experimental treatment is better than an existing one (or control), one can equivalently consider the difference in their response and test if the distribution of the difference is symmetric (about zero) versus it exhibits positive bias (skewness to the right). In this paper, we test the symmetry (about zero) of a discrete distribution against two particular classes of one sided alternatives. We obtain the maximum likelihood estimators under each alternative. The asymptotic null distributions of the likelihood ratio statistics are shown to have chi-bar square type distributions. A power study is performed to compare these one-sided alternatives with other one-sided tests. The theory developed is illustrated by an example. 相似文献
20.
Filipe J. Marques M. Theodor Loots Andriëtte Bekker 《Mathematical Methods in the Applied Sciences》2019,42(17):5718-5735
Series representations for several density functions are obtained as mixtures of generalized gamma distributions with discrete mass probability weights, by using the exponential expansion and the binomial theorem. Based on these results, approximations based on mixtures of generalized gamma distributions are proposed to approximate the distribution of the sum of independent random variables, which may not be identically distributed. The applicability of the proposed approximations are illustrated for the sum of independent Rayleigh random variables, the sum of independent gamma random variables, and the sum of independent Weibull random variables. Numerical studies are presented to assess the precision of these approximations. 相似文献