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Joint Distributions of Numbers of Success-runs Until the First Consecutive k Successes in a Higher-Order Two-State Markov Chain
Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 50 (1998) 2, pp. 203-222
Persistent link: https://www.econbiz.de/10005395526
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Characterizations of the Poisson process as a renewal process via two conditional moments
Li, Shun-Hwa; Huang, Wen-Jang; Huang, Mong-Na - In: Annals of the Institute of Statistical Mathematics 46 (1994) 2, pp. 351-360
Persistent link: https://www.econbiz.de/10005395580
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A Skew Laplace Distribution on Integers
Kozubowski, Tomasz; Inusah, Seidu - In: Annals of the Institute of Statistical Mathematics 58 (2006) 3, pp. 555-571
Persistent link: https://www.econbiz.de/10005395634
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Towards a unification of certain characterizations by conditional expectations
Dimaki, Caterina; Xekalaki, Evdokia - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 157-168
Persistent link: https://www.econbiz.de/10005760181
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Bayesian estimation of a geometric distribution using informative priors based on a Type-I censoring scheme
Akhtar, Nadeem; Khan, Sajjad Ahamad; Amin, Muhammad; … - In: Statistics in transition : an international journal of … 24 (2023) 3, pp. 241-256
In this paper, the geometric distribution parameter is estimated under a type-I censoring scheme by means of the Bayesian estimation approach. The Beta and Kumaraswamy informative priors, as well as five loss functions are used for this purpose. Expressions of Bayes estimators and Bayes risks...
Persistent link: https://www.econbiz.de/10015052249
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Finanzmathematik in diskreter Zeit
Bäuerle, Nicole; Rieder, Ulrich - 2017
Persistent link: https://www.econbiz.de/10011592801