Continuous Bivariate Distributions

Continuous Bivariate Distributions PDF Author: N. Balakrishnan
Publisher: Springer Science & Business Media
ISBN: 0387096140
Category : Mathematics
Languages : en
Pages : 714

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Book Description
Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.

Continuous Bivariate Distributions

Continuous Bivariate Distributions PDF Author: N. Balakrishnan
Publisher: Springer Science & Business Media
ISBN: 0387096140
Category : Mathematics
Languages : en
Pages : 714

Get Book Here

Book Description
Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.

Probability and Statistical Inference

Probability and Statistical Inference PDF Author: J.G. Kalbfleisch
Publisher: Springer Science & Business Media
ISBN: 1461210968
Category : Mathematics
Languages : en
Pages : 355

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Book Description
A carefully written text, suitable as an introductory course for second or third year students. The main scope of the text guides students towards a critical understanding and handling of data sets together with the ensuing testing of hypotheses. This approach distinguishes it from many other texts using statistical decision theory as their underlying philosophy. This volume covers concepts from probability theory, backed by numerous problems with selected answers.

Continuous Bivariate Distributions

Continuous Bivariate Distributions PDF Author: N Balakrishnan
Publisher: Springer
ISBN: 9780387096131
Category : Mathematics
Languages : en
Pages : 688

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Book Description
Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.

Probability Distributions Used in Reliability Engineering

Probability Distributions Used in Reliability Engineering PDF Author: Andrew N O'Connor
Publisher: RIAC
ISBN: 1933904062
Category : Mathematics
Languages : en
Pages : 220

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Book Description
The book provides details on 22 probability distributions. Each distribution section provides a graphical visualization and formulas for distribution parameters, along with distribution formulas. Common statistics such as moments and percentile formulas are followed by likelihood functions and in many cases the derivation of maximum likelihood estimates. Bayesian non-informative and conjugate priors are provided followed by a discussion on the distribution characteristics and applications in reliability engineering.

Probability And Statistics For Economists

Probability And Statistics For Economists PDF Author: Yongmiao Hong
Publisher: World Scientific Publishing Company
ISBN: 9813228830
Category : Business & Economics
Languages : en
Pages : 592

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Book Description
Probability and Statistics have been widely used in various fields of science, including economics. Like advanced calculus and linear algebra, probability and statistics are indispensable mathematical tools in economics. Statistical inference in economics, namely econometric analysis, plays a crucial methodological role in modern economics, particularly in empirical studies in economics.This textbook covers probability theory and statistical theory in a coherent framework that will be useful in graduate studies in economics, statistics and related fields. As a most important feature, this textbook emphasizes intuition, explanations and applications of probability and statistics from an economic perspective.

Continuous Multivariate Distributions, Volume 1

Continuous Multivariate Distributions, Volume 1 PDF Author: Samuel Kotz
Publisher: John Wiley & Sons
ISBN: 0471183873
Category : Mathematics
Languages : en
Pages : 752

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Book Description
Seit dem Erscheinen der ersten Auflage dieses Werkes (1972) hat sich das Gebiet der kontinuierlichen multivariaten Verteilungen rasch weiterentwickelt. Moderne Anwendungsfelder sind die Erforschung von Hochwasser, Erdbeben, Regenfällen und Stürmen. Entsprechend wurde das Buch überarbeitet und erweitert: Nunmehr zwei Bände beschreiben eine Vielzahl multivariater Verteilungsmodelle anhand zahlreicher Beispiele. (05/00)

Continuous Bivariate Distributions, Emphasising Applications

Continuous Bivariate Distributions, Emphasising Applications PDF Author: T. P. Hutchinson
Publisher:
ISBN: 9780731672066
Category : Distribution (Probability theory)
Languages : en
Pages : 412

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Book Description


Probability and Bayesian Modeling

Probability and Bayesian Modeling PDF Author: Jim Albert
Publisher: CRC Press
ISBN: 1351030132
Category : Mathematics
Languages : en
Pages : 553

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Book Description
Probability and Bayesian Modeling is an introduction to probability and Bayesian thinking for undergraduate students with a calculus background. The first part of the book provides a broad view of probability including foundations, conditional probability, discrete and continuous distributions, and joint distributions. Statistical inference is presented completely from a Bayesian perspective. The text introduces inference and prediction for a single proportion and a single mean from Normal sampling. After fundamentals of Markov Chain Monte Carlo algorithms are introduced, Bayesian inference is described for hierarchical and regression models including logistic regression. The book presents several case studies motivated by some historical Bayesian studies and the authors’ research. This text reflects modern Bayesian statistical practice. Simulation is introduced in all the probability chapters and extensively used in the Bayesian material to simulate from the posterior and predictive distributions. One chapter describes the basic tenets of Metropolis and Gibbs sampling algorithms; however several chapters introduce the fundamentals of Bayesian inference for conjugate priors to deepen understanding. Strategies for constructing prior distributions are described in situations when one has substantial prior information and for cases where one has weak prior knowledge. One chapter introduces hierarchical Bayesian modeling as a practical way of combining data from different groups. There is an extensive discussion of Bayesian regression models including the construction of informative priors, inference about functions of the parameters of interest, prediction, and model selection. The text uses JAGS (Just Another Gibbs Sampler) as a general-purpose computational method for simulating from posterior distributions for a variety of Bayesian models. An R package ProbBayes is available containing all of the book datasets and special functions for illustrating concepts from the book. A complete solutions manual is available for instructors who adopt the book in the Additional Resources section.

Computational Finance and Financial Econometrics

Computational Finance and Financial Econometrics PDF Author: Eric Zivot
Publisher: CRC Press
ISBN: 9781498775779
Category :
Languages : en
Pages : 500

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Book Description
This book presents mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. The tools are used to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. The author explains how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.

Continuous Multivariate Distributions, Volume 1

Continuous Multivariate Distributions, Volume 1 PDF Author: Samuel Kotz
Publisher: John Wiley & Sons
ISBN: 0471654035
Category : Mathematics
Languages : en
Pages : 752

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Book Description
Continuous Multivariate Distributions, Volume 1, Second Edition provides a remarkably comprehensive, self-contained resource for this critical statistical area. It covers all significant advances that have occurred in the field over the past quarter century in the theory, methodology, inferential procedures, computational and simulational aspects, and applications of continuous multivariate distributions. In-depth coverage includes MV systems of distributions, MV normal, MV exponential, MV extreme value, MV beta, MV gamma, MV logistic, MV Liouville, and MV Pareto distributions, as well as MV natural exponential families, which have grown immensely since the 1970s. Each distribution is presented in its own chapter along with descriptions of real-world applications gleaned from the current literature on continuous multivariate distributions and their applications.