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Results tagged with probability-distributions
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user 24897
In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.
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minimum of different independent Poisson random variables
Let $X_1,\ldots,X_N$ be independent Poisson distributed random variables with unequal parameters $\lambda_1,\ldots,\lambda_N$.
Is there any closed form expression or at least a good approximation for …
- 171
2
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2
answers
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measuring distance between probability measures only at the tail
Is there any official (i.e., to be found in probability books) metric for the distance between two probability measures, defined only on a subset of their support?
Take, for example, the total variat …
- 171
1
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measuring distance between probability measures only at the tail
Something like this is what I was looking for:
"A measure of discrimination between two residual life-time distributions and its applications" by Nader Ebrahimi and S.N.U.A. Kirmani from the Annals of …
- 171
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If Mean Residual Lifetime is approximately constant, Residual Lifetime is Approximately Expo...
Here is a work which gives general conditions under which your conjecture is true.
"Limiting Properties of the Mean Residual Lifetime Function" by Isaac Meilijson in Ann. Math. Statist. Volume 43, Nu …
- 171