Pages that link to "Item:Q4315010"
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The following pages link to Continuous univariate distributions. Vol. 1. (Q4315010):
Displaying 50 items.
- Planning of municipal solid waste management systems under dual uncertainties: a hybrid interval stochastic programming approach (Q2001943) (← links)
- A generalization of the power law distribution with nonlinear exponent (Q2004802) (← links)
- The stochastic Weibull diffusion process: computational aspects and simulation (Q2008855) (← links)
- Likely cavitation in stochastic elasticity (Q2010700) (← links)
- Estimation in skew-normal linear mixed measurement error models (Q2018592) (← links)
- Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present (Q2018885) (← links)
- A fractional generalization of the Dirichlet distribution and related distributions (Q2020227) (← links)
- Bayesian calibration of computer models based on Takagi-Sugeno fuzzy models (Q2021858) (← links)
- A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation (Q2022559) (← links)
- Rayleigh random flights on the Poisson line SIRSN (Q2024508) (← links)
- Entropy-type inequalities for generalized gamma densities (Q2037908) (← links)
- A new trivariate model for stochastic episodes (Q2040908) (← links)
- On two extensions of the canonical Feller-Spitzer distribution (Q2040909) (← links)
- On multivariate skewness and kurtosis (Q2051011) (← links)
- A new generalized Lindley-Weibull class of distributions: theory, properties and applications (Q2054615) (← links)
- (One) failure is not an option: bootstrapping the search for failures in lattice-based encryption schemes (Q2055644) (← links)
- Character displacement in the presence of multiple trait differences: evolution of the storage effect in germination and growth (Q2056397) (← links)
- Semiautomatic robust regression clustering of international trade data (Q2062337) (← links)
- New fat-tail normality test based on conditional second moments with applications to finance (Q2062369) (← links)
- Minimum area confidence regions and their coverage probabilities for type-II censored exponential data (Q2066491) (← links)
- Matching IRT models to patient-reported outcomes constructs: the graded response and log-logistic models for scaling depression (Q2066634) (← links)
- Time-dependent probability density function for general stochastic logistic population model with harvesting effort (Q2068507) (← links)
- The variance of the power of a shifted random variable with applications (Q2070608) (← links)
- Mixture of Lindley and lognormal distributions: properties, estimation, and application (Q2071852) (← links)
- Valid properties of truncated Student-\(t\) regression model with applications in analysis of censored data (Q2077456) (← links)
- Adaptive recognition of a Markov binary signal of a linear system based on the Pearson type I distribution (Q2081123) (← links)
- Improved probability inequalities for Mardia's coefficient of kurtosis (Q2081779) (← links)
- Bayesian inference for inverse Gaussian data with emphasis on the coefficient of variation (Q2088541) (← links)
- Estimation and testing of a common coefficient of variation from inverse Gaussian distributions (Q2088543) (← links)
- On goodness-of-fit testing for Burr type X distribution under progressively type-II censoring (Q2095752) (← links)
- The memoryless property and moments of the Gumbel distribution (Q2096403) (← links)
- Computation of probabilities of mixed Poisson-Weibull distribution (Q2097101) (← links)
- On normal spacings (Q2105384) (← links)
- Transitions in stochastic non-equilibrium systems: efficient reduction and analysis (Q2111231) (← links)
- A simple and efficient numerical method for pricing discretely monitored early-exercise options (Q2113697) (← links)
- Computation of some stochastic transportation problems using Essen inequality (Q2114474) (← links)
- On the Burr XII-power Cauchy distribution: properties and applications (Q2130767) (← links)
- Ordering results of extreme order statistics from dependent and heterogeneous modified proportional (reversed) hazard variables (Q2131481) (← links)
- Sequential estimation of an inverse Gaussian mean with known coefficient of variation (Q2135607) (← links)
- Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors (Q2135870) (← links)
- The Marshall-Olkin extended Gumbel-Weibull distribution: properties and applications (Q2138233) (← links)
- The new odd Lindley-G Power Series class of distributions: theory, properties and applications (Q2138259) (← links)
- Adaptative bounds and estimation in the case of the three-parameter Weibull distribution (Q2138270) (← links)
- Investigating equality: the Rényi spectrum (Q2147720) (← links)
- Average is over (Q2148166) (← links)
- Three methods for estimating a range of vehicular interactions (Q2148598) (← links)
- On weighted cumulative residual Tsallis entropy and its dynamic version (Q2148664) (← links)
- Systems of frequency distributions for water and environmental engineering (Q2149697) (← links)
- On the use of the terminal-value approach in risk-value models (Q2151650) (← links)
- The damped pendulum random differential equation: a comprehensive stochastic analysis via the computation of the probability density function (Q2151766) (← links)