A Gamma-Type Distribution with Applications

modeling loss data by phase-type distribution

بیمه گران همیشه بابت خسارات بیمه نامه های تحت پوشش خود نگران بوده و روش هایی را جستجو می کنند که بتوانند داده های خسارات گذشته را با هدف اتخاذ یک تصمیم بهینه مدل بندی نمایند. در این پژوهش توزیع های فیزتایپ در مدل بندی داده های خسارات معرفی شده که شامل استنباط آماری مربوطه و استفاده از الگوریتم em در برآورد پارامترهای توزیع است. در پایان امکان استفاده از این توزیع در مدل بندی داده های گروه بندی ...

Asymptotic Distribution of Divergence Measure with Applications

A Kotz-Riesz-Type Distribution

This article derives the distribution of random matrix X associated with the transformation Y = X*X, such that Y has a Riesz distribution for real normed division algebras. Two versions of this distributions are proposed and some of their properties are studied.

On the Multivariate Gamma-Gamma (ΓΓ) Distribution with Arbitrary Correlation and Applications in Wireless Communications

The statistical properties of the multivariate GammaGamma (ΓΓ) distribution with arbitrary correlation have remained unknown. In this paper, we provide analytical expressions for the joint probability density function (PDF), cumulative distribution function (CDF) and moment generation function of the multivariate ΓΓ distribution with arbitrary correlation. Furthermore, we present novel approxim...

The moment generating function of a bivariate gamma-type distribution

A bivariate gamma-type density function involving a confluent hypergeometric function of two variables is being introduced. The inverse Mellin transform technique is employed in conjunction with the transformation of variable technique to obtain its moment generating function, which is expressed in terms of generalized hypergeometric functions. Its cumulative distribution function is given in c...