scholarly journals Generalized truncated distributions with N intervals deleted: Mathematical definition

Filomat ◽  
2019 ◽  
Vol 33 (11) ◽  
pp. 3409-3424 ◽  
Author(s):  
Mohamed El-Hadidy
Keyword(s):  
Stochastic Volatility ◽  
High Sensitivity ◽  
Random Variable ◽  
Statistical Properties ◽  
Comprehensive Treatment ◽  
Mathematical Definition ◽  
Truncated Distributions

The distributions obtained by N intervals truncations are characterized by its high sensitivity for stochastic volatility data. In stable intervals, we use this method to delete some certain range of data values from a domain of the random variable. A comprehensive treatment of the statistical properties of this distribution is presented. We assume Normal and Log-Lindley distributions to apply the obtained results.

STOCHASTIC VOLATILITY

2002 ◽  
Vol 05 (05) ◽  
pp. 515-530 ◽  
Author(s):  
SOTIRIOS SABANIS
Keyword(s):  
Brownian Motion ◽  
Stochastic Volatility ◽  
Series Representation ◽  
Random Variable ◽  
Call Option ◽  
Underlying Asset ◽  
European Call Option ◽  
Practical Convergence ◽  
Security Price ◽  
Simulation Results

Hull and White [1] have priced a European call option for the case in which the volatility of the underlying asset is a lognormally distributed random variable. They have obtained their formula under the assumption of uncorrelated innovations in security price and volatility. Although the option pricing formula has a power series representation, the question of convergence has been left unanswered. This paper presents an iterative method for calculating all the higher order moments of volatility necessary for the process of proving convergence theoretically. Moreover, simulation results are given that show the practical convergence of the series. These results have been obtained by using a displaced geometric Brownian motion as a volatility process.

Applying spatial mutual information to AIS data

2021 ◽  
pp. 1-11
Author(s):  
Bruce A. McArthur ◽  
Anthony W. Isenor
Keyword(s):  
Mutual Information ◽  
Movement Patterns ◽  
Random Variable ◽  
Statistical Properties ◽  
Spatial Dependency ◽  
New Interpretation ◽  
Reporting Data ◽  
Attribute Value

Abstract This paper examines a new interpretation for spatial mutual information based on the mutual information between an attribute value and a spatial random variable. This new interpretation permits the measurement of variations in spatial mutual information over the domain, not only answering the question of whether a spatial dependency exists and the strength of that dependency, but also allowing the identification of where such dependencies exist. Using simulated and real vessel reporting data, the properties of this new interpretation of spatial mutual information are explored. The utility of the technique in detecting spatial boundaries between regions of data having different statistical properties is examined. The technique is shown to successfully identify vessel traffic boundaries, crossing points between traffic lanes, and transitions between regions having differing vessel movement patterns.

scholarly journals The beta Gumbel distribution

2004 ◽  
Vol 2004 (4) ◽  
pp. 323-332 ◽  
Author(s):  
Saralees Nadarajah ◽  
Samuel Kotz
Keyword(s):  
Hazard Rate ◽  
Gumbel Distribution ◽  
Random Variable ◽  
Rate Function ◽  
Comprehensive Treatment ◽  
Hazard Rate Function ◽  
Mathematical Properties ◽  
Method Of Maximum Likelihood ◽  
New Distribution ◽  
Skewness And Kurtosis

The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. In this paper, we introduce a generalization—referred to as the beta Gumbel distribution—generated from the logit of a beta random variable. We provide a comprehensive treatment of the mathematical properties of this new distribution. We derive the analytical shapes of the corresponding probability density function and the hazard rate function and provide graphical illustrations. We calculate expressions for thenth moment and the asymptotic distribution of the extreme order statistics. We investigate the variation of the skewness and kurtosis measures. We also discuss estimation by the method of maximum likelihood. We hope that this generalization will attract wider applicability in engineering.

Radio Measurements of Coronal Magnetic Fields

1994 ◽  
Vol 144 ◽  
pp. 21-28 ◽  
Author(s):  
G. B. Gelfreikh
Keyword(s):  
Magnetic Field ◽  
Magnetic Fields ◽  
Solar Corona ◽  
Active Regions ◽  
High Sensitivity ◽  
Coronal Magnetic Field ◽  
Transverse Magnetic ◽  
Radio Sources ◽  
Radio Waves ◽  
Solar Active Regions

AbstractA review of methods of measuring magnetic fields in the solar corona using spectral-polarization observations at microwaves with high spatial resolution is presented. The methods are based on the theory of thermal bremsstrahlung, thermal cyclotron emission, propagation of radio waves in quasi-transverse magnetic field and Faraday rotation of the plane of polarization. The most explicit program of measurements of magnetic fields in the atmosphere of solar active regions has been carried out using radio observations performed on the large reflector radio telescope of the Russian Academy of Sciences — RATAN-600. This proved possible due to good wavelength coverage, multichannel spectrographs observations and high sensitivity to polarization of the instrument. Besides direct measurements of the strength of the magnetic fields in some cases the peculiar parameters of radio sources, such as very steep spectra and high brightness temperatures provide some information on a very complicated local structure of the coronal magnetic field. Of special interest are the results found from combined RATAN-600 and large antennas of aperture synthesis (VLA and WSRT), the latter giving more detailed information on twodimensional structure of radio sources. The bulk of the data obtained allows us to investigate themagnetospheresof the solar active regions as the space in the solar corona where the structures and physical processes are controlled both by the photospheric/underphotospheric currents and surrounding “quiet” corona.

Backscattered Electron Imaging of GaAs/AlGaAs Super Lattice Structures with an Ultra-High- Resolution SEM

1988 ◽  
Vol 46 ◽  
pp. 204-205
Author(s):  
Kazumichi Ogura ◽  
Michael M. Kersker
Keyword(s):  
High Resolution ◽  
Layer Structure ◽  
High Sensitivity ◽  
Beam Current ◽  
Electron Beam Current ◽  
Lattice Structures ◽  
Super Lattice ◽  
Different Types ◽  
Backscattered Electron ◽  
Electron Imaging

Backscattered electron (BE) images of GaAs/AlGaAs super lattice structures were observed with an ultra high resolution (UHR) SEM JSM-890 with an ultra high sensitivity BE detector. Three different types of super lattice structures of GaAs/AlGaAs were examined. Each GaAs/AlGaAs wafer was cleaved by a razor after it was heated for approximately 1 minute and its crosssectional plane was observed.First, a multi-layer structure of GaAs (100nm)/AlGaAs (lOOnm) where A1 content was successively changed from 0.4 to 0.03 was observed. Figures 1 (a) and (b) are BE images taken at an accelerating voltage of 15kV with an electron beam current of 20pA. Figure 1 (c) is a sketch of this multi-layer structure corresponding to the BE images. The various layers are clearly observed. The differences in A1 content between A1 0.35 Ga 0.65 As, A1 0.4 Ga 0.6 As, and A1 0.31 Ga 0.69 As were clearly observed in the contrast of the BE image.

An x-ray microprobe based upon a close-coupled focal-spot / glass capillary arrangement

1992 ◽  
Vol 50 (2) ◽  
pp. 1758-1759
Author(s):  
D. A. Carpenter ◽  
M. A. Taylor
Keyword(s):  
Imaging Techniques ◽  
Fluorescence Analysis ◽  
High Sensitivity ◽  
Specimen Preparation ◽  
X Rays ◽  
Glass Capillary ◽  
Close Coupling ◽  
X Ray ◽  
Point To Point ◽  
Beam Damage

The development of intense sources of x rays has led to renewed interest in the use of microbeams of x rays in x-ray fluorescence analysis. Sparks pointed out that the use of x rays as a probe offered the advantages of high sensitivity, low detection limits, low beam damage, and large penetration depths with minimal specimen preparation or perturbation. In addition, the option of air operation provided special advantages for examination of hydrated systems or for nondestructive microanalysis of large specimens.The disadvantages of synchrotron sources prompted the development of laboratory-based instrumentation with various schemes to maximize the beam flux while maintaining small point-to-point resolution. Nichols and Ryon developed a microprobe using a rotating anode source and a modified microdiffractometer. Cross and Wherry showed that by close-coupling the x-ray source, specimen, and detector, good intensities could be obtained for beam sizes between 30 and 100μm. More importantly, both groups combined specimen scanning with modern imaging techniques for rapid element mapping.

Sign in / Sign up

Export Citation Format

Share Document