𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Random marginal and random removal values

✍ Scribed by Emilio Calvo


Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
719 KB
Volume
37
Category
Article
ISSN
0020-7276

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Random vectors with HNBUE-type marginal
✍ Franco Pellerey πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 87 KB

The problem of the preservation of non-parametric life distributions classes under addition of life lengths has been extensively studied in literature. In literature, however, independence among the random life lengths is often assumed. Here we show that for the HNBUE life distributions class (and f

Bounds for optimal stopping values of de
✍ Alfred MΓΌller πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 92 KB

We consider the problem of optimal stopping of a ÿnite sequence of dependent random variables. We explicitly determine the maximum of the stopping value within the Frà echet class of all multivariate distributions with given continuous marginals. We show that the maximum is attained for a shu e of m

Extreme Values in FGM Random Sequences
✍ E Hashorva; J HΓΌsler πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 128 KB

We consider the multivariate Farlie Gumbel Morgenstern class of distributions and discuss their properties with respect to the extreme values. This class was used to consider dependence in multivariate distributions and their ordering. We show that the extreme values of these distributions behave as

Reduced Chaos decomposition with random
✍ Christian Soize; Roger G. Ghanem πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 408 KB

We develop a stochastic functional representation that is adapted to problems involving various forms of epistemic uncertainties including modeling error and data paucity. The new representation builds on the polynomial Chaos decomposition and eventually yields a Karhunen-Loeve expansion with random