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    Wyświetlanie 1-7 z 7
    Tytuł:
    Estimation of changes in the distribution of income in the Czech Republic using mixture models
    Autorzy:
    Malá, Ivana
    Powiązania:
    https://bibliotekanauki.pl/articles/433957.pdf
    Data publikacji:
    2013
    Wydawca:
    Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
    Tematy:
    income distributions
    maximum likelihood estimate
    finite mixture
    lognormal distribution
    Dagum distribution
    Opis:
    In the text the development of distributions (and their characteristics) of the equivalised net annual nominal income in Czech households in 2004-2009 is studied. Three-parametric lognormal and Dagum distributions are used as a model for income probability distribution. Moreover, finite mixtures of these distributions are estimated for the models with an observable component membership (given by the number of economically active members of the household and the number of unemployed members). Data from the European Union survey – Statistics on Income and Living Conditions 2005-2010 – are used for the analysis. All the estimates in the text are obtained using the maximum likelihood method.
    Źródło:
    Śląski Przegląd Statystyczny; 2013, 11(17); 137-150
    1644-6739
    Pojawia się w:
    Śląski Przegląd Statystyczny
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Improved Gaussian Mixture Probability Hypothesis Density for Tracking Closely Spaced Targets
    Autorzy:
    Zhang, H.
    Ge, H.
    Yang, J.
    Powiązania:
    https://bibliotekanauki.pl/articles/227341.pdf
    Data publikacji:
    2017
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    closely spaced targets
    random finite set
    probability hypothesis density filter
    Gaussian mixture PHD
    weight redistribution
    Opis:
    Probability hypothesis density (PHD) filter is a suboptimal Bayesian multi-target filter based on random finite set. The Gaussian mixture PHD filter is an analytic solution to the PHD filter for linear Gaussian multi-target models. However, when targets move near each other, the GM-PHD filter cannot correctly estimate the number of targets and their states. To solve the problem, a novel reweighting scheme for closely spaced targets is proposed under the framework of the GM-PHD filter, which can be able to correctly redistribute the weights of closely spaced targets, and effectively improve the multiple target state estimation precision. Simulation results demonstrate that the proposed algorithm can accurately estimate the number of targets and their states, and effectively improve the performance of multi-target tracking algorithm.
    Źródło:
    International Journal of Electronics and Telecommunications; 2017, 63, 3; 247-254
    2300-1933
    Pojawia się w:
    International Journal of Electronics and Telecommunications
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Loss modeling with mixtures distributions in R package
    Autorzy:
    Sitek, Grzegorz
    Powiązania:
    https://bibliotekanauki.pl/articles/434037.pdf
    Data publikacji:
    2017
    Wydawca:
    Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
    Tematy:
    finite mixture of distributions
    loss distribution
    maximum likelihood estimate
    EM algorithm
    Opis:
    Finite mixtures of probability distributions may be successfully used in the modeling of probability distributions of losses. These distributions are typically heavy tailed and positively skewed. Finding the distribution that fits loss data well is often difficult. The paper shows that the use of mixed models can significantly improve the goodness-of-fit of the loss data. The paper also presents an algorithm to find estimates of parameters of mixture distribution and gives an illustrative example. The analytical approach is probably the most often used in practice and certainly the most frequently adopted in the actuarial literature. It is reduced to finding a suitable analytical expression which fits the observed data well. For parameters estimation we use the maximum likelihood method applying the Newton-Raphson and EM algorithm. Computations of goodness-of-fit can be judged using the Akaike information criterion.
    Źródło:
    Śląski Przegląd Statystyczny; 2017, 15 (21); 183-200
    1644-6739
    Pojawia się w:
    Śląski Przegląd Statystyczny
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Modeling income on the basis of distribution mixture
    Autorzy:
    Sitek, Grzegorz
    Powiązania:
    https://bibliotekanauki.pl/articles/584955.pdf
    Data publikacji:
    2014
    Wydawca:
    Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
    Tematy:
    finite mixture
    income distribution
    maximum likelihood estimate
    EM algorithm
    number of components
    Opis:
    Finite mixtures of probability distributions may be successfully used in the modeling of probability distributions of incomes. These distributions are typically heavy tailed and positively skewed. This article deals with the problem of determining the number of components in mixture modeling. This paper considers the likelihood of ratio-based testing of the null hypothesis of homogeneity in mixture models. The number of components is an important parameter in the applications of finite mixture models.
    Źródło:
    Mathematical Economics; 2014, 10(17); 79-90
    1733-9707
    Pojawia się w:
    Mathematical Economics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Modelowanie rozkładów pierśnic drzew z wykorzystaniem rozkładów mieszanych. I. Definicja, charakterystyka i estymacja parametrów rozkładów mieszanych
    Modelling tree diameter distributions using mixture models. I. Definition, characteristics and parameters estimation of mixtures distributions
    Autorzy:
    Podlaski, R.
    Powiązania:
    https://bibliotekanauki.pl/articles/973905.pdf
    Data publikacji:
    2011
    Wydawca:
    Polskie Towarzystwo Leśne
    Tematy:
    drzewostany
    modelowanie
    estymacja
    leśnictwo
    rozkład pierśnic
    rozkład mieszany
    rozkłady składowe
    finite mixture models
    tree diameter distribution
    maximum likelihood estimation
    initial values
    starting
    strategy
    Opis:
    The article presents an introduction to the theory of finite mixture distributions, discusses the ways of procedure in selecting the number and type of component distributions, the methods of assessing the initial values, and proposal of the procedure of estimating the parameters. The proposed procedure uses min.k/max.k (for k=1, 3, 6) and 0.5/1.5/average methods to select initial values for a numerical procedure (EM algorithm + Newton's method) allowing to calculate the extremum of the likelihood function. If at least two identical solutions for the extreme values are not obtained, the multistart method should additionally be applied.
    Źródło:
    Sylwan; 2011, 155, 04; 244-252
    0039-7660
    Pojawia się w:
    Sylwan
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Modelowanie rozkładów pierśnic drzew z wykorzystaniem rozkładów mieszanych. II. Aproksymacja rozkładów pierśnic w lasach wielopiętrowych
    Modelling tree diameter distributions using mixture models. II. Approximation the breast height diameter distributions of multi-storeyed forests
    Autorzy:
    Podlaski, R.
    Powiązania:
    https://bibliotekanauki.pl/articles/973657.pdf
    Data publikacji:
    2011
    Wydawca:
    Polskie Towarzystwo Leśne
    Tematy:
    modelowanie
    rozklad mieszany
    rozklad Weibulla
    rozklad gamma
    aproksymacja
    dynamika drzewostanu
    Swietokrzyski Park Narodowy
    leśnictwo
    rozkład pierśnic
    drzewostany wielopiętrowe
    finite mixture models
    weibull distribution
    gamma distribution
    irregularly descending distributions
    forest dynamics
    Polska
    Świętokrzyski National Park
    Opis:
    The aim of the study is to (1) test the procedure of estimating mixture distribution parameters proposed in Podlaski [2011] and (2) present the universality and usefulness of mixture distributions for modelling the empirical distributions of breast height diameters on the example of two−generation stands with an asymmetric breast height diameter distributions. The tested procedure of estimating mixture distribution parameters allowed to calculate parameters for all analysed plots. Weibull and gamma distributions correctly approximated empirical distributions of breast height diameters of all investigated stands. The results presented in the study show the usefulness of mixture distributions to model asymmetric unimodal and poorly developed bimodal distributions of breast height diameters.
    Źródło:
    Sylwan; 2011, 155, 05; 293-300
    0039-7660
    Pojawia się w:
    Sylwan
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Ocena zgodności rozkładów empirycznych pierśnic drzewostanów bukowych różnych klas wieku z wybranymi rozkładami teoretycznymi
    Goodness of fit evaluation of the breast height diameter distributions of beech stands differing in age with selected theoretical distributions
    Autorzy:
    Jagiełło, R.
    Beker, C.
    Jagodziński, A.M.
    Powiązania:
    https://bibliotekanauki.pl/articles/989389.pdf
    Data publikacji:
    2016
    Wydawca:
    Polskie Towarzystwo Leśne
    Tematy:
    lesnictwo
    drzewostany bukowe
    klasy wieku
    buk zwyczajny
    Fagus sylvatica
    piersnice drzew
    rozklad empiryczny
    rozklad teoretyczny
    ocena zgodnosci
    diameter distribution
    finite mixture distribution
    beech stand
    fagus sylvatica
    Opis:
    Modelling is one of the basic activities in the field of biological sciences. The main purpose of modelling is to illustrate relationships and phenomena of biological objects (and traits describing them) and present reality as close as it is possible with expected range of error. In the paper we presented results of approximation of the selected theoretical distributions, i.e. singular (normal, log−normal, gamma, two− and three−parameter Weibull, Johnsons SB) and finite mixture (normal, log−normal, gamma and Weibull) to tree diameter distributions in beech stands (Fagus sylvatica L.). The main aim of the study was to evaluate goodness of fit of selected distributions, prove legitimacy of using mixture distributions in even−aged, single−species beech stands and find the best distribution of model diameter distribution in a whole production cycle of this kind of stands. The study was conducted in 32 sample plots located in north−western Poland in stands at the age between 9 and 140. For the evaluation χ² test, a modified error index (e) and a root mean square error (RMSE) were used. We found that the RMSE and e are related in most cases with stand density. Mean values of used indicators show that finite mixture distributions are better in comparison to singular distributions. The best fitted distributions were Johnsons SB and mixture of gamma ones. Range of error index expressed with number of trees per hectare ranges 16.5−32.8% and 7.7−27.0% for this distributions, respectively. Conversely the worst results were obtained by fitting two−parameter Weibull distribution both in singular and mixture. Future diameter distribution model based on the probability distribution should be based on Johnson SB or 3−parameter Weibull distribution from singular ones or gamma from finite mixture. In case of age class apportionment unequivocal the best result were obtained with Johnson SB and partially with mixture gamma distributions.
    Źródło:
    Sylwan; 2016, 160, 02; 107-119
    0039-7660
    Pojawia się w:
    Sylwan
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-7 z 7

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