stable process distribution

stable process distribution

Statistical terms. 2014.

Игры ⚽ Поможем сделать НИР

Look at other dictionaries:

  • Stable and tempered stable distributions with volatility clustering - financial applications — Classical financial models which assume homoskedasticity and normality cannot explain stylized phenomena such as skewness, heavy tails, and volatility clustering of the empirical asset returns in finance. In 1963, Benoit Mandelbrot first used the …   Wikipedia

  • Process capability — A PROCESS is a unique combination of tools, materials, methods, and people engaged in producing a measurable output; for example a manufacturing line for machine parts. All processes have inherent statistical variability which can be evaluated by …   Wikipedia

  • Stable isotope — Graph of isotopes/nuclides by type of decay. Orange and blue nuclides are unstable, with the black squares between these regions representing stable nuclides. The unbroken line passing below many of the nuclides represents the theoretical… …   Wikipedia

  • Distribution Reinvestment — A process whereby the distribution from a limited partnership, real estate investment trust (REIT) or other pooled investment is automatically reinvested into common units or shares in a fund, often at a discount to the current market price.… …   Investment dictionary

  • Natural process variation — This article is about Natural Process Variation. For Process Variation with regards to Semiconductor Fabrication, see Process variation (semiconductor). Natural process variation, sometimes just called process variation, is the statistical… …   Wikipedia

  • Exponential distribution — Not to be confused with the exponential families of probability distributions. Exponential Probability density function Cumulative distribution function para …   Wikipedia

  • Negative binomial distribution — Probability mass function The orange line represents the mean, which is equal to 10 in each of these plots; the green line shows the standard deviation. notation: parameters: r > 0 number of failures until the experiment is stopped (integer,… …   Wikipedia

  • Normal-inverse Gaussian distribution — Normal inverse Gaussian (NIG) parameters: μ location (real) α tail heavyness (real) β asymmetry parameter (real) δ scale parameter (real) support …   Wikipedia

  • Probability distribution — This article is about probability distribution. For generalized functions in mathematical analysis, see Distribution (mathematics). For other uses, see Distribution (disambiguation). In probability theory, a probability mass, probability density …   Wikipedia

  • Compound Poisson distribution — In probability theory, a compound Poisson distribution is the probability distribution of the sum of a Poisson distributed number of independent identically distributed random variables. In the simplest cases, the result can be either a… …   Wikipedia

  • Cauchy distribution — Not to be confused with Lorenz curve. Cauchy–Lorentz Probability density function The purple curve is the standard Cauchy distribution Cumulative distribution function …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”