scientific article; zbMATH DE number 3644314

zbMATH Open0414.62015MaRDI QIDQ3049653FDOQ3049653

Authors: J. Keith Ord, G. P. Patil 

Publication date: 1976

Title of this publication is not available (Why is that?)

zbMATH Keywords

size-biased samplingform-invariant weighted distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Sampling theory, sample surveys (62D05)

Cited In (37)

• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type
• Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020
• Kullback-Leibler divergence measure based tests concerning the biasness in a sample
• On exact distribution for multivariate weighted distributions and classification
• Characterization properties based on the Fisher information for weighted distributions
• Preservation of failure rate function shape in weighted distributions
• Characterizations using weighted distributions
• Weighted circular distributions
• A mixture model of size-biased distributions
• Kernel estimation of entropy function under length-biased sampling
• Weighted Type II Bivariate Pólya-Aeppli Distributions
• The length-biased weighted Lindley distribution with applications
• Characterization properties of the log-normal distribution obtained with the help of divergence measures
• The gamma distribution and weighted multimodal gamma distributions as models of population abundance
• Tail Moments of Compound Distributions
• A comparison of likelihood-based methods for size-biased sampling
• Weighted Pricing Functionals With Applications to Insurance
• Statistical inference for the size-biased Weibull distribution
• Bayesian nonparametric estimation of bandwidth using mixtures of kernel estimators for length-biased data
• Length biased weighted residual inaccuracy measure
• Hypothesis testing for the population mean and variance based on \(r\)-size biased samples
• A new generalized Lindley distribution
• Background risk models and stepwise portfolio construction
• Weighted premium calculation principles
• EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES
• Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation
• The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions
• Compound weighted Poisson distributions
• On some properties of a class of multivariate Erlang mixtures with insurance applications
• A presmooth estimator of unbiased distributions with length-biased data
• The length-biased weighted exponentiated inverted Weibull distribution
• On the distribution theory of over-dispersion
• A reconciliation of the top-down and bottom-up approaches to risk capital allocations: proportional allocations revisited
• A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications
• Model misspecification effects for biased samples
• Robust inference under r-size-biased sampling without replacement from finite population
• Relationship between the weighted distributions and some inequality measures

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