Search results for "exponential distribution"
showing 10 items of 21 documents
A class of multivariate extreme value distributions with heterogeneous margins
2013
Many problems which involve applications of extreme value theory show an essential multivariate nature and recent development of the theory in this field deal with the construction of multivariate extreme value distributions. Owing to the nature of the problem under examination, extreme values to be analyzed jointly may have different limiting distributions, but it seems that explicit expressions of multivariate extreme value distributions with heterogeneous margins are not present in the literature. In this paper we consider the problem of constructing multivariate extreme value distributions with univariate marginal extreme value distributions not belonging or, more generally, not all bel…
A Software Tool for the Exponential Power Distribution: The normalp Package
2005
In this paper we present the normalp package, a package for the statistical environment R that has a set of tools for dealing with the exponential power distribution. In this package there are functions to compute the density function, the distribution function and the quantiles from an exponential power distribution and to generate pseudo-random numbers from the same distribution. Moreover, methods concerning the estimation of the distribution parameters are described and implemented. It is also possible to estimate linear regression models when we assume the random errors distributed according to an exponential power distribution. A set of functions is designed to perform simulation studi…
A CLASS OF MULTIVARIATE TRANSFORMED-EXPONENTIAL DISTRIBUTIONS
2013
In finance it is commonly accepted that heavy-tailed distributions are appropriate for modelling financial asset return variables and part of the financial literature has recently focused on them. Much less attention has been dedicated to the construction of joint models of asset returns unable to describe an adequate dependence structure between all these variables. In this paper we propose a procedure for constructing multivariate distributions with given heterogeneous heavy-tailed marginal distributions as a possible (under certain conditions) alternative to the copula approach. The procedure bases on the marginal transformation method and, for given plausible specifications of the margi…
Generalized Entropies, Variance and Applications
2020
The generalized cumulative residual entropy is a recently defined dispersion measure. In this paper, we obtain some further results for such a measure, in relation to the generalized cumulative residual entropy and the variance of random lifetimes. We show that it has an intimate connection with the non-homogeneous Poisson process. We also get new expressions, bounds and stochastic comparisons involving such measures. Moreover, the dynamic version of the mentioned notions is studied through the residual lifetimes and suitable aging notions. In this framework we achieve some findings of interest in reliability theory, such as a characterization for the exponential distribution, various resul…
Fractional generalized cumulative entropy and its dynamic version
2021
Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These entropies are particularly suitable to deal with distributions satisfying the proportional reversed hazard model. We study the connection with fractional integrals, and some bounds and comparisons based on stochastic orderings, that allow to show that the proposed measure is actually a variability measure. The investigation also involves various notions of reliability theory, since the considered dynamic measure is a suitable extension of the mean inactivity time. We also introduce the empirical generalized fract…
Results of the measurements carried out in order to verify the validity of the poisson-exponential distribution in radioactive decay events
1978
Abstract Berkson, examining a series of 250,000 disintegration time intervals, found a significant departure of the distribution from the Poisson-exponential law. Therefore he proposed to repeat the experiment using a large number of intervals and to check the interval recordings by using more than one recording instrument simultaneously. Accepting these suggestions we developed two systems of data collecting provided with different controls. In several experiments we collected data for more than one million decay intervals. The results elaborated using the Pearson ξ 2 test reflect a Poisson process of the radioactive decay events.
Unique sleep-stage transitions determined by obstructive sleep apnea severity, age and gender
2019
In obstructive sleep apnea, patients' sleep is fragmented leading to excessive daytime sleepiness and co-morbidities like arterial hypertension. However, traditional metrics are not always directly correlated with daytime sleepiness, and the association between traditional sleep quality metrics like sleep duration and arterial hypertension is still ambiguous. In a development cohort, we analysed hypnograms from mild (n = 213), moderate (n = 235) and severe (n = 277) obstructive sleep apnea patients as well as healthy controls (n = 105) from the European Sleep Apnea Database. We assessed sleep by the analysis of two-step transitions depending on obstructive sleep apnea severity and anthropom…
Centrality dependence of low-momentum direct-photon production inAu+Aucollisions atsNN=200 GeV
2015
The PHENIX experiment at RHIC has measured the centrality dependence of the direct photon yield from Au+Au collisions at sNN−−−√=200 GeV down to pT=0.4 GeV/c. Photons are detected via photon conversions to e+e− pairs and an improved technique is applied that minimizes the systematic uncertainties that usually limit direct photon measurements, in particular at low pT. We find an excess of direct photons above the Ncoll-scaled yield measured in p+p collisions. This excess yield is well described by an exponential distribution with an inverse slope of about 240MeV/c in the pT range 0.6–2.0 GeV/c. While the shape of the pT distribution is independent of centrality within the experimental uncert…
The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing
2016
This paper refers to the problem stated by Balakrishnan et al. (2002). They proved that maximum likelihood estimator (MLE) of the exponential mean obtained from grouped samples is stochastically ordered provided that the sequence of the successive distances between inspection times is decreasing. In this paper we show that the assumption of monotonicity of the sequence of distances can be dropped.
Correlation and Spectral Properties of Vehicle-to-Vehicle Channels in the Presence of Moving Scatterers
2013
This paper derives a vehicle-to-vehicle (V2V) channel model assuming a typical propagation scenario in which the local scatterers move with random velocities in random directions. The complex channel gain of the proposed V2V channel model is provided. Subsequently, for different scatterer velocity distributions, the corresponding autocorrelation function (ACF), power spectral density (PSD), and the Doppler spread of the channel are derived, shown, and confirmed by the available measurement data. It is shown that the Gaussian mixture (GM) and the exponential distribution can accurately describe the velocity distribution of relatively fast and slow moving scatterers, respectively. Since the p…