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Symmetric Distributions, Moments and Applications

This reprint is focuses on distributions and moments and publish papers on the theory and applications of probability and statistics. Papers include original results of symmetric random walks and their characterization, stochastic processes, stochastic integrals, martingales, probability inequalitie...

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Salvato in:
Natura: Online
Lingua:inglese
Pubblicazione: MDPI - Multidisciplinary Digital Publishing Institute 2023
Soggetti:
probability distributions
skewed and symmetric data
maximum likelihood estimation
hazard rate function
censored samples
RM-WCVaR
tail risk
portfolio optimization
inventory modeling
mathematical analytic solution procedures
economic order quantity (EOQ) model
deteriorating products
imperfect quality
hybrid payment policy
non-instantaneous deterioration
expiration date
trade credit financing
permissible delay in payments
object function (that is total annual cost function)
supply chain management
generalized exponential distribution
OGE-G family
Rényi entropy
order statistic
Bernoulli number
generalized Bernoulli polynomial
generalized Euler–Genocchi polynomial
functional equation
convolution
probability distribution
moment-generating function
moments
multi-stress–strength
progressive first failure censoring
balanced loss functions
Lindley’s approximation
Markov Chain Monte Carlo
symmetric and asymmetric loss functions
bootstrap confidence intervals
conditional moment
constant elasticity of variance process
Feynman–Kac formula
n/a
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
thema EDItEUR::P Mathematics and Science
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
Accesso online:ONIX_20230405_9783036558479_206
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Riassunto:This reprint is focuses on distributions and moments and publish papers on the theory and applications of probability and statistics. Papers include original results of symmetric random walks and their characterization, stochastic processes, stochastic integrals, martingales, probability inequalities, statistics parameter estimation, stochastic differential equations, fractional Brownian motions, continuous time random walk models, anomalous diffusion models, Black–Scholes models, Monte Carlo methods, etc. This Special Issue is focused on concepts and techniques and is oriented toward a broad spectrum of applied mathematics and sciences. Focused review articles reviewed the state of the art and identify upcoming challenges and promising solutions for the scientific community.

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