منابع مشابه
Hessian orders and multinormal distributions
Several well known integral stochastic orders (like the convex order, the supermodular order, etc.) can be defined in terms of the Hessian matrix of a class of functions. Here we consider a generic Hessian order, i.e., an integral stochastic order defined through a convex coneH of Hessian matrices, and we prove that if two random vectors are ordered by the Hessian order, then their means are eq...
متن کاملPerfectly random sampling of truncated multinormal distributions
A “coupling from the past” construction of the Gibbs sampler process is used to perfectly simulate a random vector in a box B, a Cartesian product of bounded intervals. An algorithm to sample vectors with multinormal distribution truncated to B is implemented. AMS Classification 60G15 60G10 65C05
متن کاملIncomplete Samples and Tail Estimation for Stationary Sequences
Abstract. Let (Xn) be a strictly stationary sequence with a marginal distribution function F such that 1 − F (x) = x−αL(x), x > 0, where α > 0 and L(x) is a slowly varying function. We assume that only observations of (Xn) are available at certain points. Under assumption of weak dependency we proved the consistency of Hill’s estimator of the tail index α based on an incomplete sample from {X1,...
متن کاملTow-down Induction of Logic Programs from Incomplete Samples
We propose an ILP system FOIL-I, which induces logic programs by a top-down method from incomplete samples. An incomplete sample is constituted by some of positive examples and negative examples on a nite domain. FOIL-I has an evaluation function to estimate candidate de nitions, the function which is composition of an information-based function and an encoding complexity measure. FOILI uses a ...
متن کاملOn multinormal integrals by Importance Sampling for parallel system reliability
The ability to compute multinormal integrals to any required accuracy is a key issue for an efficient computation of failure probabilities, particular important in context with system reliability analysis. Hence in this paper, an accurate Importance Sampling procedure to compute multinormal integrals in high dimensions is presented. The novel method allows to sample exclusively in the failure d...
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: Technometrics
سال: 1972
ISSN: 0040-1706,1537-2723
DOI: 10.1080/00401706.1972.10488916