top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.

Biblioteca

MARC Lista (tabellare)
Correlation and dependence [[electronic resource] /] / Dominique Drouet Mari, Samuel Kotz
Correlation and dependence [[electronic resource] /] / Dominique Drouet Mari, Samuel Kotz
Autore Mari Dominique Drouet
Pubbl/distr/stampa London, : Imperial College Press
Descrizione fisica 1 online resource (236 p.)
Disciplina 519.2
Altri autori (Persone) KotzSamuel
Soggetto topico Correlation (Statistics)
Dependence (Statistics)
Soggetto genere / forma Electronic books.
ISBN 1-281-86948-1
9786611869489
1-86094-975-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents ; Preface ; Chapter 1 Notations and Definitions ; 1.1 Notations ; 1.2 Definitions ; Chapter 2 Correlation and Dependence : An Introspection ; 2.1 Independence ; 2.2 Zero Correlation Versus Dependence ; 2.3 Some Geometrical Examples ; 2.4 Some Further Historical Remarks
2.5 A Brief Tour of Early Applications and Misinterpretations Chapter 3 Concepts of Dependence and Stochastic Ordering ; 3.1 Introduction ; 3.2 Concepts of Positive Dependence ; 3.3 Negative Dependence for More than Two Variables ; 3.4 Setwise Dependence ; 3.5 Other Approaches
3.6 Positive Dependence Orderings 3.7 Bayesian Approach to Stochastic Dependence ; Chapter 4 Copulas ; 4.1 Introduction ; 4.2 Definition and Some Properties ; 4.3 The Frechet Bounds ; 4.4 Examples ; 4.5 Construction of a Copula ; 4.6 Archimedean Copulas ; 4.7 Archimax Copulas
4.8 Copulas with Discontinuity Constraints 4.9 Copulas with More than Two Variables ; 4.10 Simulation Procedures ; Chapter 5 Farlie-Gumbel-Morgenstern Models of Dependence ; 5.1 Introduction ; 5.2 Initial Definition ; 5.3 Regression and Correlation ; 5.4 Iterations
5.5 Dependence Properties 5.6 A Class of n-variate FGM Distributions ; 5.7 Further Extensions ; 5.8 FGM Sequences ; Chapter 6 Global Versus Local Dependence between Random Variables ; 6.1 Introduction ; 6.2 Global Measures of Dependence ; 6.3 Local Indices of Dependence
6.4 Non-parametric Estimation of Local Indices
Record Nr. UNINA-9910454335103321
Mari Dominique Drouet  
London, : Imperial College Press
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Correlation and dependence [[electronic resource] /] / Dominique Drouet Mari, Samuel Kotz
Correlation and dependence [[electronic resource] /] / Dominique Drouet Mari, Samuel Kotz
Autore Mari Dominique Drouet
Pubbl/distr/stampa London, : Imperial College Press
Descrizione fisica 1 online resource (236 p.)
Disciplina 519.2
Altri autori (Persone) KotzSamuel
Soggetto topico Correlation (Statistics)
Dependence (Statistics)
ISBN 1-281-86948-1
9786611869489
1-86094-975-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents ; Preface ; Chapter 1 Notations and Definitions ; 1.1 Notations ; 1.2 Definitions ; Chapter 2 Correlation and Dependence : An Introspection ; 2.1 Independence ; 2.2 Zero Correlation Versus Dependence ; 2.3 Some Geometrical Examples ; 2.4 Some Further Historical Remarks
2.5 A Brief Tour of Early Applications and Misinterpretations Chapter 3 Concepts of Dependence and Stochastic Ordering ; 3.1 Introduction ; 3.2 Concepts of Positive Dependence ; 3.3 Negative Dependence for More than Two Variables ; 3.4 Setwise Dependence ; 3.5 Other Approaches
3.6 Positive Dependence Orderings 3.7 Bayesian Approach to Stochastic Dependence ; Chapter 4 Copulas ; 4.1 Introduction ; 4.2 Definition and Some Properties ; 4.3 The Frechet Bounds ; 4.4 Examples ; 4.5 Construction of a Copula ; 4.6 Archimedean Copulas ; 4.7 Archimax Copulas
4.8 Copulas with Discontinuity Constraints 4.9 Copulas with More than Two Variables ; 4.10 Simulation Procedures ; Chapter 5 Farlie-Gumbel-Morgenstern Models of Dependence ; 5.1 Introduction ; 5.2 Initial Definition ; 5.3 Regression and Correlation ; 5.4 Iterations
5.5 Dependence Properties 5.6 A Class of n-variate FGM Distributions ; 5.7 Further Extensions ; 5.8 FGM Sequences ; Chapter 6 Global Versus Local Dependence between Random Variables ; 6.1 Introduction ; 6.2 Global Measures of Dependence ; 6.3 Local Indices of Dependence
6.4 Non-parametric Estimation of Local Indices
Record Nr. UNINA-9910782123203321
Mari Dominique Drouet  
London, : Imperial College Press
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Correlation and dependence [[electronic resource] /] / Dominique Drouet Mari, Samuel Kotz
Correlation and dependence [[electronic resource] /] / Dominique Drouet Mari, Samuel Kotz
Autore Mari Dominique Drouet
Pubbl/distr/stampa London, : Imperial College Press
Descrizione fisica 1 online resource (236 p.)
Disciplina 519.2
Altri autori (Persone) KotzSamuel
Soggetto topico Correlation (Statistics)
Dependence (Statistics)
ISBN 1-281-86948-1
9786611869489
1-86094-975-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents ; Preface ; Chapter 1 Notations and Definitions ; 1.1 Notations ; 1.2 Definitions ; Chapter 2 Correlation and Dependence : An Introspection ; 2.1 Independence ; 2.2 Zero Correlation Versus Dependence ; 2.3 Some Geometrical Examples ; 2.4 Some Further Historical Remarks
2.5 A Brief Tour of Early Applications and Misinterpretations Chapter 3 Concepts of Dependence and Stochastic Ordering ; 3.1 Introduction ; 3.2 Concepts of Positive Dependence ; 3.3 Negative Dependence for More than Two Variables ; 3.4 Setwise Dependence ; 3.5 Other Approaches
3.6 Positive Dependence Orderings 3.7 Bayesian Approach to Stochastic Dependence ; Chapter 4 Copulas ; 4.1 Introduction ; 4.2 Definition and Some Properties ; 4.3 The Frechet Bounds ; 4.4 Examples ; 4.5 Construction of a Copula ; 4.6 Archimedean Copulas ; 4.7 Archimax Copulas
4.8 Copulas with Discontinuity Constraints 4.9 Copulas with More than Two Variables ; 4.10 Simulation Procedures ; Chapter 5 Farlie-Gumbel-Morgenstern Models of Dependence ; 5.1 Introduction ; 5.2 Initial Definition ; 5.3 Regression and Correlation ; 5.4 Iterations
5.5 Dependence Properties 5.6 A Class of n-variate FGM Distributions ; 5.7 Further Extensions ; 5.8 FGM Sequences ; Chapter 6 Global Versus Local Dependence between Random Variables ; 6.1 Introduction ; 6.2 Global Measures of Dependence ; 6.3 Local Indices of Dependence
6.4 Non-parametric Estimation of Local Indices
Record Nr. UNINA-9910809895503321
Mari Dominique Drouet  
London, : Imperial College Press
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Leading personalities in statistical sciences : from the 17th century to the present / / edited by Norman L. Johnson and Samuel Kotz
Leading personalities in statistical sciences : from the 17th century to the present / / edited by Norman L. Johnson and Samuel Kotz
Pubbl/distr/stampa New York : , : John Wiley & Sons, Inc., , 1997
Descrizione fisica 1 online resource (458 p.)
Disciplina 519.50922
Collana Wiley Series in Probability and Statistics
Soggetto topico Statisticians
Soggetto genere / forma Electronic books.
ISBN 1-283-28289-5
1-118-15071-6
9786613282897
1-118-15072-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Leading Personalities in Statistical Sciences: From the Seventeenth Century to the Present; Contents; Preface; SECTION 1 FORERUNNERS; Abbe, Ernst (3); Achenwall, Gottfried (5); Arbuthnot, John (7); Bayes, Thomas (4); Bernoullis, The (3, 4); Bienaymé, Irenée-Jules (4, 5); Boscovich, Ruggiero Giuseppe; De Moivre, Abraham (4, 5); De Montmort, Pierre Rémond (4, 5); Déparcieux, Antoine; De Witt, Johan (3, 5); Graunt, John and Petty, William (5); Helmert, Friedrich Robert (3, 4); Huygens, Christiaan (4); Lambert, Johann Heinrich (4); Laplace, Pierre Simon (2, 3, 4, 7); Newton, Isaac (4, 7)
Pascal, Blaise (4, 7)Quetelet, Lambert Adolphe Jacques (5); 'sGravesande, Willem Jacob (2, 5); Sinclair, John (5); Süssmilch, Johann Peter (3, 5); Wargentin, Pehr Wilhelm (5, 7); SECTION 2 STATISTICAL INFERENCE; Birnbaum, Allan (3); Cox, Gertrude Mary (5, 6, 7); Cramer, Harald (3); David, Florence Nightingale (3); de Finnetti, Bruno (4); Elfving, Gustav; Fisher, Ronald Aylmer (3, 6, 7); Galton, Francis (1, 6); Guttman, Louis (5, 7); Hoeffding, Wassily (3, 4); Hotelling, Harold (3, 5); Hsu, Pao-Lu; Jeffreys, Harold (4, 7); Kendall, Maurice George (3, 5, 6, 7); Kitagawa, Tosio
Neyman, Jerzy (6, 7)Pearson, Egon Sharpe (3, 7); Pearson, Karl (3, 6); Pitman, Edwin James George (4); Savage, Leonard Jimmie (4); Sverdrup, Erlang (3, 4); Thiele, Thorvald Nicolai; Wald, Abraham (3, 4, 5); Yule, George Udny (5); SECTION 3 STATISTICAL THEORY; Aitken, Alexander Craig (4); Anderson, Oskar (Nikolaevich) Johann Viktor (4, 5); Bol'shev, Login Nikolaevich (4); Bortkiewicz, Ladislaus Josephowitsch Von (2, 7); Bose, Raj Chandra; Chuprov (or Tschuprow), Alexander Alexandrovich (5, 6); Cochran, William Gemmell (5, 6); Edgeworth, Francis Ysidro (1, 2, 4, 5); Gumbel, Emil Julius (4)
Hájek, Jaroslav (4, 5)Hartley, Herman Otto (7); Langevin, Paul (4); Lévy, Paul-Pierre (4); Lüroth, Jakob; Rényl, Alfréd (4); Smirov, Nikolai Vasil'yevich (4); Wilks, Samuel Stanley (5); Wold, Herman Ole Andreas (4, 5); Wolfowitz, Jacob (2, 4); SECTION 4 PROBABILITY THEORY; Bernstein, Sergei Natanovich; Bonferroni, Cario Emilio (3, 5); Cantelli, Francesco Paolo; Cauchy, Augustin-Louis (3); Chebyshev (or Tschébichef) Pafnuty Lvovich; Feller, William (2, 3); Gnedenko, Boris Vladimirovich; Hannan, Edward James (3, 5); Jordan, Károly (Charles); Kolmogorov, Andrei Nikolayevich (3, 5, 7)
Liapunov, Alexander Mikhailovich (3, 7)Linnik, Yurii Vladimirovich (3, 7); Markov, Andrei Andreevich (3); Ramsey, Frank Plumpton (7); Wiener, Norbert (3); Yanson (or Jahnson), Yurii Eduardovich; Yastremskii, Boris Sergeyevich (5); SECTION 5 GOVERNMENT AND ECONOMIC STATISTICS; Bowley, Arthur Lyon (3); Engel, (Christian Lorenz) Ernst; Farr, William (6); Fisher, Irving; Franscini, Stefano; Gini, Corrado (2, 3); Hansen, Morris Howard (3); Kiaer, Anders Nicolai; Konüs (Konyus), Alexandr Alexandrovich (3); Körösy, József; Lexis, Wilhelm (2, 3); Mahalanobis, Prasanta Chandra (3, 6, 7)
Nightingale, Florence (6)
Record Nr. UNINA-9910141236603321
New York : , : John Wiley & Sons, Inc., , 1997
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Leading personalities in statistical sciences : from the 17th century to the present / / edited by Norman L. Johnson and Samuel Kotz
Leading personalities in statistical sciences : from the 17th century to the present / / edited by Norman L. Johnson and Samuel Kotz
Pubbl/distr/stampa New York : , : John Wiley & Sons, Inc., , 1997
Descrizione fisica 1 online resource (458 p.)
Disciplina 519.50922
Collana Wiley Series in Probability and Statistics
Soggetto topico Statisticians
ISBN 1-283-28289-5
1-118-15071-6
9786613282897
1-118-15072-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Leading Personalities in Statistical Sciences: From the Seventeenth Century to the Present; Contents; Preface; SECTION 1 FORERUNNERS; Abbe, Ernst (3); Achenwall, Gottfried (5); Arbuthnot, John (7); Bayes, Thomas (4); Bernoullis, The (3, 4); Bienaymé, Irenée-Jules (4, 5); Boscovich, Ruggiero Giuseppe; De Moivre, Abraham (4, 5); De Montmort, Pierre Rémond (4, 5); Déparcieux, Antoine; De Witt, Johan (3, 5); Graunt, John and Petty, William (5); Helmert, Friedrich Robert (3, 4); Huygens, Christiaan (4); Lambert, Johann Heinrich (4); Laplace, Pierre Simon (2, 3, 4, 7); Newton, Isaac (4, 7)
Pascal, Blaise (4, 7)Quetelet, Lambert Adolphe Jacques (5); 'sGravesande, Willem Jacob (2, 5); Sinclair, John (5); Süssmilch, Johann Peter (3, 5); Wargentin, Pehr Wilhelm (5, 7); SECTION 2 STATISTICAL INFERENCE; Birnbaum, Allan (3); Cox, Gertrude Mary (5, 6, 7); Cramer, Harald (3); David, Florence Nightingale (3); de Finnetti, Bruno (4); Elfving, Gustav; Fisher, Ronald Aylmer (3, 6, 7); Galton, Francis (1, 6); Guttman, Louis (5, 7); Hoeffding, Wassily (3, 4); Hotelling, Harold (3, 5); Hsu, Pao-Lu; Jeffreys, Harold (4, 7); Kendall, Maurice George (3, 5, 6, 7); Kitagawa, Tosio
Neyman, Jerzy (6, 7)Pearson, Egon Sharpe (3, 7); Pearson, Karl (3, 6); Pitman, Edwin James George (4); Savage, Leonard Jimmie (4); Sverdrup, Erlang (3, 4); Thiele, Thorvald Nicolai; Wald, Abraham (3, 4, 5); Yule, George Udny (5); SECTION 3 STATISTICAL THEORY; Aitken, Alexander Craig (4); Anderson, Oskar (Nikolaevich) Johann Viktor (4, 5); Bol'shev, Login Nikolaevich (4); Bortkiewicz, Ladislaus Josephowitsch Von (2, 7); Bose, Raj Chandra; Chuprov (or Tschuprow), Alexander Alexandrovich (5, 6); Cochran, William Gemmell (5, 6); Edgeworth, Francis Ysidro (1, 2, 4, 5); Gumbel, Emil Julius (4)
Hájek, Jaroslav (4, 5)Hartley, Herman Otto (7); Langevin, Paul (4); Lévy, Paul-Pierre (4); Lüroth, Jakob; Rényl, Alfréd (4); Smirov, Nikolai Vasil'yevich (4); Wilks, Samuel Stanley (5); Wold, Herman Ole Andreas (4, 5); Wolfowitz, Jacob (2, 4); SECTION 4 PROBABILITY THEORY; Bernstein, Sergei Natanovich; Bonferroni, Cario Emilio (3, 5); Cantelli, Francesco Paolo; Cauchy, Augustin-Louis (3); Chebyshev (or Tschébichef) Pafnuty Lvovich; Feller, William (2, 3); Gnedenko, Boris Vladimirovich; Hannan, Edward James (3, 5); Jordan, Károly (Charles); Kolmogorov, Andrei Nikolayevich (3, 5, 7)
Liapunov, Alexander Mikhailovich (3, 7)Linnik, Yurii Vladimirovich (3, 7); Markov, Andrei Andreevich (3); Ramsey, Frank Plumpton (7); Wiener, Norbert (3); Yanson (or Jahnson), Yurii Eduardovich; Yastremskii, Boris Sergeyevich (5); SECTION 5 GOVERNMENT AND ECONOMIC STATISTICS; Bowley, Arthur Lyon (3); Engel, (Christian Lorenz) Ernst; Farr, William (6); Fisher, Irving; Franscini, Stefano; Gini, Corrado (2, 3); Hansen, Morris Howard (3); Kiaer, Anders Nicolai; Konüs (Konyus), Alexandr Alexandrovich (3); Körösy, József; Lexis, Wilhelm (2, 3); Mahalanobis, Prasanta Chandra (3, 6, 7)
Nightingale, Florence (6)
Record Nr. UNINA-9910830166803321
New York : , : John Wiley & Sons, Inc., , 1997
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Statistical size distributions in economics and actuarial sciences [[electronic resource] /] / Christian Kleiber, Samuel Kotz
Statistical size distributions in economics and actuarial sciences [[electronic resource] /] / Christian Kleiber, Samuel Kotz
Autore Kleiber Christian <1966->
Pubbl/distr/stampa Hoboken, NJ, : Wiley, 2003
Descrizione fisica 1 online resource (354 p.)
Disciplina 330.015195
339.2/2
339.22
Altri autori (Persone) KotzSamuel
Collana Wiley series in probability and statistics
Soggetto topico Distribution (Economic theory)
Economies of scale
Economics, Mathematical
Insurance - Mathematics
Soggetto genere / forma Electronic books.
ISBN 1-280-36604-4
9786610366040
0-470-24806-8
0-471-45716-7
0-471-45717-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Statistical Size Distributions in Economics and Actuarial Sciences; Contents; Preface; Acknowledgments; 1 Introduction; 1.1 Our Aims; 1.2 Types of Economic Size Distributions; 1.3 Brief History of the Models for Studying Economic Size Distributions; 1.4 Stochastic Process Models for Size Distributions; 2 General Principles; 2.1 Some Concepts from Economics; 2.2 Hazard Rates, Mean Excess Functions, and Tailweight; 2.3 Systems of Distributions; 2.4 Generating Systems of Income Distributions; 3 Pareto Distributions; 3.1 Definition; 3.2 History and Genesis; 3.3 Moments and Other Basic Properties
3.4 Characterizations3.5 Lorenz Curve and Inequality Measures; 3.6 Estimation; 3.7 Empirical Results; 3.8 Stoppa Distributions; 3.9 Conic Distribution; 3.10 A ""Log-Adjusted" Pareto distribution; 3.11 Stable Distributions; 3.12 Further Pareto-Type Distributions; 4 Lognormal Distributions; 4.1 Definition; 4.2 History and Genesis; 4.3 Moments and Other Basic Properties; 4.4 Characterizations; 4.5 Lorenz Curve and Inequality Measures; 4.6 Estimation; 4.7 Three- and Four-Parameter Lognormal Distributions; 4.8 Multivariate Lognormal Distribution; 4.9 Empirical Results
4.10 Generalized Lognormal Distribution4.11 An Asymmetric Log-Laplace Distribution; 4.12 Related Distributions; 5 Gamma-Type Size Distributions; 5.1 Generalized Gamma Distribution; 5.2 Gamma Distribution; 5.3 Log-Gamma Distribution; 5.4 Inverse Gamma (Vinci) Distribution; 5.5 Weibull Distribution; 5.6 Log-Gompertz Distribution; 6 Beta-Type Size Distributions; 6.1 (Generalized) Beta Distribution of the Second Kind; 6.2 Singh-Maddala Distribution; 6.3 Dagum Distributions; 6.4 Fisk (Log-Logistic) and Lomax Distributions; 6.5 (Generalized) Beta Distribution of the First Kind
7 Miscellaneous Size Distributions7.1 Benini Distribution; 7.2 Davis Distribution; 7.3 Champernowne Distribution; 7.4 Benktander Distributions; Appendix A Biographies; A.1 Vilfredo Federico Domaso Pareto, Marchese di Parigi; A.2 Rodolfo Benini; A.3 Max Otto Lorenz; A.4 Corrado Gini; A.5 Luigi Amoroso; A.6 Raffaele D'Addario; A.7 Robert Pierre Louis Gibrat; A.8 David Gawen Champernowne; Appendix B Data on Size Distributions; Appendix C Size Distributions; List of Symbols; References; Author Index; Subject Index
Record Nr. UNINA-9910143190403321
Kleiber Christian <1966->  
Hoboken, NJ, : Wiley, 2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Statistical size distributions in economics and actuarial sciences [[electronic resource] /] / Christian Kleiber, Samuel Kotz
Statistical size distributions in economics and actuarial sciences [[electronic resource] /] / Christian Kleiber, Samuel Kotz
Autore Kleiber Christian <1966->
Pubbl/distr/stampa Hoboken, NJ, : Wiley, 2003
Descrizione fisica 1 online resource (354 p.)
Disciplina 330.015195
339.2/2
339.22
Altri autori (Persone) KotzSamuel
Collana Wiley series in probability and statistics
Soggetto topico Distribution (Economic theory)
Economies of scale
Economics, Mathematical
Insurance - Mathematics
ISBN 1-280-36604-4
9786610366040
0-470-24806-8
0-471-45716-7
0-471-45717-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Statistical Size Distributions in Economics and Actuarial Sciences; Contents; Preface; Acknowledgments; 1 Introduction; 1.1 Our Aims; 1.2 Types of Economic Size Distributions; 1.3 Brief History of the Models for Studying Economic Size Distributions; 1.4 Stochastic Process Models for Size Distributions; 2 General Principles; 2.1 Some Concepts from Economics; 2.2 Hazard Rates, Mean Excess Functions, and Tailweight; 2.3 Systems of Distributions; 2.4 Generating Systems of Income Distributions; 3 Pareto Distributions; 3.1 Definition; 3.2 History and Genesis; 3.3 Moments and Other Basic Properties
3.4 Characterizations3.5 Lorenz Curve and Inequality Measures; 3.6 Estimation; 3.7 Empirical Results; 3.8 Stoppa Distributions; 3.9 Conic Distribution; 3.10 A ""Log-Adjusted" Pareto distribution; 3.11 Stable Distributions; 3.12 Further Pareto-Type Distributions; 4 Lognormal Distributions; 4.1 Definition; 4.2 History and Genesis; 4.3 Moments and Other Basic Properties; 4.4 Characterizations; 4.5 Lorenz Curve and Inequality Measures; 4.6 Estimation; 4.7 Three- and Four-Parameter Lognormal Distributions; 4.8 Multivariate Lognormal Distribution; 4.9 Empirical Results
4.10 Generalized Lognormal Distribution4.11 An Asymmetric Log-Laplace Distribution; 4.12 Related Distributions; 5 Gamma-Type Size Distributions; 5.1 Generalized Gamma Distribution; 5.2 Gamma Distribution; 5.3 Log-Gamma Distribution; 5.4 Inverse Gamma (Vinci) Distribution; 5.5 Weibull Distribution; 5.6 Log-Gompertz Distribution; 6 Beta-Type Size Distributions; 6.1 (Generalized) Beta Distribution of the Second Kind; 6.2 Singh-Maddala Distribution; 6.3 Dagum Distributions; 6.4 Fisk (Log-Logistic) and Lomax Distributions; 6.5 (Generalized) Beta Distribution of the First Kind
7 Miscellaneous Size Distributions7.1 Benini Distribution; 7.2 Davis Distribution; 7.3 Champernowne Distribution; 7.4 Benktander Distributions; Appendix A Biographies; A.1 Vilfredo Federico Domaso Pareto, Marchese di Parigi; A.2 Rodolfo Benini; A.3 Max Otto Lorenz; A.4 Corrado Gini; A.5 Luigi Amoroso; A.6 Raffaele D'Addario; A.7 Robert Pierre Louis Gibrat; A.8 David Gawen Champernowne; Appendix B Data on Size Distributions; Appendix C Size Distributions; List of Symbols; References; Author Index; Subject Index
Record Nr. UNINA-9910830351403321
Kleiber Christian <1966->  
Hoboken, NJ, : Wiley, 2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Statistical size distributions in economics and actuarial sciences [[electronic resource] /] / Christian Kleiber, Samuel Kotz
Statistical size distributions in economics and actuarial sciences [[electronic resource] /] / Christian Kleiber, Samuel Kotz
Autore Kleiber Christian <1966->
Pubbl/distr/stampa Hoboken, NJ, : Wiley, 2003
Descrizione fisica 1 online resource (354 p.)
Disciplina 330.015195
339.2/2
339.22
Altri autori (Persone) KotzSamuel
Collana Wiley series in probability and statistics
Soggetto topico Distribution (Economic theory)
Economies of scale
Economics, Mathematical
Insurance - Mathematics
ISBN 1-280-36604-4
9786610366040
0-470-24806-8
0-471-45716-7
0-471-45717-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Statistical Size Distributions in Economics and Actuarial Sciences; Contents; Preface; Acknowledgments; 1 Introduction; 1.1 Our Aims; 1.2 Types of Economic Size Distributions; 1.3 Brief History of the Models for Studying Economic Size Distributions; 1.4 Stochastic Process Models for Size Distributions; 2 General Principles; 2.1 Some Concepts from Economics; 2.2 Hazard Rates, Mean Excess Functions, and Tailweight; 2.3 Systems of Distributions; 2.4 Generating Systems of Income Distributions; 3 Pareto Distributions; 3.1 Definition; 3.2 History and Genesis; 3.3 Moments and Other Basic Properties
3.4 Characterizations3.5 Lorenz Curve and Inequality Measures; 3.6 Estimation; 3.7 Empirical Results; 3.8 Stoppa Distributions; 3.9 Conic Distribution; 3.10 A ""Log-Adjusted" Pareto distribution; 3.11 Stable Distributions; 3.12 Further Pareto-Type Distributions; 4 Lognormal Distributions; 4.1 Definition; 4.2 History and Genesis; 4.3 Moments and Other Basic Properties; 4.4 Characterizations; 4.5 Lorenz Curve and Inequality Measures; 4.6 Estimation; 4.7 Three- and Four-Parameter Lognormal Distributions; 4.8 Multivariate Lognormal Distribution; 4.9 Empirical Results
4.10 Generalized Lognormal Distribution4.11 An Asymmetric Log-Laplace Distribution; 4.12 Related Distributions; 5 Gamma-Type Size Distributions; 5.1 Generalized Gamma Distribution; 5.2 Gamma Distribution; 5.3 Log-Gamma Distribution; 5.4 Inverse Gamma (Vinci) Distribution; 5.5 Weibull Distribution; 5.6 Log-Gompertz Distribution; 6 Beta-Type Size Distributions; 6.1 (Generalized) Beta Distribution of the Second Kind; 6.2 Singh-Maddala Distribution; 6.3 Dagum Distributions; 6.4 Fisk (Log-Logistic) and Lomax Distributions; 6.5 (Generalized) Beta Distribution of the First Kind
7 Miscellaneous Size Distributions7.1 Benini Distribution; 7.2 Davis Distribution; 7.3 Champernowne Distribution; 7.4 Benktander Distributions; Appendix A Biographies; A.1 Vilfredo Federico Domaso Pareto, Marchese di Parigi; A.2 Rodolfo Benini; A.3 Max Otto Lorenz; A.4 Corrado Gini; A.5 Luigi Amoroso; A.6 Raffaele D'Addario; A.7 Robert Pierre Louis Gibrat; A.8 David Gawen Champernowne; Appendix B Data on Size Distributions; Appendix C Size Distributions; List of Symbols; References; Author Index; Subject Index
Record Nr. UNINA-9910840888803321
Kleiber Christian <1966->  
Hoboken, NJ, : Wiley, 2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Univariate discrete distributions [[electronic resource]]
Univariate discrete distributions [[electronic resource]]
Autore Johnson Norman Lloyd
Edizione [3rd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2005
Descrizione fisica 1 online resource (676 p.)
Disciplina 519.24
519.5
Altri autori (Persone) KempAdrienne W
KotzSamuel
Collana Wiley Series in Probability and Statistics
Soggetto topico Distribution (Probability theory)
Soggetto genere / forma Electronic books.
ISBN 1-280-27663-0
9786610276639
0-470-30792-7
0-471-71581-6
0-471-71580-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Univariate Discrete Distributions; Contents; Preface; 1 Preliminary Information; 1.1 Mathematical Preliminaries; 1.1.1 Factorial and Combinatorial Conventions; 1.1.2 Gamma and Beta Functions; 1.1.3 Finite Difference Calculus; 1.1.4 Differential Calculus; 1.1.5 Incomplete Gamma and Beta Functions and Other Gamma-Related Functions; 1.1.6 Gaussian Hypergeometric Functions; 1.1.7 Confluent Hypergeometric Functions (Kummer's Functions); 1.1.8 Generalized Hypergeometric Functions; 1.1.9 Bernoulli and Euler Numbers and Polynomials; 1.1.10 Integral Transforms; 1.1.11 Orthogonal Polynomials
1.1.12 Basic Hypergeometric Series1.2 Probability and Statistical Preliminaries; 1.2.1 Calculus of Probabilities; 1.2.2 Bayes's Theorem; 1.2.3 Random Variables; 1.2.4 Survival Concepts; 1.2.5 Expected Values; 1.2.6 Inequalities; 1.2.7 Moments and Moment Generating Functions; 1.2.8 Cumulants and Cumulant Generating Functions; 1.2.9 Joint Moments and Cumulants; 1.2.10 Characteristic Functions; 1.2.11 Probability Generating Functions; 1.2.12 Order Statistics; 1.2.13 Truncation and Censoring; 1.2.14 Mixture Distributions; 1.2.15 Variance of a Function; 1.2.16 Estimation
1.2.17 General Comments on the Computer Generation of Discrete Random Variables1.2.18 Computer Software; 2 Families of Discrete Distributions; 2.1 Lattice Distributions; 2.2 Power Series Distributions; 2.2.1 Generalized Power Series Distributions; 2.2.2 Modified Power Series Distributions; 2.3 Difference-Equation Systems; 2.3.1 Katz and Extended Katz Families; 2.3.2 Sundt and Jewell Family; 2.3.3 Ord's Family; 2.4 Kemp Families; 2.4.1 Generalized Hypergeometric Probability Distributions; 2.4.2 Generalized Hypergeometric Factorial Moment Distributions
2.5 Distributions Based on Lagrangian Expansions2.6 Gould and Abel Distributions; 2.7 Factorial Series Distributions; 2.8 Distributions of Order-k; 2.9 q-Series Distributions; 3 Binomial Distribution; 3.1 Definition; 3.2 Historical Remarks and Genesis; 3.3 Moments; 3.4 Properties; 3.5 Order Statistics; 3.6 Approximations, Bounds, and Transformations; 3.6.1 Approximations; 3.6.2 Bounds; 3.6.3 Transformations; 3.7 Computation, Tables, and Computer Generation; 3.7.1 Computation and Tables; 3.7.2 Computer Generation; 3.8 Estimation; 3.8.1 Model Selection; 3.8.2 Point Estimation
3.8.3 Confidence Intervals3.8.4 Model Verification; 3.9 Characterizations; 3.10 Applications; 3.11 Truncated Binomial Distributions; 3.12 Other Related Distributions; 3.12.1 Limiting Forms; 3.12.2 Sums and Differences of Binomial-Type Variables; 3.12.3 Poissonian Binomial, Lexian, and Coolidge Schemes; 3.12.4 Weighted Binomial Distributions; 3.12.5 Chain Binomial Models; 3.12.6 Correlated Binomial Variables; 4 Poisson Distribution; 4.1 Definition; 4.2 Historical Remarks and Genesis; 4.2.1 Genesis; 4.2.2 Poissonian Approximations; 4.3 Moments; 4.4 Properties
4.5 Approximations, Bounds, and Transformations
Record Nr. UNINA-9910143569203321
Johnson Norman Lloyd  
Hoboken, N.J., : Wiley, c2005
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Univariate discrete distributions [[electronic resource]]
Univariate discrete distributions [[electronic resource]]
Autore Johnson Norman Lloyd
Edizione [3rd ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2005
Descrizione fisica 1 online resource (676 p.)
Disciplina 519.24
519.5
Altri autori (Persone) KempAdrienne W
KotzSamuel
Collana Wiley Series in Probability and Statistics
Soggetto topico Distribution (Probability theory)
ISBN 1-280-27663-0
9786610276639
0-470-30792-7
0-471-71581-6
0-471-71580-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Univariate Discrete Distributions; Contents; Preface; 1 Preliminary Information; 1.1 Mathematical Preliminaries; 1.1.1 Factorial and Combinatorial Conventions; 1.1.2 Gamma and Beta Functions; 1.1.3 Finite Difference Calculus; 1.1.4 Differential Calculus; 1.1.5 Incomplete Gamma and Beta Functions and Other Gamma-Related Functions; 1.1.6 Gaussian Hypergeometric Functions; 1.1.7 Confluent Hypergeometric Functions (Kummer's Functions); 1.1.8 Generalized Hypergeometric Functions; 1.1.9 Bernoulli and Euler Numbers and Polynomials; 1.1.10 Integral Transforms; 1.1.11 Orthogonal Polynomials
1.1.12 Basic Hypergeometric Series1.2 Probability and Statistical Preliminaries; 1.2.1 Calculus of Probabilities; 1.2.2 Bayes's Theorem; 1.2.3 Random Variables; 1.2.4 Survival Concepts; 1.2.5 Expected Values; 1.2.6 Inequalities; 1.2.7 Moments and Moment Generating Functions; 1.2.8 Cumulants and Cumulant Generating Functions; 1.2.9 Joint Moments and Cumulants; 1.2.10 Characteristic Functions; 1.2.11 Probability Generating Functions; 1.2.12 Order Statistics; 1.2.13 Truncation and Censoring; 1.2.14 Mixture Distributions; 1.2.15 Variance of a Function; 1.2.16 Estimation
1.2.17 General Comments on the Computer Generation of Discrete Random Variables1.2.18 Computer Software; 2 Families of Discrete Distributions; 2.1 Lattice Distributions; 2.2 Power Series Distributions; 2.2.1 Generalized Power Series Distributions; 2.2.2 Modified Power Series Distributions; 2.3 Difference-Equation Systems; 2.3.1 Katz and Extended Katz Families; 2.3.2 Sundt and Jewell Family; 2.3.3 Ord's Family; 2.4 Kemp Families; 2.4.1 Generalized Hypergeometric Probability Distributions; 2.4.2 Generalized Hypergeometric Factorial Moment Distributions
2.5 Distributions Based on Lagrangian Expansions2.6 Gould and Abel Distributions; 2.7 Factorial Series Distributions; 2.8 Distributions of Order-k; 2.9 q-Series Distributions; 3 Binomial Distribution; 3.1 Definition; 3.2 Historical Remarks and Genesis; 3.3 Moments; 3.4 Properties; 3.5 Order Statistics; 3.6 Approximations, Bounds, and Transformations; 3.6.1 Approximations; 3.6.2 Bounds; 3.6.3 Transformations; 3.7 Computation, Tables, and Computer Generation; 3.7.1 Computation and Tables; 3.7.2 Computer Generation; 3.8 Estimation; 3.8.1 Model Selection; 3.8.2 Point Estimation
3.8.3 Confidence Intervals3.8.4 Model Verification; 3.9 Characterizations; 3.10 Applications; 3.11 Truncated Binomial Distributions; 3.12 Other Related Distributions; 3.12.1 Limiting Forms; 3.12.2 Sums and Differences of Binomial-Type Variables; 3.12.3 Poissonian Binomial, Lexian, and Coolidge Schemes; 3.12.4 Weighted Binomial Distributions; 3.12.5 Chain Binomial Models; 3.12.6 Correlated Binomial Variables; 4 Poisson Distribution; 4.1 Definition; 4.2 Historical Remarks and Genesis; 4.2.1 Genesis; 4.2.2 Poissonian Approximations; 4.3 Moments; 4.4 Properties
4.5 Approximations, Bounds, and Transformations
Record Nr. UNINA-9910830134003321
Johnson Norman Lloyd  
Hoboken, N.J., : Wiley, c2005
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui