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   Articles with "exponential distributions" as a keyword



SVM‐Jacobi for fitting linear combinations of exponential distributions with applications to finance and insurance

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recommendations! Published in 2024 at "Applied Stochastic Models in Business and Industry"

DOI: 10.1002/asmb.2885

Abstract: We propose a method called SVM‐Jacobi to approximate probability distributions by linear combinations of exponential distributions, associated with a comprehensive asymptotic analysis. In multivariate cases, the multivariate distribution is approximated by linear combinations of products… read more here.

Keywords: finance insurance; linear combinations; finance; exponential distributions ... See more keywords

Phase-type representations for exponential distributions

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recommendations! Published in 2025 at "Advances in Applied Probability"

DOI: 10.1017/apr.2024.67

Abstract: This paper characterizes irreducible phase-type representations for exponential distributions. Bean and Green (2000) gave a set of necessary and sufficient conditions for a phase-type distribution with an irreducible generator matrix to be exponential. We extend… read more here.

Keywords: exponential distributions; phase type; representations exponential; type representations ... See more keywords

Bayesian Estimation Strategy for a Newly Developed 2‐Component Mixture Model of Exponential Distributions Under Random Censoring Scheme

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recommendations! Published in 2025 at "Modelling and Simulation in Engineering"

DOI: 10.1155/mse/3092633

Abstract: Mixture models serve a crucial function in life testing experiments, particularly when dealing with a heterogeneous population. In our current research study, we have developed a 2‐component mixture model of the exponential distributions (2‐CMMEDs) for… read more here.

Keywords: component mixture; mixture model; mixture; exponential distributions ... See more keywords
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Generalising Exponential Distributions Using an Extended Marshall-Olkin Procedure

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recommendations! Published in 2020 at "Symmetry"

DOI: 10.3390/sym12030464

Abstract: This paper presents a three-parameter family of distributions which includes the common exponential and the Marshall–Olkin exponential as special cases. This distribution exhibits a monotone failure rate function, which makes it appealing for practitioners interested… read more here.

Keywords: distributions using; generalising exponential; exponential distributions; marshall olkin ... See more keywords