Systems of Frequency Curves

From MaRDI portal
Revision as of 04:37, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5563821

DOI10.1017/CBO9780511569654zbMath0175.17305OpenAlexW4302083518MaRDI QIDQ5563821

W. P. Elderton, Norman L. Johnson

Publication date: 1969

Full work available at URL: https://doi.org/10.1017/cbo9780511569654



Related Items

The production rate of a two-stage system with stochastic processing times, An algorithm to determine the parameters ofSU-curves in the johnson system of probabillity distributions by moment matching, A method of calculating the downside risk by multivariate nonnormal distributions, The likelihood of various stock market return distributions. II: Empirical results, The superharmonic condition for simultaneous estimation of means in exponential familles, Maximum Likelihood Estimation for the 4-Parameter Beta Distribution, Evaluation and approximation of multivariate cumulative joint probabilities, Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models, A Simulation Approach to Nonparametric Empirical Bayes Analysis, An approximation to the distribution of the product of two dependent correlation coefficients, THE GENERALIZED BIPARABOLIC DISTRIBUTION, W. F. Sheppard's correspondence with Karl Pearson and the development of his tables and moment estimates, Approximated Bayes and empirical Bayes confidence intervals - the known variance case, A new lifetime model with regression models, characterizations and applications, The determination of moments of the doubly truncated multivariate normal Tobit model, A dynamic method of moments, Generalized weibull family: a structural analysis, The generalized Pearson family of distributions and explicit representation of the associated density functions, Sparse estimation within Pearson's system, with an application to financial market risk, Moment-based density estimation of confidential micro-data: a computational statistics approach, The Sampling Distribution of the Serial Correlation Coefficient, A CLOSED‐FORM EXPRESSION FOR THE PEARSON TYPE IV DISTRIBUTION FUNCTION, An extension of the pearson system of frequency curves, Approximations to the distribution of weighted combination of independent probabilities, On some reliability aspects of Pearson family of distributions, Estimation problems associated with the three parameter gamma distribution, Differentiated logdensity approximants, A study of moments and likelihood estimators of the odd Weibull distribution, A Bayesian approach to multivariate and conditional calibration, Estimating a generalised censored regression model. A new method, A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation, Approximations to a conservative inverse chi-square procedure for combining \(p\)-values in integrative research, Probability density function of small separation between two inertial particles in homogenous isotropic turbulence, Distribution approximation and modelling via orthogonal polynomial sequences, Finite mixtures of unimodal beta and gamma densities and the \(k\)-bumps algorithm, Using generator function system to check independence of random variables, Statistical analysis of video frame size distribution originating from scalable video codec (SVC), Generalized pearson distributions and nonlinear programing, A Viable Alternative to Resorting to Statistical Tables, A conversation with Norman L. Johnson, Approximations for the probability of misclassification, Discretization Precision and Assessment Error, Determining parameters of the Johnson Su, Distribution Identification, Analysis and Approximation via Mellin Transforms, Efficient estimation of income distribution parameters, On the galton-watson branching process: application of a method of moments and recursive determination for certain distributions, A note on finding critical values for a locally optimal multivariate test statistic, Optimal ordering policies with two suppliers when lead times and demands are all stochastic, Reservoir storage problem with independent normal inflows, Efficient nonparametric approaches for estimating the operating characteristics of discrete item responses, Beta-distributed age in manpower planning models, The probability content of cones in isotropic random fields, Percentiles and other characteristics of the four-parameter generalized gamma distribution, Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples, Inventory control with general demand and lead time distributions, An approximation to binomial distribution, EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS, Bayesian Estimators of the Parameters and Reliability Function from Mixed Exponentially Distributed Time-Censored Life Test Data, Distributions of run characteristics for independent random variables, On the small sample estimation of the log odds ratio in 2×2 contingency tables with one set of fixed margins, A test for distributional assumptions for the stochastic frontier functions, On the critical amplitudes of acceleration wave to shock wave transition in white noise random media, On an integrated approach to member selection and parameter estimation for Pearson distributions, A Novel Asymmetric Distribution with Power Tails, The Johnson System of Frequency Curves—Historical, Graphical, and Limiting Perspectives, Robustness of confidence coefficients associated with tolerance limits, Comparison of the alternative parameter estimators of Pearson distributions by robustness criteria, Reservoir storage with skew inflows