CVaR distance between univariate probability distributions and approximation problems
Sign Up to like & getrecommendations! Published in 2018 at "Annals of Operations Research"
DOI: 10.1007/s10479-017-2732-8
Abstract: The paper defines new distances between univariate probability distributions, based on the concept of the CVaR norm. We consider the problem of approximation of a discrete distribution by some other discrete distribution. The approximating distribution… read more here.
Keywords: approximation; approximating distribution; probability distributions; distribution ... See more keywords
Asymmetric generalizations of symmetric univariate probability distributions obtained through quantile splicing
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2019.1601219
Abstract: Abstract Balakrishnan et al. proposed a two-piece skew logistic distribution by making use of the cumulative distribution function (CDF) of half distributions as the building block, to give rise to an asymmetric family of two-piece… read more here.
Keywords: piece distributions; symmetric univariate; asymmetric generalizations; two piece ... See more keywords