scientific article; zbMATH DE number 3589560
From MaRDI portal
Publication:4157815
Cited in
(16)- The problem of identification of parameters by the distribution of the maximum random variable
- Unique factorization of products of bivariate normal cumulative distribution functions
- Solution of a problem on the identification of parameters by the distribution of the maximum random variable: A multivariate normal case
- Identification of parameters by the distribution of the maximum random variable: The general multivariate normal case.
- Identification of the parameters of a trivariate normal vector by the distribution of the minimum
- Structural duration analysis of management data
- An extension of J-shaped distribution with application to tissue damage proportions in blood
- Identification of parameters from the distribution of the maximum or minimum of Poisson random variables
- An extension of exponentiated gamma distribution: a new regression model with application
- Exponentiated Teissier distribution with increasing, decreasing and bathtub hazard functions
- Identification of parameters of Poisson distributions by the extreme order statistics
- Identification of parameters and the distribution of the minimum of the tri-variate normal
- Analysis of masked data with Lindley failure model
- Poisson distributions: identification of parameters from the distribution of the maximum and a conjecture on the partial sums of the power series for \(\exp(x)\)
- The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case
- Identification of parameters by the distribution of the minimum: The tri-variate normal case with negative correlations
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4157815)
