搜索结果: 46-60 共查到“知识库 数学 probability”相关记录61条 . 查询时间(0.061 秒)
Determination of maximum entropy multivariate probability distribution under some constraints
Entropy Maximum entropy principle Density estimation
2010/9/14
In this paper, the methods of obtaining maximum entropy bivariate distributions under the constraints, that one of the marginal distributions, both of marginals, or the marginals and correlation betwe...
Minimizing the probability of ruin under interest force
The probability of ruin Interest rate Compound poisson process
2010/9/10
In this paper, we consider a classical risk process model and allow investment into a risk-free asset as well as proportional reinsurance. The optimal proportional reinsurance strategy is found to min...
Parametric probability densities and distribution functions for Tukey g-and-h transformations and their use for fitting data
Distribution fitting Moments Monte Carlo Non-normality
2010/9/10
The family of g-and-h transformations are popular algorithms used for simulating non-normal distributions because of their simplicity and ease of execution. In general, two limitations associated with...
A Bound on the Deviation Probability for Sums of Non-Negative Random Variables
Deviation bounds Bernstein's inequality Hoeffdings inequality
2008/7/3
A simple bound is presented for the probability that the sum of nonnegative independent random variables is exceeded by its expectation by more than a positive number t. If the variables have the same...
A Note On Probability Weighted Moment Inequalities For Reliability Measures
Stochastic inequalities Weighted distribution functions Bounds
2008/7/3
Weighted distributions in general and length-biased distributions in particular are very useful and convenient for the analysis of lifetime data. These distributions occur naturally for some sampling ...
L'Hospital Type Rules for Monotonicity: Applications to Probability Inequalities for Sums of Bounded Random Variables
L'Hospital's Rule Monotonicity Probability inequalities Sums of independent random variables Student's statistic
2008/7/1
This paper continues a series of results begun by a l'Hospital type rule for monotonicity, which is used here to obtain refinements of the Eaton-Pinelis inequalities for sums of bounded independent ra...
Oriented Site Percolation, Phase Transitions and Probability Bounds
Oriented site percolation Critical probability Phase transition Positive term power series
2008/6/27
We show that one half is a lower bound for the critical probability of an oriented site percolation process of Grimmett and Hiemer. This value improves the known lower bound of one third. We employ an...
Some Inequalities Between Moments of Probability Distributions
Random variate Finite interval Power means Moments
2008/6/27
In this paper inequalities between univariate moments are obtained when the random variate, discrete or continuous, takes values on a finite interval. Further some inequalities are given for the momen...
A Result On the Probability Measures Dominated by ${\pmb g}$-Expectation
Backward stochastic differential equation g-expectation conditional g-expectation Girsanov transformation
2007/12/12
It is proved that a probability measure is dominated by$g$-expectation ${\cal E}_{\mu}[\cdot]$ if and only if it can begenerated by Girsanov transformation via a process which isuniformly bounded by ...
HILBERT SPACE OF PROBABILITY DENSITY FUNCTIONS BASED ON AITCHISON GEOMETRY
Bayes' theorem Fourier coefficients Haar basis Aitchison distance Simplex Least squares approximation
2007/12/12
The set of probability functions is a convex subset of $L^1$ and it does not have a linear space structure when using ordinary sum and multiplication by real constants. Moreover, difficulties arise wh...
Extension of Some Classical Results on Ruin Probability to Delayed Renewal Model
delayed renewal risk model heavy-tails ruin probability
2007/12/11
Embrechts and Veraverbeke~[2] investigated the renewal risk model and gave a tail equivalence relationship of the ruin probabilities ψ(x) under the assumption that the claim size is heavy-tailed, whic...
The Asymptotic Behavior of the Ruin Probability within a Random Horizon
Asymptotics extended regular variation class finite time ruin probability renewal model
2007/12/11
Subject to the assumption that the common distributionof claim sizes belongs to the extended regular variation class,the present work obtains a simple asymptotic formula for the ruinprobability within...
On the Probability of the Number of Solutions for the P4P Problem
Camera calibration pose determination perspective four point problem P4P probability number of solutions
2013/9/9
This paper studies the multi-solution phenomenon for the perspective four point(P4P) problem from geometric and algebraic aspects. We give a pure geometric proof that the P4P problem could have up to ...
A New Factorization Property of the Selfdecomposable Probability Measures
Selfdecomposable s-selfdecomposable background driving L´ evy process class U class L factorization property
2010/12/8
We prove that the convolution of a selfdecomposable dis-tribution with its background driving law is again selfdecomposable if and only if the background driving law is s-selfdecomposable.
q-probability: I. Basic discrete distributions
q-probability I. Basic discrete distributions
2010/11/1
For basic discrete probability distributions, $-$ Bernoulli, Pascal, Poisson, hypergeometric, contagious, and uniform, $-$ $q$-analogs are proposed.