Автор: Nolan John P. Название: Univariate Stable Distributions: Models for Heavy Tailed Data ISBN: 3030529142 ISBN-13(EAN): 9783030529147 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Поставка под заказ. Описание: This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and statistical methods used to work with stable laws.
Автор: Karian, Zaven A. , Dudewicz, Edward J. Название: Fitting Statistical Distributions ISBN: 0367398613 ISBN-13(EAN): 9780367398613 Издательство: Taylor&Francis Рейтинг: Цена: 65320.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Throughout the physical and social sciences, researchers face the challenge of fitting statistical distributions to their data. Although the study of statistical modelling has made great strides in recent years, the number and variety of distributions to choose from-all with their own formulas, tables, diagrams, and general properties-continue to create problems. For a specific application, which of the dozens of distributions should one use? What if none of them fit well?
Fitting Statistical Distributions helps answer those questions. Focusing on techniques used successfully across many fields, the authors present all of the relevant results related to the Generalized Lambda Distribution (GLD), the Generalized Bootstrap (GB), and Monte Carlo simulation (MC). They provide the tables, algorithms, and computer programs needed for fitting continuous probability distributions to data in a wide variety of circumstances-covering bivariate as well as univariate distributions, and including situations where moments do not exist. Regardless of your specific field-physical science, social science, or statistics, practitioner or theorist-Fitting Statistical Distributions is required reading. It includes wide-ranging applications illustrating the methods in practice and offers proofs of key results for those involved in theoretical development. Without it, you may be using obsolete methods, wasting time, and risking incorrect results.
Автор: Rajan Chattamvelli, Ramalingam Shanmugam Название: Discrete Distributions in Engineering and the Applied Sciences ISBN: 1681738651 ISBN-13(EAN): 9781681738659 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 95170.00 T Наличие на складе: Нет в наличии. Описание: This is an introductory book on discrete statistical distributions and its applications.
It discusses only those that are widely used in the applications of probability and statistics in everyday life. The purpose is to give a self-contained introduction to classical discrete distributions in statistics. Instead of compiling the important formulas (which are available in many other textbooks), we focus on important applications of each distribution in various applied fields like bioinformatics, genomics, ecology, electronics, epidemiology, management, reliability, etc., making this book an indispensable resource for researchers and practitioners in several scientific fields. Examples are drawn from different fields. An up-to-date reference appears at the end of the book.
Chapter 1 introduces the basic concepts on random variables, and gives a simple method to find the mean deviation (MD) of discrete distributions. The Bernoulli and binomial distributions are discussed in detail in Chapter 2. A short chapter on discrete uniform distribution appears next. The next two chapters are on geometric and negative binomial distributions. Chapter 6 discusses the Poisson distribution in-depth, including applications in various fields. Chapter 7 is on hypergeometric distribution. As most textbooks in the market either do not discuss, or contain only brief description of the negative hypergeometric distribution, we have included an entire chapter on it. A short chapter on logarithmic series distribution follows it, in which a theorem to find the kth moment of logarithmic distribution using (k-1)th moment of zero-truncated geometric distribution is presented. The last chapter is on multinomial distribution and its applications.
The primary users of this book are professionals and practitioners in various fields of engineering and the applied sciences. It will also be of use to graduate students in statistics, research scholars in science disciplines, and teachers of statistics, biostatistics, biotechnology, education, and psychology.
Автор: A. Liemant; K. Matthes; A. Wakolbinger Название: Equilibrium Distributions of Branching Processes ISBN: 9027727740 ISBN-13(EAN): 9789027727749 Издательство: Springer Рейтинг: Цена: 88500.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Jondeau Eric Название: Financial Modeling Under Non-Gaussian Distributions ISBN: 1849965994 ISBN-13(EAN): 9781849965996 Издательство: Springer Цена: 83850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps, are gaining popularity among financial market practitioners.
Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. One of the main aims is to bridge the gap between the theoretical developments and the practical implementations of what many users and researchers perceive as "sophisticated" models or black boxes. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates.
The authors have taken care to make the material accessible to anyone with a basic knowledge of statistics, calculus and probability, while at the same time preserving the mathematical rigor and complexity of the original models.
This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives.
Автор: Kocherlakota, Название: Bivariate Discrete Distributions ISBN: 0367450321 ISBN-13(EAN): 9780367450328 Издательство: Taylor&Francis Рейтинг: Цена: 63280.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book provides a comprehensive study of the bivariate discrete distributions and details the computer simulation techniques for the distributions. It develops distributions using sampling schemes, explores the role of compounding, and covers Waring distribution for use in accident theory.
Автор: Crow, Edwin L. Название: Lognormal Distributions ISBN: 0367580276 ISBN-13(EAN): 9780367580278 Издательство: Taylor&Francis Рейтинг: Цена: 51030.00 T Наличие на складе: Нет в наличии.
Автор: N. Balakrishnan; W.S. Chen Название: Handbook of Tables for Order Statistics from Lognormal Distributions with Applications ISBN: 0792356349 ISBN-13(EAN): 9780792356349 Издательство: Springer Рейтинг: Цена: 259950.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Presents elaborate tables of moments of order statistics as well as BLUES based on complete and censored samples for lognormal distributions. This title includes various illustrative examples for the different uses of these tables pertaining to inference and prediction.
Автор: Carles M. Cuadras; Josep Fortiana; Jos? A. Rodr?gu Название: Distributions With Given Marginals and Statistical Modelling ISBN: 1402009143 ISBN-13(EAN): 9781402009143 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Contains a selection of the papers presented at the meeting `Distributions with given marginals and statistical modelling`, held in Barcelona, July 17-20, 2000. This book covers topics such as the theory of copulas and quasi-copulas, the theory and compatibility of distributions, models for survival distributions, and others.
Автор: Matthias J. Fischer Название: Generalized Hyperbolic Secant Distributions ISBN: 3642451373 ISBN-13(EAN): 9783642451379 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: ГЇВїВЅ Among the symmetrical distributions with an infinite domain, the most popular alternative to the normal variant is the logistic distribution as well as the Laplace or the double exponential distribution, which was first introduced in 1774.
Автор: Mogens Bladt; Bo Friis Nielsen Название: Matrix-Exponential Distributions in Applied Probability ISBN: 1493983776 ISBN-13(EAN): 9781493983773 Издательство: Springer Рейтинг: Цена: 83850.00 T Наличие на складе: Поставка под заказ.
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