1,726,627 research outputs found
Dependence Structure and Symmetry of Huang-Kotz Fgm Distributions and Their Extensions
No full textAn extension of FGM class of bivariate distributions with given marginals is presented. For Huang-Kotz FGM distributions some theorems characterizing symmetry and conditions for independence are obtained. The new family of distributions allows us to achieve correlation between the components greater than 0.5
Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model
No full textThe infinite divisibility of the Laplace distribution and its applicability as a statistical model were the motivation for the study of some properties of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model. This model is an extension of the classical symmetric Laplace model for the case of asymmetric tails. In this note we shall show that the spacings are generalized exponential mixtures or gamma mixtures and, hence, preserve the infinite divisibility of the parent model.
On Pearson-Kotz Dirichlet distributions
No full textIn this paper, we discuss some basic distributional and asymptotic properties of the Pearson-Kotz Dirichlet multivariate distributions. These distributions, which appear as the limit of conditional Dirichlet random vectors, possess many appealing properties and are interesting from theoretical as well as applied points of view. We illustrate an application concerning the approximation of the joint conditional excess distribution of elliptically symmetric random vectors.Pearson-Kotz Dirichlet distribution Dirichlet distribution Kotz type distribution Elliptically symmetric distribution t-distribution Beta distribution Beta distribution of second Conditional limiting theorem Conditional excess distribution
Scale mixtures of Kotz–Dirichlet distributions
No full textAbstractIn this paper, we first show that a k-dimensional Dirichlet random vector has independent components if and only if it is a Kotz Type I Dirichlet random vector. We then consider in detail the class of k-dimensional scale mixtures of Kotz–Dirichlet random vectors, which is a natural extension of the class of Kotz Type I random vectors. An interesting member of the Kotz–Dirichlet class of multivariate distributions is the family of Pearson–Kotz Dirichlet distributions, for which we present a new distributional property. In an asymptotic framework, we show that the Kotz Type I Dirichlet distributions approximate the conditional distributions of scale mixtures of Kotz–Dirichlet random vectors. Furthermore, we show that the tail indices of regularly varying Dirichlet random vectors can be expressed in terms of the Kotz Type I Dirichlet random vectors
Some stochastic orders of Kotz-type distributions
No full textAn identity found by Müller (Ann. Inst. Statist. Math. 53 (2001) 567) for normal distributions is generalized to Kotz-type distributions. Some stochastic orders of Kotz-type distributions are discussed by means of this identity.Stochastic order Kotz-type distribution
Asymptotics for Kotz Type III elliptical distributions
No full textLet be a Kotz Type III elliptical random vector in , and let tn,n>=1 be positive constants such that limn-->[infinity]tn=[infinity]. In this article we obtain an asymptotic expansion of . As an application we derive an approximation for the conditional excess distribution and show the asymptotic dependence of Kotz Type III triangular arrays. Further, we provide some details on the estimation of conditional excess distributions and survivor function of Kotz Type III random vectors.
Modular Kotz prosthesis: the Rizzoli experience
No full textModular Kotz prosthesis: the Rizzoli experience
Die Berichterstattung über die Prüfung von Nachhaltigkeitsberichten : eine empirische Analyse von ATX- und DAX 30-Unternehmen
No full textvon Larissa Kotz, B.A.Masterarbeit Universität Innsbruck 201
- …
