摘要:

In part 1 we give two approximations where a linear combination of central beta variables is approximated by a single beta variable. Extensive numerical computations are done to compare these approximations for the case of two central beta variable with parameters (b1,a1), (b2,a2) with a special attention for the case b1√ b2. They show that these approximations are sufficiently good for most cases. The second part of this paper compare four similar approximations for noncentral beta variables and conclude that three of them are sufficiently good for most practical purposes.

ISSN:0361-0918    

DOI:10.1080/03610919508813253

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

This paper proposes an algorithm to determine whether a stable threshold autoregressive systemgenerates chaos.

ISSN:0361-0918    

DOI:10.1080/03610919508813254

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

This paper addresses the problem of obtaining maximum likelihood estimates for the three parameters of the exponential power function; the information matrix is derived and the covariance matrix is here presented; the regularity conditions which ensure asymptotic normality and efficiency are examined. A numerical investigation is performed for exploring the bias and variance of the maximum likelihood estimates and their dependence on sample size and shape parameter.

ISSN:0361-0918    

DOI:10.1080/03610919508813255

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610919508813242

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor