نتایج جستجو برای: skew t

تعداد نتایج: 711497  

2011
Catherine A. Charneski Frank Honti Josephine M. Bryant Laurence D. Hurst Edward J. Feil

The second parity rule states that, if there is no bias in mutation or selection, then within each strand of DNA complementary bases are present at approximately equal frequencies. In bacteria, however, there is commonly an excess of G (over C) and, to a lesser extent, T (over A) in the replicatory leading strand. The low G+C Firmicutes, such as Staphylococcus aureus, are unusual in displaying ...

2008
Victor H. Lachos Dipak K. Dey Vicente G. Cancho Hugo Lachos Dávila

Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past fifty years. Generally, the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independ...

2009
Jia Zhou Changli He

In this paper, the S&P 500 stock index is studied for its time varying volatility and stylized facts. The ARMA mean equation with asymmetric power ARCH errors is used to model the series correlations and the conditional heteroscadesticity in the asset returns. The conditional distributions of the standardized residuals are assumed to be the normal distribution, the t distribution or the skew-t ...

Journal: :تحقیقات مالی 0
سعید ّباجلان دانشجوی دکتری مدیریت مالی، دانشگاه تهران، تهران، ایران رضا راعی استاد مدیریت مالی، دانشکدۀ مدیریت، دانشگاه تهران، تهران، ایران شاپور محمدی دانشیار مدیریت مالی، دانشکدۀ مدیریت، دانشگاه تهران، تهران، ایران

this paper examines whether combining generalized hyperbolic skew-t distribution, recently introduced in the field of insurance, and extreme value theory (evt) could result in a modeling of loss function that could model central value as well as extreme value in appropriate manner. the data used in this study are the amount of property damage and bodily injury covered under automobile liability...

ژورنال: اندیشه آماری 2014
abedini, mahsa, kazemi, iraj,

In previous studies on fitting non-linear regression models with the symmetric structure the normality is usually assumed in the analysis of data. This choice may be inappropriate when the distribution of residual terms is asymmetric. Recently, the family of scale-mixture of skew-normal distributions is the main concern of many researchers. This family includes several skewed and heavy-tailed d...

Journal: :Statistical Methods and Applications 2009
Ahmed H. El-Bassiouny M. C. Jones

The classical bivariate F distribution arises from ratios of chi-squared random variables with common denominators. A consequent disadvantage is that its univariate F marginal distributions have one degree of freedom parameter in common. In this paper, we add a further independent chisquared random variable to the denominator of one of the ratios and explore the extended bivariate F distributio...

2017
Peter Eades Jennifer Seberry Jennifer Seberry Wallis

We verify the skew weighing matrix conjecture for orders 2t.7, t ~ 3 a positive integer, by showing that orthogonal (1, k) exist for all t k = 0, 1, .... , 2.7 1 in order 2t.7 We discuss the construction of orthogonal designs using circulant matrices. In particular we construct designs in orders 20 and 28. The weighing matrix conjecture is verified for order 60. Disciplines Physical Sciences an...

Journal: :Mathematics 2021

Shannon and Rényi entropies are two important measures of uncertainty for data analysis. These have been studied multivariate Student-t skew-normal distributions. In this paper, we extend the entropy to skew-t finite mixture (FMST) This class flexible distributions allows handling asymmetry tail weight behavior simultaneously. We find upper lower bounds these families. Numerical simulations ill...

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