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On the age-, time- and migration dependent dynamics of diseases
age-, time- and migration dependent dynamics of diseases
2012/11/23
This paper generalizes a previously published differential equation that describes the relation between the age-specific incidence, remission, and mortality of a disease with its prevalence. The under...
Goodness-of-Fit tests with Dependent Observations
Extreme value statistics Stochastic processes Models of financial markets
2011/7/7
We revisit the Kolmogorov-Smirnov and Cram\'er-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variables. We show that th...
The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables
convolution istribution functions
2011/7/5
We propose a new algorithm to compute numerically the distribution function of the sum of $d$ dependent, non-negative random variables with given joint distribution.