Approximations for the Likelihood Ratio Statistic for Hypothesis Testing Between Two Beta Distributions
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Statistical Theory and Practice"
DOI: 10.1007/s42519-018-0021-8
Abstract: AbstractIn this paper, the likelihood ratio to test between two Beta distributions is addressed. The exact distribution of the likelihood ratio statistic, for simple hypotheses, is obtained in terms of Gamma or Generalized Integer Gamma… read more here.
Keywords: likelihood ratio; beta distributions; two beta; approximations likelihood ... See more keywords
Distributional characterizations and testing for differences of relatedness and inbreeding of a subpopulation of American Hereford bulls
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DOI: 10.1093/tas/txab008
Abstract: Abstract Beta distributions are characterized by two determining parameters and a parameter space from 0 to 1, and may be useful for examining population genetic parameters such as the relationship or inbreeding coefficients. Often subpopulations… read more here.
Keywords: american hereford; group; beta distributions; coefficient ... See more keywords
Generating VaR Scenarios under Solvency II with Product Beta Distributions
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DOI: 10.3390/risks6040122
Abstract: We propose a Monte Carlo simulation method to generate stress tests by VaR scenarios under Solvency II for dependent risks on the basis of observed data. This is of particular interest for the construction of… read more here.
Keywords: product beta; scenarios solvency; var scenarios; beta distributions ... See more keywords