Autor: Toulias, Thomas - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: MLE for the γ-order Generalized Normal Distribution
Autorzy:: Kitsos, Christos
Vassiliadis, Vassilios
Toulias, Thomas
Powiązania:: https://bibliotekanauki.pl/articles/729734.pdf
Data publikacji:: 2014
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: γ-order Normal distribution
cumulative distribution
truncated distribution
hazard rate
Maximum likelihood estimation
Opis:: The introduced three parameter (position μ, scale ∑ and shape γ) multivariate generalized Normal distribution (γ-GND) is based on a strong theoretical background and emerged from Logarithmic Sobolev Inequalities. It includes a number of well known distributions such as the multivariate Uniform, Normal, Laplace and the degenerated Dirac distributions. In this paper, the cumulative distribution, the truncated distribution and the hazard rate of the γ-GND are presented. In addition, the Maximum Likelihood Estimation (MLE) method is discussed in both the univariate and multivariate cases and asymptotic results are presented.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 143-158
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Global approximations for the γ-order Lognormal distribution
Autorzy:: Toulias, Thomas
Powiązania:: https://bibliotekanauki.pl/articles/729844.pdf
Data publikacji:: 2013
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: cumulative distribution function
γ-order Lognormal distribution
global Padé approximation
Opis:: A generalized form of the usual Lognormal distribution, denoted with $_γ$, is introduced through the γ-order Normal distribution $_γ$, with its p.d.f. defined into (0,+∞). The study of the c.d.f. of $_γ$ is focused on a heuristic method that provides global approximations with two anchor points, at zero and at infinity. Also evaluations are provided while certain bounds are obtained.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2013, 33, 1-2; 99-110
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: On the properties of the Generalized Normal Distribution
Autorzy:: Toulias, Thomas
Kitsos, Christos
Powiązania:: https://bibliotekanauki.pl/articles/729804.pdf
Data publikacji:: 2014
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: entropy type Fisher's information
Shannon entropy
Normal distribution
truncated distribution
Opis:: The target of this paper is to provide a critical review and to enlarge the theory related to the Generalized Normal Distributions (GND). This three term (position, scale shape) distribution is based in a strong theoretical background due to Logarithm Sobolev Inequalities. Moreover, the GND is the appropriate one to support the Generalized entropy type Fisher's information measure.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 35-49
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

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