Zobrazeno 1 - 10
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pro vyhledávání: '"Michael V. Boutsikas"'
Publikováno v:
Journal of Applied Probability. 54:320-330
The contribution of the theory of scan statistics to the study of many real-life applications has been rapidly expanding during the last decades. The multiple scan statistic, defined on a sequence of n Bernoulli trials, enumerates the number of occur
Publikováno v:
Journal of Computational and Applied Mathematics. 294:124-137
In this paper, we consider the renewal risk model and we are interested in the distribution of the number ? of claims until the first time that insurer's surplus process falls below zero (ruin) or exceeds a predefined upper barrier b u (safety level)
Publikováno v:
Methodology and Computing in Applied Probability. 19:75-95
We study the movement of a surplus process with initial capital u in the presence of two barriers: a lower barrier at zero and an upper barrier at b (b > u). More specifically, we consider the behaviour of the surplus: (a) in continuous time; and (b)
Autor:
Michael V. Boutsikas
Publikováno v:
ESAIM: Probability and Statistics. 19:590-604
Sharp upper bounds are offered for the total variation distance between the distribution of a sum of n independent random variables following a skewed distribution with an absolutely continuous part, and an appropriate shifted gamma distribution. The
Publikováno v:
J. Appl. Probab. 51, no. 2 (2014), 483-491
Let T be a stopping time associated with a sequence of independent and identically distributed or exchangeable random variables taking values in {0, 1, 2, …, m}, and let S T,i be the stopped sum denoting the number of appearances of outcome 'i' in
Publikováno v:
Statistics & Probability Letters. 77:32-39
Let E be a pattern (single or composite) defined over a sequence of Bernoulli trials. Let X n , S n and F n be the number of occurrences of E , the number of successes and the number of failures in n trials, respectively. Also let T r , S T r and F T
Publikováno v:
Journal of Applied Probability. 43:1137-1154
The discrete scan statistic in a binary (0-1) sequence of n trials is defined as the maximum number of successes within any k consecutive trials (n and k, n ≥ k, being two positive integers). It has been used in many areas of science (quality contr
Publikováno v:
Probability in the Engineering and Informational Sciences. 17:509-525
In the present article, we develop some efficient bounds for the distribution function of a two-dimensional scan statistic defined on a (double) sequence of independent and identically distributed (i.i.d.) binary trials. The methodology employed here
Publikováno v:
Advances in Applied Probability. 34:349-374
Simple approximation techniques are developed exploiting relationships between generalized convex orders and appropriate probability metrics. In particular, the distance between s-convex ordered random variables is investigated. Results connecting po
Publikováno v:
Journal of Statistical Planning and Inference. 104:259-286
In the present paper, we consider an equiprobable allocation urn model with m urns of limited capacity and study the distribution of the number of overflown urns and the number of excess balls (i.e those assigned to already filled up urns) after n ba