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Testing for Differences Among Discrete Distributions: An Application of Model-Based Clustering
Differences Discrete Distributions Model-Based Clustering
2009/9/17
Testing for Differences Among Discrete Distributions: An Application of Model-Based Clustering。
Game-Theoretic Derivation of Discrete Distributions and Discrete Pricing Formulas
binomial distribution Cox-Ross-Rubinstein formula hypergeometric distribution lower price Polya's distribution probability protocol replicating strategy upper price
2009/3/5
In this expository paper, we illustrate the generality of the game-theoretic probability protocols of Shafer and Vovk (2001) in finite-horizon discrete games. By restricting ourselves to finite-horizo...
EXTENSIONS OF KATZ–PANJER FAMILIES OF DISCRETE DISTRIBUTIONS
Poisson stopped sums （compound Poisson） geometric stopped sums （compound geometric） Panjer’s algorithm
2009/2/26
by Katz and by Panjer (k = 0), by Sundt and Jewell and by Willmot (k = 1) and, for general k ∈ N, by Hess, Lewald and Schmidt.We investigate the case U ⌢Uniform(γ, 1) with γ ∈ (−1, 1) in d...