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moment formula is used to derive the first four central moments in terms of the mean and variance of the underlying normal … and in terms of lower moments of the truncated distribution. Bounding and monotonicity of the moments of the truncated …
Persistent link: https://www.econbiz.de/10011241949
cooperation in the city, has enabled us to identify the key moments that characterize and dynamize those relationships as …. basically we found that successful management of Foreign Aid must consider the following key moments: identification of partners …
Persistent link: https://www.econbiz.de/10011152833
We present a method of moments approach to pricing double barrier contracts when the underlying is modelled by a …
Persistent link: https://www.econbiz.de/10009393843
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The present study proposes a method to estimate the yield of a crop. The proposed Gaussian quadrature (GQ) method makes it possible to estimate the crop yield from a smaller subsample. Identification of plots and corresponding weights to be assigned to the yield of plots comprising a subsample...
Persistent link: https://www.econbiz.de/10008674963
Sample skewness and kurtosis are limited by functions of sample size. The limits, or approximations to them, have repeatedly been rediscovered over the last several decades, but nevertheless seem to remain only poorly known. The limits impart bias to estimation and, in extreme cases, imply that...
Persistent link: https://www.econbiz.de/10008677203
the initial surplus. Both methods use moments obtained from the Pollaczek–Kinchine identity for the Laplace transform of … the probability of ultimate ruin. One method uses fractional moments combined with the maximum entropy method and the … other is a probabilistic approach that uses integer moments directly to approximate the density. …
Persistent link: https://www.econbiz.de/10010702905
occasionally been studied. The few papers concerning the customer delay share the common feature that only the moments are … capacity). In this paper, we aim for a complete characterisation—i.e., moments and tail probabilities - of the customer delay … on the moments and the tail probabilities of the customer delay. Copyright Springer-Verlag 2010 …
Persistent link: https://www.econbiz.de/10010759152
The generalized Pareto (GP) distribution is useful in modeling extreme value data, because of its long tail feature. In this paper, a new generalized version of this distribution which is called the beta generalized Pareto (BGP) distribution is introduced. A new distribution is more flexible and...
Persistent link: https://www.econbiz.de/10010870174