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Marshall–Olkin Exponential Distribution
In applied statistics, the Marshall–Olkin exponential distribution is any member of a certain family of continuous multivariate probability distributions with positive-valued components. It was introduced by Albert W. Marshall and Ingram Olkin. One of its main uses is in reliability theory, where the Marshall–Olkin copula models the dependence between random variables subjected to external shocks. Definition Let \ be a set of independent, exponentially distributed random variable A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the po ...s, where E_B has mean 1/\lambda_B . Let : T_j=\min\,\ \ j=1,\ldots,b. The joint distribution of T=(T_1,\ldots,T_b) is called the Marshall–Olkin exponential distribution with parameters \. Concrete example Suppose ''b'' = 3. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ingram Olkin
Ingram Olkin (July 23, 1924 – April 28, 2016) was a professor emeritus and chair of statistics and education at Stanford University and the Stanford Graduate School of Education. He is known for developing statistical analysis for evaluating policies, particularly in education, and for his contributions to meta-analysis, statistics education, multivariate analysis, and majorization theory. Biography Olkin was born in 1924 in Waterbury, Connecticut. He received a B.S. in mathematics at the City College of New York, an M.A. from Columbia University, and his Ph.D. from the University of North Carolina. Olkin also studied with Harold Hotelling. Olkin's advisor was S. N. Roy and his Ph.D. thesis was "On distribution problems in multivariate analysis" submitted in 1951. Olkin died from complications of colorectal cancer at his home in Palo Alto, California on April 28, 2016, aged 91. A spokesperson for the statistics profession: Honors and awards Olkin was awarded the fourth bi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Journal Of The American Statistical Association
The ''Journal of the American Statistical Association (JASA)'' is the primary journal published by the American Statistical Association, the main professional body for statisticians in the United States. It is published four times a year in March, June, September and December by Taylor & Francis, Ltd on behalf of the American Statistical Association. As a statistics journal it publishes articles primarily focused on the application of statistics, statistical theory and methods in economic, social, physical, engineering, and health sciences. The journal also includes reviews of academic books which are important to the advancement of the field. It had an impact factor of 2.063 in 2010, tenth highest in the "Statistics and Probability" category of ''Journal Citation Reports''. In a 2003 survey of statisticians, the ''Journal of the American Statistical Association'' was ranked first, among all journals, for "Applications of Statistics" and second (after ''Annals of Statistics'') f ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Exponential Distribution
In probability theory and statistics, the exponential distribution is the probability distribution of the time between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate. It is a particular case of the gamma distribution. It is the continuous analogue of the geometric distribution, and it has the key property of being memoryless. In addition to being used for the analysis of Poisson point processes it is found in various other contexts. The exponential distribution is not the same as the class of exponential families of distributions. This is a large class of probability distributions that includes the exponential distribution as one of its members, but also includes many other distributions, like the normal, binomial, gamma, and Poisson distributions. Definitions Probability density function The probability density function (pdf) of an exponential distribution is : f(x;\lambda) = \begin \lambda ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Random Variable
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads H and tails T) in a sample space (e.g., the set \) to a measurable space, often the real numbers (e.g., \ in which 1 corresponding to H and -1 corresponding to T). Informally, randomness typically represents some fundamental element of chance, such as in the roll of a dice; it may also represent uncertainty, such as measurement error. However, the interpretation of probability is philosophically complicated, and even in specific cases is not always straightforward. The purely mathematical analysis of random variables is independent of such interpretational difficulties, and can be based upon a rigorous axiomatic setup. In the formal mathematical language of measure theory, a random var ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistics Articles Needing Expert Attention
Statistics (from German: ''Statistik'', "description of a state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of surveys and experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey samples. Representative sampling assures that inferences and conclusions can reasonably extend from the sample to the population as a whole. An experim ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Continuous Distributions
Continuity or continuous may refer to: Mathematics * Continuity (mathematics), the opposing concept to discreteness; common examples include ** Continuous probability distribution or random variable in probability and statistics ** Continuous game, a generalization of games used in game theory ** Law of Continuity, a heuristic principle of Gottfried Leibniz * Continuous function, in particular: ** Continuity (topology), a generalization to functions between topological spaces ** Scott continuity, for functions between posets ** Continuity (set theory), for functions between ordinals ** Continuity (category theory), for functors ** Graph continuity, for payoff functions in game theory * Continuity theorem may refer to one of two results: ** Lévy's continuity theorem, on random variables ** Kolmogorov continuity theorem, on stochastic processes * In geometry: ** Parametric continuity, for parametrised curves ** Geometric continuity, a concept primarily applied to the conic secti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Exponentials
Exponential may refer to any of several mathematical topics related to exponentiation, including: *Exponential function, also: **Matrix exponential, the matrix analogue to the above * Exponential decay, decrease at a rate proportional to value *Exponential discounting, a specific form of the discount function, used in the analysis of choice over time *Exponential growth, where the growth rate of a mathematical function is proportional to the function's current value *Exponential map (Riemannian geometry), in Riemannian geometry * Exponential map (Lie theory), in Lie theory * Exponential notation, also known as scientific notation, or standard form *Exponential object, in category theory *Exponential time, in complexity theory *in probability and statistics: ** Exponential distribution, a family of continuous probability distributions **Exponentially modified Gaussian distribution, describes the sum of independent normal and exponential random variables **Exponential family, a paramet ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
