نتایج جستجو برای: generalized pareto decay
تعداد نتایج: 249573 فیلتر نتایج به سال:
The free riding hypothesis has been the subject of laboratory experiments for more than a decade. While the extent of free riding has often varied across experiments, three observations are consistently replicated. First, there is no significant evidence of free riding in single-shot games. Marwell and Ames (1981) for instance, found that subjects generally provide the public good at levels hal...
where θ = n̄Γ(k)Γ(k+1/μ) and H(·) is the Fox generalized hypergeometric function or H-function. For μ = 1 the NBD is recovered. For μ > 1 Pn is not infinitely divisible and the factorial cumulants of the distribution exhibit nontrivial sign-changing oscillations. Eqs. (2)-(3) involve as special and limiting cases the Poisson transform of numerous classical probability densities such as the Chi, ...
Bayesian predictive functions for future observations from a generalized Pareto distribution based on generalized order statistics are obtained. Two cases are considered unknown one parameter and unknown two parameters. We also consider two cases fixed sample size and random sample size. The Bayesian predictive functions are specialized to ordinary order statistics, progressive type II censorin...
Both parametric distribution functions appearing in extreme value theory the generalized extreme value distribution and the generalized Pareto distribution have log-concave densities if the extreme value index γ ∈ [−1, 0]. Replacing the order statistics in tail index estimators by their corresponding quantiles from the distribution function that is based on the estimated log-concave density f̂n ...
• The need to model rare events of univariate time series has led to many recent advances in theory and methods. In this paper, we review telegraphically the literature on extremes of dependent time series and list some remaining challenges. Key-Words: • Bayesian statistics; Box–Cox transformation; clustering; dependence; extremal index; extremogram; generalized extreme-value distribution; gene...
Bayesian predictive functions for future observations from a generalized Pareto distribution based on generalized order statistics are obtained. Two cases are considered unknown one parameter and unknown two parameters. We also consider two cases fixed sample size and random sample size. The Bayesian predictive functions are specialized to ordinary order statistics, progressive type II censorin...
The incompatibility between the Pareto indifference criterion and a concern for greater equality in living standards of heterogenous populations (see, amongst others, Ebert, 1995, 1997, Ebert and Moyes, 2003 and Shorrocks, 1995) might come as a surprise, since both principles are reconcilable when people differ only in income (homogenous population). We present two families of welfare rankings ...
Underwater network simulation and performance analysis require accurate packet error models. The packet error probability depends on the packet length and the temporal distribution of bit errors. We analyze error traces from the SPACE’08 experiment and show that clustering of errors occurs at several time-scales. We propose a two-part statistical error model consisting of a generalized Pareto f...
Bayesian predictive functions for future observations from a generalized Pareto distribution based on generalized order statistics are obtained. Two cases are considered unknown one parameter and unknown two parameters. We also consider two cases fixed sample size and random sample size. The Bayesian predictive functions are specialized to ordinary order statistics, progressive type II censorin...
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