Download or read book Mixed and Generalised Poisson Processes with Applications written by Abebe Tessera and published by . This book was released on 1982 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mixed Poisson Processes written by J Grandell and published by CRC Press. This book was released on 1997-05-01 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.
Download or read book Generalized Poisson Models and Their Applications in Insurance and Finance written by Vladimir E. Bening and published by VSP. This book was released on 2002-01-01 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume in the "Modern Probability and Statistics series aims to fill the gap in existing literature on compound Cox processes, i.e. sums of independent identically distributed random variables up to a doubly stochastic Poisson process, which are very important, especially for insurance and financial applications where they provide good asymptotic approximations for basic characteristics such as the distributions of the surplus of an insurance company under risk and portfolio fluctuations or of increments of stock prices under non-constant intensity of trade. It presents the present state-of-the-art in the field of compound Cox processes and their applications in insurance and finance. Besides a review of well-known classical results on compound and mixed Poisson processes and risk theory, it contains many new, recently obtained results by the authors. Among these are: new convergence criteria, convergence rate estimates, asymptotic expansions for quantiles of stochastic processes and many others. From the applied problems considered in this book, four deserve to be mentioned especially: 1) modelling the distribution of increments of stock prices, closely connected with prediction of the behaviour of financial indexes; 2) the description of asymptotic behaviour of the so-called generalized risk processes, which take into account both risk and portfolio fluctuations; 3) statistical estimation of the probability of ruin for a generalized risk process; 4) construction of refined approximations to the ruin probability, based on its asymptotic expansions with small safety loading. This book will be of great value to specialists in applied probability and to those who use modelsand methods of probability theory to solve practical problems in the fields of insurance and finance.
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Download or read book Generalized Poisson Models and their Applications in Insurance and Finance written by Vladimir E. Bening and published by Walter de Gruyter. This book was released on 2012-06-11 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Download or read book Generalized Linear Mixed Models written by Walter W. Stroup and published by CRC Press. This book was released on 2012-09-24 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: Generalized Linear Mixed Models: Modern Concepts, Methods and Applications presents an introduction to linear modeling using the generalized linear mixed model (GLMM) as an overarching conceptual framework. For readers new to linear models, the book helps them see the big picture. It shows how linear models fit with the rest of the core statistics curriculum and points out the major issues that statistical modelers must consider. Along with describing common applications of GLMMs, the text introduces the essential theory and main methodology associated with linear models that accommodate random model effects and non-Gaussian data. Unlike traditional linear model textbooks that focus on normally distributed data, this one adopts a generalized mixed model approach throughout: data for linear modeling need not be normally distributed and effects may be fixed or random. With numerous examples using SAS® PROC GLIMMIX, this book is ideal for graduate students in statistics, statistics professionals seeking to update their knowledge, and researchers new to the generalized linear model thought process. It focuses on data-driven processes and provides context for extending traditional linear model thinking to generalized linear mixed modeling. See Professor Stroup discuss the book.
Download or read book Mixed Effects Models for Complex Data written by Lang Wu and published by CRC Press. This book was released on 2009-11-11 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although standard mixed effects models are useful in a range of studies, other approaches must often be used in correlation with them when studying complex or incomplete data. Mixed Effects Models for Complex Data discusses commonly used mixed effects models and presents appropriate approaches to address dropouts, missing data, measurement errors, censoring, and outliers. For each class of mixed effects model, the author reviews the corresponding class of regression model for cross-sectional data. An overview of general models and methods, along with motivating examples After presenting real data examples and outlining general approaches to the analysis of longitudinal/clustered data and incomplete data, the book introduces linear mixed effects (LME) models, generalized linear mixed models (GLMMs), nonlinear mixed effects (NLME) models, and semiparametric and nonparametric mixed effects models. It also includes general approaches for the analysis of complex data with missing values, measurement errors, censoring, and outliers. Self-contained coverage of specific topics Subsequent chapters delve more deeply into missing data problems, covariate measurement errors, and censored responses in mixed effects models. Focusing on incomplete data, the book also covers survival and frailty models, joint models of survival and longitudinal data, robust methods for mixed effects models, marginal generalized estimating equation (GEE) models for longitudinal or clustered data, and Bayesian methods for mixed effects models. Background material In the appendix, the author provides background information, such as likelihood theory, the Gibbs sampler, rejection and importance sampling methods, numerical integration methods, optimization methods, bootstrap, and matrix algebra. Failure to properly address missing data, measurement errors, and other issues in statistical analyses can lead to severely biased or misleading results. This book explores the biases that arise when naïve methods are used and shows which approaches should be used to achieve accurate results in longitudinal data analysis.
Download or read book Mixed Models written by Eugene Demidenko and published by John Wiley & Sons. This book was released on 2013-08-05 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition “This book will serve to greatly complement the growing number of texts dealing with mixed models, and I highly recommend including it in one’s personal library.” —Journal of the American Statistical Association Mixed modeling is a crucial area of statistics, enabling the analysis of clustered and longitudinal data. Mixed Models: Theory and Applications with R, Second Edition fills a gap in existing literature between mathematical and applied statistical books by presenting a powerful examination of mixed model theory and application with special attention given to the implementation in R. The new edition provides in-depth mathematical coverage of mixed models’ statistical properties and numerical algorithms, as well as nontraditional applications, such as regrowth curves, shapes, and images. The book features the latest topics in statistics including modeling of complex clustered or longitudinal data, modeling data with multiple sources of variation, modeling biological variety and heterogeneity, Healthy Akaike Information Criterion (HAIC), parameter multidimensionality, and statistics of image processing. Mixed Models: Theory and Applications with R, Second Edition features unique applications of mixed model methodology, as well as: Comprehensive theoretical discussions illustrated by examples and figures Over 300 exercises, end-of-section problems, updated data sets, and R subroutines Problems and extended projects requiring simulations in R intended to reinforce material Summaries of major results and general points of discussion at the end of each chapter Open problems in mixed modeling methodology, which can be used as the basis for research or PhD dissertations Ideal for graduate-level courses in mixed statistical modeling, the book is also an excellent reference for professionals in a range of fields, including cancer research, computer science, and engineering.
Download or read book Stochastic Geometry and Its Applications written by Sung Nok Chiu and published by John Wiley & Sons. This book was released on 2013-06-27 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital applications to spatial statistics and as a very interesting field of mathematics in its own right. This edition: Presents a wealth of models for spatial patterns and related statistical methods. Provides a great survey of the modern theory of random tessellations, including many new models that became tractable only in the last few years. Includes new sections on random networks and random graphs to review the recent ever growing interest in these areas. Provides an excellent introduction to theory and modelling of point processes, which covers some very latest developments. Illustrate the forefront theory of random sets, with many applications. Adds new results to the discussion of fibre and surface processes. Offers an updated collection of useful stereological methods. Includes 700 new references. Is written in an accessible style enabling non-mathematicians to benefit from this book. Provides a companion website hosting information on recent developments in the field www.wiley.com/go/cskm Stochastic Geometry and its Applications is ideally suited for researchers in physics, materials science, biology and ecological sciences as well as mathematicians and statisticians. It should also serve as a valuable introduction to the subject for students of mathematics and statistics.
Download or read book Statistical Modeling of Reliability Structures and Industrial Processes written by Ioannis S. Trianntafyllou and published by CRC Press. This book was released on 2022-09-27 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This reference text introduces advanced topics in the field of reliability engineering, introduces statistical modeling techniques, and probabilistic methods for diverse applications. It comprehensively covers important topics including consecutive-type reliability systems, coherent structures, multi-scale statistical modeling, the performance of reliability structures, big data analytics, prognostics, and health management. It covers real-life applications including optimization of telecommunication networks, complex infrared detecting systems, oil pipeline systems, and vacuum systems in accelerators or spacecraft relay stations. The text will serve as an ideal reference book for graduate students and academic researchers in the fields of industrial engineering, manufacturing science, mathematics, and statistics.
Download or read book Methods and Applications of Statistics in Clinical Trials Volume 2 written by Narayanaswamy Balakrishnan and published by John Wiley & Sons. This book was released on 2014-06-16 with total page 953 pages. Available in PDF, EPUB and Kindle. Book excerpt: Methods and Applications of Statistics in Clinical Trials, Volume 2: Planning, Analysis, and Inferential Methods includes updates of established literature from the Wiley Encyclopedia of Clinical Trials as well as original material based on the latest developments in clinical trials. Prepared by a leading expert, the second volume includes numerous contributions from current prominent experts in the field of medical research. In addition, the volume features: • Multiple new articles exploring emerging topics, such as evaluation methods with threshold, empirical likelihood methods, nonparametric ROC analysis, over- and under-dispersed models, and multi-armed bandit problems • Up-to-date research on the Cox proportional hazard model, frailty models, trial reports, intrarater reliability, conditional power, and the kappa index • Key qualitative issues including cost-effectiveness analysis, publication bias, and regulatory issues, which are crucial to the planning and data management of clinical trials
Download or read book Handbooks in Operations Research and Management Science Simulation written by Shane G. Henderson and published by Elsevier. This book was released on 2006-09-02 with total page 693 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Handbook is a collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. The chapters are tightly focused and written by experts in each area. For the purpose of this volume “simulation refers to the analysis of stochastic processes through the generation of sample paths (realization) of the processes. Attention focuses on design and analysis issues and the goal of this volume is to survey the concepts, principles, tools and techniques that underlie the theory and practice of stochastic simulation design and analysis. Emphasis is placed on the ideas and methods that are likely to remain an intrinsic part of the foundation of the field for the foreseeable future. The chapters provide up-to-date references for both the simulation researcher and the advanced simulation user, but they do not constitute an introductory level ‘how to’ guide. Computer scientists, financial analysts, industrial engineers, management scientists, operations researchers and many other professionals use stochastic simulation to design, understand and improve communications, financial, manufacturing, logistics, and service systems. A theme that runs throughout these diverse applications is the need to evaluate system performance in the face of uncertainty, including uncertainty in user load, interest rates, demand for product, availability of goods, cost of transportation and equipment failures. * Tightly focused chapters written by experts* Surveys concepts, principles, tools, and techniques that underlie the theory and practice of stochastic simulation design and analysis* Provides an up-to-date reference for both simulation researchers and advanced simulation users
Download or read book Essays in Time Series and Allied Processes written by Edward James Hannan and published by . This book was released on 1986 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Prior Processes and Their Applications written by Eswar G. Phadia and published by Springer Science & Business Media. This book was released on 2013-07-25 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the last four decades in order to deal with the Bayesian approach to solving some nonparametric inference problems. Applications of these priors in various estimation problems are presented. Starting with the famous Dirichlet process and its variants, the first part describes processes neutral to the right, gamma and extended gamma, beta and beta-Stacy, tail free and Polya tree, one and two parameter Poisson-Dirichlet, the Chinese Restaurant and Indian Buffet processes, etc., and discusses their interconnection. In addition, several new processes that have appeared in the literature in recent years and which are off-shoots of the Dirichlet process are described briefly. The second part contains the Bayesian solutions to certain estimation problems pertaining to the distribution function and its functional based on complete data. Because of the conjugacy property of some of these processes, the resulting solutions are mostly in closed form. The third part treats similar problems but based on right censored data. Other applications are also included. A comprehensive list of references is provided in order to help readers explore further on their own.
Download or read book Complex Data Modeling and Computationally Intensive Statistical Methods written by Pietro Mantovan and published by Springer Science & Business Media. This book was released on 2011-01-27 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: Selected from the conference "S.Co.2009: Complex Data Modeling and Computationally Intensive Methods for Estimation and Prediction," these 20 papers cover the latest in statistical methods and computational techniques for complex and high dimensional datasets.
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.
