Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets

Assuming that (X₁, X₂) has a bivariate elliptical distribution, we obtain an exact expression for the joint probability density function (pdf) as well as the corresponding conditional pdfs of X₁ and X₍₂₎ ? max?{X₁, X₂}. The problem is motivated by an application in financial markets. Exchangeable random variables are discussed in more detail. Two special cases of the elliptical distributions that is the normal and the student’s t models are investigated. For illustrative purposes, a real data set on the total personal income in California and New York is analyzed using the results obtained. Finally, some concluding remarks and further works are discussed.     

A multivariate two-factor skew model

It is well known that many data, such as the financial or demographic data, exhibit asymmetric distributions. In recent years, researchers have concentrated their efforts to model this asymmetry. Skew normal model is one of such models that are skew and yet possess many properties of the normal model. In this paper, a new multivariate skew model is proposed, along with its statistical properties. It includes the multivariate normal distribution and multivariate skew normal distribution as special cases. The quadratic form of this random vector follows a χ² distribution. The roles of the parameters in the model are investigated using contour plots of bivariate densities.     

Moments of a ratio of two quadratic forms

In this paper, we give the exact moments of a ratio of qua- dratic forms in normal variables, where the quadratic forms are not assumed to be independent. This problem was tackled by other authors who gave approximations and partial results. Here we will give the exact moments for the general case.     

ATM接入网络中非对称性周期传输过程分析

利用嵌入Markov链和概率母函数，对ATM接入网络中离散时间情况下的非对称周期查询门限服务模型进行了数学解析。并进行了计算机模拟，模拟结果与理论分析吻合。     

Bounds for the error in an approximation to the distribution of continuous random vectors with bounded supports

An approximation for the distributions of m-dimensional random variables with absolutely continuous cumulative distribution functions and bounded supports is presented. In addition, two easily computed bounds for the error in using the approximation rather than the actual distribution are provided for any measurable region.     

Some New Discrete Probability Distributions Derived from Power Series Distributions

Power series distributions (PSD) are well documented in the literature. Some of the well-known theoretical models in statistics, like Poisson, negative binomial, and geometric, belong to this family. Many real-life phenomena are represented by these models. Based on these models, some new probability distributions are obtained in this paper. By means of examples it is demonstrated that the derived distributions fit the situations better than the existing models.     

微型风力发电机组电气电控系统设计要求的分析

文章从使用要求出发,分析了微型风力发电机组电气电控系统的设计要求。     

Convergence of the moment generating function of standardized quantiles

A sequence of independent, identically distributed random variables is considered. Given a simple local condition on the distribution of these random variables, we give necessary and sufficient conditions on the tails of the distribution for the moment generating function of a standardized quantile of the first n observations to converge to the moment generating function of an appropriate normal distribution as n →infinity;. This result is actually a special case of a more general result which can also be used to show convergence in distribution and convergence of moments of standardized quantiles.     

New representations of the noncentral chi-square density and cumulative

Representations of noncentral chi-square cumulative distribution function and probability density function are reviewed and new repre¬sentations are given. One representation of the cdf in terms of an integral is easily computed on any machine which has an accurate algorithm for computing the normal cdf.     

弗吉尼亚·伍尔夫小说文本经典性的生成机制重释评骘

在英国现代小说理论的发展史上，弗吉尼亚·伍尔夫的“文本经典性”观念一直是国内外文评界常说常新的议题。这一涉及小说结构原则的核心创作理念侧重于将语言实验的认识论视角伸向由无数印象片断构成的重要瞬间的幽暗意识深处，认为人类最真实的生存状态才应是小说文本理应捕捉的“重要时刻”。她的文本生成观体现了小说艺术的持久力和生命意识的情感化，这种开放的唯美主义思维模式引领了当今西方文论建设的新方向，同时也给物欲横流的迷茫的现代人类带来了更多的生命启示和生活希冀。