منابع مشابه
CVaR distance between univariate probability distributions and approximation problems
We define new distances between univariate probability distributions, based on the concept of the CVaR norm. The problem of approximation of one discrete probability distribution by another one, potentially with a smaller number of outcomes, is considered. Such problems arise in the context of scenario reduction and the approximation is performed by minimizing the new distance. We find: (i) opt...
متن کاملFlexible Univariate Continuous Distributions
Based on a constructive representation, which distinguishes between a skewing mechanism P and an underlying symmetric distribution F , we introduce two flexible classes of distributions. They are generated by nonparametric modelling of either P or F . We examine properties of these distributions and consider how they can help us to identify which aspects of the data are badly captured by simple...
متن کاملRelationships Among Common Univariate Distributions
limits can be used in conjunction with a normalizing transformation, as illustrated by the logarithmic transformation in the preceding example from Nelson (1982). Transformations to achieve approximate normality are especially important in light of the lack of robustness of the prediction limits noted earlier. 2. Some instructors may wish to contrast prediction limits with tolerance limits; the...
متن کاملRelationships among some univariate distributions
The purpose of this paper is to graphically illustrate the parametric relationships between pairs of 35 univariate distribution families. The families are organized into a seven-by-five matrix and the relationships are illustrated by connecting related families with arrows. A simplified matrix, showing only 25 families, is designed for student use. These relationships provide rapid access to in...
متن کاملAsymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions
Alternative specifications of univariate asymmetric Laplace models are described and investigated. A more general mixture model is then introduced. Bivariate extensions of these models are discussed in some detail, with particular emphasis on associated parameter estimation strategies. Multivariate versions of the models are briefly introduced.
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: Journal of Statistics Education
سال: 2012
ISSN: 1069-1898
DOI: 10.1080/10691898.2012.11889648