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Dirichlet and related distributions : theory, methods and applications / / Kai Wang Ng, Guo-Liang Tian, Man-Lai Tang
| Dirichlet and related distributions : theory, methods and applications / / Kai Wang Ng, Guo-Liang Tian, Man-Lai Tang |
| Autore | Ng Kai Wang |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2011 |
| Descrizione fisica | 1 online resource (338 p.) |
| Disciplina |
515.782
519.2/4 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Distribution (Probability theory)
Dirichlet problem |
| ISBN |
1-283-40560-1
9786613405609 1-119-99841-7 1-119-99586-8 1-119-99578-7 |
| Classificazione | MAT029000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Dirichlet and Related Distributions: Theory, Methods and Applications; Contents; Preface; Acknowledgments; List of abbreviations; List of symbols; List of figures; List of tables; 1 Introduction; 1.1 Motivating examples; 1.2 Stochastic representation and the d= operator; 1.2.1 Definition of stochastic representation; 1.2.2 More properties on the d = operator; 1.3 Beta and inverted beta distributions; 1.4 Some useful identities and integral formulae; 1.4.1 Partial-fraction expansion; 1.4.2 Cambanis-Keener-Simons integral formulae; 1.4.3 Hermite-Genocchi integral formula
1.5 The Newton-Raphson algorithm1.6 Likelihood in missing-data problems; 1.6.1 Missing-data mechanism; 1.6.2 The expectation-maximization (EM) algorithm; 1.6.3 The expectation/conditional maximization (ECM) algorithm; 1.6.4 The EM gradient algorithm; 1.7 Bayesian MDPs and inversion of Bayes' formula; 1.7.1 The data augmentation (DA) algorithm; 1.7.2 True nature of Bayesian MDP: inversion of Bayes' formula; 1.7.3 Explicit solution to the DA integral equation; 1.7.4 Sampling issues in Bayesian MDPs; 1.8 Basic statistical distributions; 1.8.1 Discrete distributions 1.8.2 Continuous distributions2 Dirichlet distribution; 2.1 Definition and basic properties; 2.1.1 Density function and moments; 2.1.2 Stochastic representations and mode; 2.2 Marginal and conditional distributions; 2.3 Survival function and cumulative distribution function; 2.3.1 Survival function; 2.3.2 Cumulative distribution function; 2.4 Characteristic functions; 2.4.1 The characteristic function of u ~ U(Tn); 2.4.2 The characteristic function of v ~ U(Tn); 2.4.3 The characteristic function of a Dirichlet random vector; 2.5 Distribution for linear function of a Dirichlet random vector 2.5.1 Density for linear function of v ~ U(Vn)2.5.2 Density for linear function of u ~ U(Tn); 2.5.3 A unified approach to linear functions of variables and order statistics; 2.5.4 Cumulative distribution function for linear function of a Dirichlet random vector; 2.6 Characterizations; 2.6.1 Mosimann's characterization; 2.6.2 Darroch and Ratcliff's characterization; 2.6.3 Characterization through neutrality; 2.6.4 Characterization through complete neutrality; 2.6.5 Characterization through global and local parameter independence; 2.7 MLEs of the Dirichlet parameters 2.7.1 MLE via the Newton-Raphson algorithm2.7.2 MLE via the EM gradient algorithm; 2.7.3 Analyzing serum-protein data of Pekin ducklings; 2.8 Generalized method of moments estimation; 2.8.1 Method of moments estimation; 2.8.2 Generalized method of moments estimation; 2.9 Estimation based on linear models; 2.9.1 Preliminaries; 2.9.2 Estimation based on individual linear models; 2.9.3 Estimation based on the overall linear model; 2.10 Application in estimating ROC area; 2.10.1 The ROC curve; 2.10.2 The ROC area; 2.10.3 Computing the posterior density of the ROC area 2.10.4 Analyzing the mammogram data of breast cancer |
| Record Nr. | UNINA-9910130868703321 |
Ng Kai Wang
|
||
| Chichester, England : , : Wiley, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dirichlet and related distributions : theory, methods and applications / / Kai Wang Ng, Guo-Liang Tian, Man-Lai Tang
| Dirichlet and related distributions : theory, methods and applications / / Kai Wang Ng, Guo-Liang Tian, Man-Lai Tang |
| Autore | Ng Kai Wang |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (338 p.) |
| Disciplina |
515.782
519.2/4 |
| Altri autori (Persone) |
TianGuo-Liang
TangMan-Lai |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Distribution (Probability theory)
Dirichlet problem |
| ISBN |
1-283-40560-1
9786613405609 1-119-99841-7 1-119-99586-8 1-119-99578-7 |
| Classificazione | MAT029000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Dirichlet and Related Distributions: Theory, Methods and Applications; Contents; Preface; Acknowledgments; List of abbreviations; List of symbols; List of figures; List of tables; 1 Introduction; 1.1 Motivating examples; 1.2 Stochastic representation and the d= operator; 1.2.1 Definition of stochastic representation; 1.2.2 More properties on the d = operator; 1.3 Beta and inverted beta distributions; 1.4 Some useful identities and integral formulae; 1.4.1 Partial-fraction expansion; 1.4.2 Cambanis-Keener-Simons integral formulae; 1.4.3 Hermite-Genocchi integral formula
1.5 The Newton-Raphson algorithm1.6 Likelihood in missing-data problems; 1.6.1 Missing-data mechanism; 1.6.2 The expectation-maximization (EM) algorithm; 1.6.3 The expectation/conditional maximization (ECM) algorithm; 1.6.4 The EM gradient algorithm; 1.7 Bayesian MDPs and inversion of Bayes' formula; 1.7.1 The data augmentation (DA) algorithm; 1.7.2 True nature of Bayesian MDP: inversion of Bayes' formula; 1.7.3 Explicit solution to the DA integral equation; 1.7.4 Sampling issues in Bayesian MDPs; 1.8 Basic statistical distributions; 1.8.1 Discrete distributions 1.8.2 Continuous distributions2 Dirichlet distribution; 2.1 Definition and basic properties; 2.1.1 Density function and moments; 2.1.2 Stochastic representations and mode; 2.2 Marginal and conditional distributions; 2.3 Survival function and cumulative distribution function; 2.3.1 Survival function; 2.3.2 Cumulative distribution function; 2.4 Characteristic functions; 2.4.1 The characteristic function of u ~ U(Tn); 2.4.2 The characteristic function of v ~ U(Tn); 2.4.3 The characteristic function of a Dirichlet random vector; 2.5 Distribution for linear function of a Dirichlet random vector 2.5.1 Density for linear function of v ~ U(Vn)2.5.2 Density for linear function of u ~ U(Tn); 2.5.3 A unified approach to linear functions of variables and order statistics; 2.5.4 Cumulative distribution function for linear function of a Dirichlet random vector; 2.6 Characterizations; 2.6.1 Mosimann's characterization; 2.6.2 Darroch and Ratcliff's characterization; 2.6.3 Characterization through neutrality; 2.6.4 Characterization through complete neutrality; 2.6.5 Characterization through global and local parameter independence; 2.7 MLEs of the Dirichlet parameters 2.7.1 MLE via the Newton-Raphson algorithm2.7.2 MLE via the EM gradient algorithm; 2.7.3 Analyzing serum-protein data of Pekin ducklings; 2.8 Generalized method of moments estimation; 2.8.1 Method of moments estimation; 2.8.2 Generalized method of moments estimation; 2.9 Estimation based on linear models; 2.9.1 Preliminaries; 2.9.2 Estimation based on individual linear models; 2.9.3 Estimation based on the overall linear model; 2.10 Application in estimating ROC area; 2.10.1 The ROC curve; 2.10.2 The ROC area; 2.10.3 Computing the posterior density of the ROC area 2.10.4 Analyzing the mammogram data of breast cancer |
| Record Nr. | UNINA-9910813761303321 |
|
Ng Kai Wang
|
||
| Hoboken, NJ, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||