Optimizing an objective function under a bivariate probability model
نویسندگان
چکیده
منابع مشابه
Optimizing an objective function under a bivariate probability model
The motivation of this paper is to obtain an analytical closed form of a quadratic objective function arising from a stochastic decision process with bivariate exponential probability distribution functions that may be dependent. This method is applicable when results need to be offered in an analytical closed form without double integrals. However, the study only applies to cases where the cor...
متن کاملConditional bivariate probability function for source identification
In this paper a new receptor modelling method is developed to identify and characterise emission sources. The method is an extension of the commonly used conditional probability function (CPF). The CPF approach is extended to the bivariate case to produce a conditional bivariate probability function (CBPF) plot using wind speed as a third variable plotted on the radial axis. The bivariate case ...
متن کاملObjective Priors for the Bivariate Normal Model
Study of the bivariate normal distribution raises the full range of issues involving objective Bayesian inference, including the different types of objective priors (e.g., Jeffreys, invariant, reference, matching), the different modes of inference (e.g., Bayesian, frequentist, fiducial) and the criteria involved in deciding on optimal objective priors (e.g., ease of computation, frequentist per...
متن کاملA Bivariate Gamma-type Probability Function Using a Confluent Hypergeometric Function of Two Variables
Al-Saqabi et al. [4] defined a univariate gamma-type function involving the confluent hypergeometirc function of two variables and discussed some associated statistical functions. We define a bivariate extension of their gamma-type function using another form of a confluent hypergeometric function of two variables and discuss some of its statistical functions.
متن کاملMulti-objective tabu search using a multinomial probability mass function
A tabu search approach to solve multi-objective combinatorial optimization problems is developed in this paper. This procedure selects an objective to become active for a given iteration with a multinomial probability mass function. The selection step eliminates two major problems of simple multi-objective methods, a priori weighting and scaling of objectives. Comparison of results on an NP-har...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2007
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2006.02.034