Keyword: statistics: distributions

Found 548 papers in total
Complexity and the character of stock returns: empirical evidence and a model of asset prices based on complex investor learning
Complexity and the character of stock returns: empirical evidence and a model of asset prices based on complex investor learning
2007,
Empirical evidence on the distributional characteristics of common stock returns...
Order series method for forecasting non-Gaussian time series
Order series method for forecasting non-Gaussian time series
2007,
A new forecasting non-Gaussian time series method based on order series transformation...
Negative binomial version of the Lee–Carter model for mortality forecasting
Negative binomial version of the Lee–Carter model for mortality forecasting
2007,
Mortality improvements pose a challenge for the planning of public retirement systems...
Developing a c1osed-form cost expression for an (R,s,nQ) policy where the demand process is compound generalized Erlang
Developing a c1osed-form cost expression for an (R,s,nQ) policy where the demand process is compound generalized Erlang
2007,
We derive a c1osed-form cost expression for an (R,s,nQ) inventory control policy where...
A lognormal approximation of activity duration in PERT using two time estimates
A lognormal approximation of activity duration in PERT using two time estimates
2007,
The success behind effective project management lies in estimating the time for...
A prognosis model for wear prediction based on oil-based monitoring
A prognosis model for wear prediction based on oil-based monitoring
2007,
This paper reports on the development of a wear prediction model based on stochastic...
An extreme value approach to estimating interest-rate volatility: pricing implications for interest-rate options
An extreme value approach to estimating interest-rate volatility: pricing implications for interest-rate options
2007,
This paper proposes an extreme value approach to estimating interest-rate volatility,...
Structurally missing capture–recapture data
Structurally missing capture–recapture data
2006,
Registrations in epidemiological studies suffer from incompleteness, thus a general...
Serial production systems with random yield and rigid demand: A heuristic
Serial production systems with random yield and rigid demand: A heuristic
2007,
We consider a heuristic for serial production systems with random yields and rigid...
Generalized proportional intensities models for repairable systems
Generalized proportional intensities models for repairable systems
2006,
Based upon the non-homogeneous Poisson process as recommended by Ascher &...
A novel repair model for imperfect maintenance
A novel repair model for imperfect maintenance
2006,
Commonly used repair rate models for repairable systems in the reliability literature...
A compact mean–variance–skewness model for large-scale portfolio optimization and its application to the New York Stock Exchange (NYSE) market
A compact mean–variance–skewness model for large-scale portfolio optimization and its application to the New York Stock Exchange (NYSE) market
2007,
This paper develops a portfolio optimization model that uses the first three moments...
Generalized stationary models for scheduling single and multiple preventive maintenance routines
Generalized stationary models for scheduling single and multiple preventive maintenance routines
2002,
This paper is concerned with the development and application of stationary models for...
Hot-hand effects in sports and a recursive method of computing probabilities for streaks
Hot-hand effects in sports and a recursive method of computing probabilities for streaks
2006,
We give a recursive method of computing probabilities associated with the waiting time...
Properties of the geometric and related processes
Properties of the geometric and related processes
2005,
Some properties of the geometric process are studied along with those of a related...
Sensitivity of crash models to alternative specifications
Sensitivity of crash models to alternative specifications
2005,
This paper examines the sensitivity of policy conclusions that are derived from crash...
Ordering ordinal probability distributions
Ordering ordinal probability distributions
2001,
We consider the problem of ordering probability distributions which take the values in...
On some statistical properties of the apportionment index
On some statistical properties of the apportionment index
2005,
The purpose of this paper is to initiate a statistical analysis of the Apportionment...
Some indications to correctly use the estimations of an expert in the PERT methodology
Some indications to correctly use the estimations of an expert in the PERT methodology
2003,
The so-called Caballer distribution, that is, the beta distribution of parameters p...
Evaluating failure time probabilities for a Markovian wear process
Evaluating failure time probabilities for a Markovian wear process
2005,
We present simplified analytical results for the numerical evaluation of failure time...
Preference and veto thresholds in multicriteria analysis based on stochastic dominance
Preference and veto thresholds in multicriteria analysis based on stochastic dominance
2004,
In the paper, a discrete stochastic multiattribute problem is considered. It is...
On the behavior and shape of mixture failure rates from a family of increasing failure rate Weibull distributions
On the behavior and shape of mixture failure rates from a family of increasing failure rate Weibull distributions
2004,
Populations of many types of component are heterogeneous and often consist of a small...
A general approach to the shape of failure rate and mean residual life functions
A general approach to the shape of failure rate and mean residual life functions
2004,
Failure rate and mean residual life are two important characteristics for studying...
Evaluating project completion times when activity times are Weibull distributed
Evaluating project completion times when activity times are Weibull distributed
2004,
Activity networks have been used to model complex projects with wide applications in...
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