Auflistung nach Schlagwort "Mixture distribution"

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Discrete mixture representations of parametric distribution families: Geometry and statistics

Baringhaus, Ludwig; Grübel, Rudolf (Ithaca, NY : Cornell University Library, 2021)

We investigate existence and properties of discrete mixture representations Pθ = ∑i∈Ewθ(i) Qi for a given family Pθ, θ ∈Θ, of probability measures. The noncentral chi-squared distributions provide a classi-cal example. We ...
Discrete mixture representations of spherical distributions

Baringhaus, Ludwig; Grübel, Rudolf (Heidelberg [u.a.] : Springer, 2023)

We obtain discrete mixture representations for parametric families of probability distributions on Euclidean spheres, such as the von Mises–Fisher, the Watson and the angular Gaussian families. In addition to several special ...
First-passage probability estimation of high-dimensional nonlinear stochastic dynamic systems by a fractional moments-based mixture distribution approach

Ding, Chen; Dang, Chao; Valdebenito, Marcos; Faes, Matthias; Broggi, Matteo; Beer, Michael (Amsterdam [u.a.] : Elsevier, 2022)

First-passage probability estimation of high-dimensional nonlinear stochastic dynamic systems is a significant task to be solved in many science and engineering fields, but remains still an open challenge. The present paper ...

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