Bayesian inference for double Pareto lognormal queues
نویسندگان
چکیده
منابع مشابه
An EM Algorithm for Double-Pareto-Lognormal Generalized Linear Model Applied to Heavy-Tailed Insurance Claims
Generalized linear models might not be appropriate when the probability of extreme events is higher than that implied by the normal distribution. Extending the method for estimating the parameters of a double Pareto lognormal distribution (DPLN) in Reed and Jorgensen (2004), we develop an EM algorithm for the heavy-tailed Double-Pareto-lognormal generalized linear model. The DPLN distribution i...
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A family of probability densities, which has proved useful in modelling the size distributions of various phenomena, including incomes and earnings, human settlement sizes, oil-field volumes and particle sizes, is introduced. The distribution, named herein as the double Pareto-lognormal or dPlN distribution, arises as that of the state of a geometric Brownian motion (GBM), with lognormally dist...
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ژورنال
عنوان ژورنال: The Annals of Applied Statistics
سال: 2010
ISSN: 1932-6157
DOI: 10.1214/10-aoas336