共查询到20条相似文献,搜索用时 31 毫秒
1.
Gauss M. CordeiroArtur J. Lemonte 《Statistics & probability letters》2011,81(8):973-982
The Laplace distribution is one of the earliest distributions in probability theory. For the first time, based on this distribution, we propose the so-called beta Laplace distribution, which extends the Laplace distribution. Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters and derive the observed information matrix. The usefulness of the new model is illustrated by means of a real data set. 相似文献
2.
If g and G are the pdf and the cdf of a distribution symmetric around 0 then the pdf 2g(u)G(λ
u) is said to define a skew distribution. In this paper, we provide a mathematical treatment of the skew distributions when
g and G are taken to come from one of Laplace, logistic, Student’s t, uniform, exponential power or the Bessel function distribution.
相似文献
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Statistical analysis of progressive stress accelerated life test for the product of two-parameter Laplace BS fatigue life distribution under inverse power law model
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Based on the product of two-parameter Laplace Birnbaum-Saunders fatigue life distribution, its failure distribution mode is theoretically derived under the progressive stress accelerated life test with inverse power law model, and then three-parameter generalized Laplace Birnbaum-Saunders fatigue life distribution is introduced. The basic properties of three-parameter generalized Laplace Birnbaum-Saunders fatigue life distribution are analyzed, and the image characteristics of its density function, failure rate function and average failure rate function are investigated. Meanwhile, the point estimate method is given for three parameters, and then the point estimates of parameters are obtained for the product of two-parameter Laplace Birnbaum-Saunders fatigue life distribution under the progressive stress accelerated life test with inverse power law model. In addition, the practical example and simulation examples are illustrated to show the feasibility of the proposed method. 相似文献
5.
本文证明了离散更新过程在随机区间内的更新次数的两上几何分布特征,这一结果与不可靠服务员的离散排队系统密切相关。 相似文献
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.
E. Olusegun George Cecil C. Rousseau 《Annals of the Institute of Statistical Mathematics》1987,39(1):627-635
Summary It is well-known that for a large family of distributions, the sample midrange is asymptotically logistic. In this article,
the logistic midrange is closely examined. Its distribution function is derived using Dixon's formula (Bailey (1935,Generalized Hypergeometric Series, Cambridge University Press, p. 13)) for the generalized hypergeometric function with unit argument, together with appropriate
techniques for the inversion of (bilateral) Laplace transforms. Several relationships in distribution are established between
the midrange and sample median of the logistic and Laplace random variables. Possible applications in testing for outliers
are also discussed. 相似文献
8.
深沪股市收益率分布特征的统计分析 总被引:8,自引:0,他引:8
本文通过对深沪两地股票市场的股指收益率数据进行分析,发现两地股票收益率分布均呈现"尖峰厚尾"反正态特征,本文通过引入Laplace分布代替过去人们常用的正态分布去刻画收益率分布,结果显示Laplace分布比正态分布拟合效率有了明显的提高。 相似文献
9.
M. Nieszposki 《Theoretical and Mathematical Physics》2002,133(2):1576-1584
We present the notion of a Laplace ladder for a discrete analogue of the Laplace equation. We introduce the adjoint of the discrete Moutard equation and a discrete counterpart of the nonlinear representation for the Goursat equation. 相似文献
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We define a discrete Laplace–Beltrami operator for simplicial surfaces (Definition 16). It depends only on the intrinsic geometry
of the surface and its edge weights are positive. Our Laplace operator is similar to the well known finite-elements Laplacian
(the so called “cotan formula”) except that it is based on the intrinsic Delaunay triangulation of the simplicial surface.
This leads to new definitions of discrete harmonic functions, discrete mean curvature, and discrete minimal surfaces. The
definition of the discrete Laplace–Beltrami operator depends on the existence and uniqueness of Delaunay tessellations in
piecewise flat surfaces. While the existence is known, we prove the uniqueness. Using Rippa’s Theorem we show that, as claimed,
Musin’s harmonic index provides an optimality criterion for Delaunay triangulations, and this can be used to prove that the
edge flipping algorithm terminates also in the setting of piecewise flat surfaces.
Research for this article was supported by the DFG Research Unit 565 “Polyhedral Surfaces” and the DFG Research Center Matheon “Mathematics for key technologies” in Berlin. 相似文献
12.
Jacek Wesołowski Mohammad Ahsanullah 《Annals of the Institute of Statistical Mathematics》1998,50(3):543-565
Behaviour of a sequence of independent identically distributed random variables with respect to a random threshold is investigated. Three statistics connected with exceeding the threshold are introduced, their exact and asymptotic distributions are derived. Also distribution-free properties, leading to some common and some new discrete distributions, are considered. Identification of equidistribution of observations and the threshold are discussed. In this context relations between the exponential and gamma distributions are studied and a new derivation of the celebrated Laplace expansion for the standard normal distribution function is given. 相似文献
13.
V.V. Kolybasova P.A. KrutitskiiK.V. Prozorov G. Vainikko 《Journal of Computational and Applied Mathematics》2011,235(5):1317-1325
The uniquely solvable system of the Cauchy integral equation of the first kind and index 1 and an additional integral condition is treated. Such a system arises, for example, when solving the skew derivative problem for the Laplace equation outside an open arc in a plane. This problem models the electric current from a thin electrode in a semiconductor film placed in a magnetic field. A fast and accurate numerical method based on the discrete Fourier transform is proposed. Some computational tests are given. It is shown that the convergence is close to exponential. 相似文献
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Simos Meintanis George Iliopoulos 《Annals of the Institute of Statistical Mathematics》2003,55(1):137-151
In this paper a class of goodness-of-fit tests for the Rayleigh distribution is proposed. The tests are based on a weighted
integral involving the empirical Laplace transform. The consistency of the tests as well as their asymptotic distribution
under the null hypothesis are investigated. As the decay of the weight function tends to infinity the test statistics approach
limit values. In a particular case the resulting limit statistic is related to the first nonzero component of Neyman’s smooth
test for this distribution. The new tests are compared with other omnibus tests for the Rayleigh distribution. 相似文献
16.
On Mittag-Leffler functions and related distributions 总被引:1,自引:0,他引:1
R. N. Pillai 《Annals of the Institute of Statistical Mathematics》1990,42(1):157-161
The distribution F
() = 1 – E
(–), 0 < 1; 0 , where E
(x) is the Mittag-Leffler function is studied here with respect to its Laplace transform. Its infinite divisibility and geometric infinite divisibility are proved, along with many other properties. Its relation with stable distribution is established. The Mittag-Leffler process is defined and some of its properties are deduced. 相似文献
17.
M. J. Lopez-Herrero 《Annals of Operations Research》2006,141(1):271-281
This paper concerns the busy period of a single server queueing model with exponentially distributed repeated attempts. Several
authors have analyzed the structure of the busy period in terms of the Laplace transform but, the information about the density
function is limited to first and second order moments. We use the maximum entropy principle to find the least biased density
function subject to several mean value constraints. We perform results for three different service time distributions: 3-stage
Erlang, hyperexponential and exponential. Also a numerical comparative analysis between the exact Laplace transform and the
corresponding maximum entropy density is presented.
AMS subject classification: 90B05 90B22 相似文献
18.
A four-node discrete singular convolution (DSC) method is developed for free vibration analysis of arbitrary straight-sided quadrilateral plates. The straight-sided quadrilateral domain is mapped into a square domain in the computational space using a four-node element. By using the geometric transformation, the governing equations and boundary conditions of the plate are transformed from the physical domain into a square computational domain. Numerical examples illustrating the accuracy and convergence of the DSC method for skew, trapezoidal, rhombic and arbitrary quadrilateral plates are presented. The results obtained by DSC method were compared with those obtained by the other numerical methods. 相似文献
19.
Yousry H. Abdelkader 《Statistics & probability letters》2011,81(8):1143-1149
In this paper, we derive a method for obtaining the Laplace transform of order statistics (o.s.) arising from general independent nonidentically distributed random variables (r.v.’s). A survey of the most important properties, applications and the o.s. of a Phase-type (PH) distribution are also presented. Two illustrative examples are provided. 相似文献
20.
In this article we study the top of the spectrum of the normalized Laplace operator on infinite graphs. We introduce the dual Cheeger constant and show that it controls the top of the spectrum from above and below in a similar way as the Cheeger constant controls the bottom of the spectrum. Moreover, we show that the dual Cheeger constant at infinity can be used to characterize that the essential spectrum of the normalized Laplace operator shrinks to one point. 相似文献