Journal articles: 'Truncated moments'

1

Arismendi, J. C. "Multivariate truncated moments." Journal of Multivariate Analysis 117 (May 2013): 41–75. http://dx.doi.org/10.1016/j.jmva.2013.01.007.

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2

Arismendi, Juan C., and Simon Broda. "Multivariate elliptical truncated moments." Journal of Multivariate Analysis 157 (May 2017): 29–44. http://dx.doi.org/10.1016/j.jmva.2017.02.011.

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3

Ambrozie, C. G. "On a variational approach to truncated problems of moments." Mathematica Bohemica 138, no. 1 (2013): 105–12. http://dx.doi.org/10.21136/mb.2013.143233.

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4

Hamedani, G. G. "On characterizations and infinite divisibility of recently introduced distributions." Studia Scientiarum Mathematicarum Hungarica 53, no. 4 (December 2016): 467–511. http://dx.doi.org/10.1556/012.2016.53.4.1347.

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We present here characterizations of the most recently introduced continuous univariate distributions based on: (i) a simple relationship between two truncated moments; (ii) truncated moments of certain functions of the 1th order statistic; (iii) truncated moments of certain functions of the nth order statistic; (iv) truncated moment of certain function of the random variable. We like to mention that the characterization (i) which is expressed in terms of the ratio of truncated moments is stable in the sense of weak convergence. We will also point out that some of these distributions are infinitely divisible via Bondesson’s 1979 classifications.

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5

Forte, Stefano, and Lorenzo Magnea. "Truncated moments of parton distributions." Physics Letters B 448, no. 3-4 (February 1999): 295–302. http://dx.doi.org/10.1016/s0370-2693(99)00065-9.

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6

Kim, Hea-Jung. "Moments of truncated Student- distribution." Journal of the Korean Statistical Society 37, no. 1 (March 2008): 81–87. http://dx.doi.org/10.1016/j.jkss.2007.06.001.

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7

Sium, Simon, and Rama Shanker. "A zero-truncated discrete Akash distribution with properties and applications." Hungarian Statistical Review 3, no. 2 (2020): 12–25. http://dx.doi.org/10.35618/hsr2020.02.en012.

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This study proposes and examines a zero-truncated discrete Akash distribution and obtains its probability and moment-generating functions. Its moments and moments-based statistical constants, including coefficient of variation, skewness, kurtosis, and the index of dispersion, are also presented. The parameter estimation is discussed using both the method of moments and maximum likelihood. Applications of the distribution are explained through three examples of real datasets, which demonstrate that the zero-truncated discrete Akash distribution gives better fit than several zero-truncated discrete distributions.

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8

Zagorodnyuk, Sergey M. "The operator approach to the truncated multidimensional moment problem." Concrete Operators 6, no. 1 (February 1, 2019): 1–19. http://dx.doi.org/10.1515/conop-2019-0001.

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Abstract We study the truncated multidimensional moment problem with a general type of truncations. The operator approach to the moment problem is presented. The case where the associated operators form a commuting self-adjoint tuple is characterized in terms of the given moments. The case of the dimensional stability is characterized in terms of the prescribed moments as well. Some sufficient conditions for the solvability of the moment problem are presented. A construction of the corresponding solution is described by algorithms. Numerical examples of the construction are provided.

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9

Mirjalili, A., M. M. Yazdanpanah, and Z. Moradi. "Extracting the QCD Cutoff Parameter Using the Bernstein Polynomials and the Truncated Moments." Advances in High Energy Physics 2014 (2014): 1–7. http://dx.doi.org/10.1155/2014/304369.

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Since there are not experimental data over the whole range ofx-Bjorken variable, that is,0<x<1, we are inevitable in practice to do the integration for Mellin moments over the available range of experimental data. Among the methods of analysing DIS data, there are the methods based on application of Mellin moments. We use the truncated Mellin moments rather than the usual moments to analyse the EMC collaboration data for muon-nucleon and WA25 data for neutrino-deuterium DIS scattering. How to connect the truncated Mellin moments to usual ones is discussed. Following that we combine the truncated Mellin moments with the Bernstein polynomials. As a result, Bernstein averages which are related to different orders of the truncated Mellin moment are obtained. These averaged quantities can be considered as the constructed experimental data. By accessing the sufficient experimental data we can do the fitting more precisely. We do the fitting at leading order and next-to-leading order approximations to extract the QCD cutoff parameter. The results are in good agreement with what is being expected.

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10

Nolan, John P. "Truncated fractional moments of stable laws." Statistics & Probability Letters 137 (June 2018): 312–18. http://dx.doi.org/10.1016/j.spl.2018.02.009.

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11

Dremin, I. M., and V. A. Nechitailo. "Moments of the truncated multiplicity distributions." EPJ direct 1, no. 1 (January 2003): 1–12. http://dx.doi.org/10.1140/epjcd/s2003-01-004-6.

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12

Genç, Ali İ. "Moments of truncated normal/independent distributions." Statistical Papers 54, no. 3 (July 3, 2012): 741–64. http://dx.doi.org/10.1007/s00362-012-0459-9.

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13

Dremin, I. M., and V. A. Nechitailo. "Moments of the truncated multiplicity distributions." European Physical Journal C 32, S1 (January 30, 2003): s57—s68. http://dx.doi.org/10.1007/pl00022335.

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14

Horrace, William C. "Moments of the truncated normal distribution." Journal of Productivity Analysis 43, no. 2 (January 1, 2014): 133–38. http://dx.doi.org/10.1007/s11123-013-0381-8.

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15

Jawitz, James W. "Moments of truncated continuous univariate distributions." Advances in Water Resources 27, no. 3 (March 2004): 269–81. http://dx.doi.org/10.1016/j.advwatres.2003.12.002.

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16

Lata gupta, Pxtshpa. "Some characterizations of distributions by truncated moments." Statistics 16, no. 3 (January 1985): 465–73. http://dx.doi.org/10.1080/02331888508801876.

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17

Ahsanullah, M., M. E. Ghitany, and D. K. Al-Mutairi. "Characterization of Lindley distribution by truncated moments." Communications in Statistics - Theory and Methods 46, no. 12 (June 21, 2016): 6222–27. http://dx.doi.org/10.1080/03610926.2015.1124117.

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18

Lien, Da-Hsiang Donald. "Moments of truncated bivariate log-normal distributions." Economics Letters 19, no. 3 (January 1985): 243–47. http://dx.doi.org/10.1016/0165-1765(85)90029-1.

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19

Nadarajah, Saralees, and Samuel Kotz. "Moments of truncated t and F distributions." Portuguese Economic Journal 7, no. 1 (July 13, 2007): 63–73. http://dx.doi.org/10.1007/s10258-007-0021-1.

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20

Ambrozie, Calin Grigore. "Multivariate truncated moments problems and maximum entropy." Analysis and Mathematical Physics 3, no. 2 (January 9, 2013): 145–61. http://dx.doi.org/10.1007/s13324-012-0052-3.

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21

Manjunath, B. G., and Stefan Wilhelm. "Moments Calculation for the Doubly Truncated Multivariate Normal Density." Journal of Behavioral Data Science 1, no. 1 (May 2021): 13–33. http://dx.doi.org/10.35566/jbds/v1n1/p2.

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In the present article, we derive an explicit expression for the truncated mean and variance for the multivariate normal distribution with arbitrary rectangular double truncation. We use the moment generating approach of Tallis (1961) and extend it to general μ, Σ and all combinations of truncation. As part of the solution, we also give a formula for the bivariate marginal density of truncated multinormal variates. We also prove an invariance property of some elements of the inverse covariance after truncation. Computer algorithms for computing the truncated mean, variance and the bivariate marginal probabilities for doubly truncated multivariate normal variates have been written in R and are presented along with three examples.

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22

Forte, Stefano, Lorenzo Magnea, Andrea Piccione, and Giovanni Ridolfi. "Evolution of truncated moments of singlet parton distributions." Nuclear Physics B 594, no. 1-2 (January 2001): 46–70. http://dx.doi.org/10.1016/s0550-3213(00)00670-2.

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23

Piccione, Andrea. "Solving the Altarelli–Parisi equations with truncated moments." Physics Letters B 518, no. 1-2 (October 2001): 207–13. http://dx.doi.org/10.1016/s0370-2693(01)01059-0.

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24

Strózik-Kotlorz, D., S. V. Mikhailov, O. V. Teryaev, and A. Kotlorz. "Nucleon structure functions in the truncated moments approach." Journal of Physics: Conference Series 938 (December 2017): 012062. http://dx.doi.org/10.1088/1742-6596/938/1/012062.

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25

Zagorodnyuk, S. M. "Truncated matrix trigonometric problem of moments: operator approach." Ukrainian Mathematical Journal 63, no. 6 (November 2011): 914–26. http://dx.doi.org/10.1007/s11253-011-0552-6.

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26

Öttinger, Hans Christian, Henning Struchtrup, and Manuel Torrilhon. "Formulation of moment equations for rarefied gases within two frameworks of non-equilibrium thermodynamics: RET and GENERIC." Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 378, no. 2170 (March 30, 2020): 20190174. http://dx.doi.org/10.1098/rsta.2019.0174.

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In this work, we make a further step in bringing together different approaches to non-equilibrium thermodynamics. The structure of the moment hierarchy derived from the Boltzmann equation is at the heart of rational extended thermodynamics (RET, developed by Ingo Müller and Tommaso Ruggeri). Whereas the full moment hierarchy has the structure expressed in the general equation for the nonequilibrium reversible–irreversible coup- ling (GENERIC), the Poisson bracket structure of reversible dynamics postulated in that approach is a major obstacle for truncating moment hierarchies, which seems to work only in exceptional cases (most importantly, for the five moments associated with conservation laws). The practical importance of truncated moment hierarchies in rarefied gas dynamics and microfluidics motivates us to develop a new strategy for establishing the full GENERIC structure of truncated moment equations, based on non-entropy-producing irreversible processes associated with Casimir symmetry. Detailed results are given for the special case of 10 moments. This article is part of the theme issue ‘Fundamental aspects of nonequilibrium thermodynamics’.

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27

Bebu, Ionut, and Thomas Mathew. "Confidence intervals for limited moments and truncated moments in normal and lognormal models." Statistics & Probability Letters 79, no. 3 (February 2009): 375–80. http://dx.doi.org/10.1016/j.spl.2008.09.006.

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28

Flecher, Cédric, Denis Allard, and Philippe Naveau. "Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data." METRON 68, no. 3 (December 2010): 331–45. http://dx.doi.org/10.1007/bf03263543.

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29

Kotlorz, Dorota, and Andrzej Kotlorz. "Evolution equations for truncated moments of the parton distributions." Physics Letters B 644, no. 4 (January 2007): 284–87. http://dx.doi.org/10.1016/j.physletb.2006.11.054.

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30

Kan, Raymond, and Cesare Robotti. "On Moments of Folded and Truncated Multivariate Normal Distributions." Journal of Computational and Graphical Statistics 26, no. 4 (October 2, 2017): 930–34. http://dx.doi.org/10.1080/10618600.2017.1322092.

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31

Kim, Hea-Jung. "Moments of a Class of Internally Truncated Normal Distributions." Communications for Statistical Applications and Methods 14, no. 3 (December 31, 2007): 679–86. http://dx.doi.org/10.5351/ckss.2007.14.3.679.

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32

Lachos, Víctor H., Aldo M. Garay, and Celso R. B. Cabral. "Moments of truncated scale mixtures of skew-normal distributions." Brazilian Journal of Probability and Statistics 34, no. 3 (August 2020): 478–94. http://dx.doi.org/10.1214/19-bjps438.

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33

Ashani, Zahra Nazemi, and Mohd Rizam Abu Bakar. "A skewed truncated Cauchy logistic distribution and its moments." International Mathematical Forum 11 (2016): 975–88. http://dx.doi.org/10.12988/imf.2016.6791.

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34

Muthén, Bengt. "Moments of the censored and truncated bivariate normal distribution." British Journal of Mathematical and Statistical Psychology 43, no. 1 (May 1990): 131–43. http://dx.doi.org/10.1111/j.2044-8317.1990.tb00930.x.

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35

Balakrishnan, N., and H. J. Malik. "Moments of order statistics from truncated log-logistic distribution." Journal of Statistical Planning and Inference 17 (January 1987): 251–67. http://dx.doi.org/10.1016/0378-3758(87)90117-0.

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36

Ashani, Zahra Nazemi, Mohd Rizam Abu Bakar, Noor Akma Ibrahim, and Mohd Bakri Adam. "A Skewed Truncated Cauchy Uniform Distribution and Its Moments." Modern Applied Science 10, no. 7 (May 17, 2016): 174. http://dx.doi.org/10.5539/mas.v10n7p174.

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<p>Although usually normal distribution is considered for statistical analysis, however in many practical situations, distribution of data is asymmetric and using the normal distribution is not appropriate for modeling the data. Base on this fact, skew symmetric distributions have been introduced. In this article, between skew distributions, we consider the skew Cauchy symmetric distributions because this family of distributions doesn't have finite moments of all orders. We focus on skew Cauchy uniform distribution and generate the skew probability distribution function of the form , where is truncated Cauchy distribution and is the distribution function of uniform distribution. The finite moments of all orders and distribution function for this new density function are provided. At the end, we illustrate this model using exchange rate data and show, according to the maximum likelihood method, this model is a better model than skew Cauchy distribution. Also the range of skewness and kurtosis for and the graphical illustrations are provided.</p>

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37

Ghitany, M. E., Ramesh C. Gupta, and Shaochen Wang. "Some Characterization Results by Conditional Expectations and their Applications to Lindley-type Distributions." International Journal of Statistics and Probability 7, no. 1 (November 15, 2017): 86. http://dx.doi.org/10.5539/ijsp.v7n1p86.

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This paper deals with some characterization results based on truncated expectations in the continuous as well as in the discrete case. Both the right and left truncations are considered and some general results are derived. Some of the known results dealing with truncated moments, residual moments and residual partial moments are obtained as special cases. These results are utilized to obtain certain characterization results for the Lindley type distributions. The characterization results provide new methods for estimating the unknown parameter of Lindley-type distributions and their goodness-of-fit. The results on the Lindley-type distributions are applied on some real data sets.

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38

Forte, S., J. I. Latorre, L. Magnea, and A. Piccione. "A determination of αs from scaling violations with truncated moments." Nuclear Physics B - Proceedings Supplements 121 (June 2003): 46–50. http://dx.doi.org/10.1016/s0920-5632(03)01810-3.

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39

Marchand, Eric. "Computing the moments of a truncated noncentral chi-square distribution." Journal of Statistical Computation and Simulation 54, no. 4 (June 1996): 387–91. http://dx.doi.org/10.1080/00949659608811742.

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40

Glanzel, Wolegang. "Some consequences of a characterization theorem based on truncated moments." Statistics 21, no. 4 (January 1990): 613–18. http://dx.doi.org/10.1080/02331889008802273.

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41

Keller, Frieder, Bertram Hartmann, and David Czock. "Mean Residence Time as Estimated from Cropped and Truncated Moments." Arzneimittelforschung 59, no. 07 (December 13, 2011): 377–81. http://dx.doi.org/10.1055/s-0031-1296411.

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42

Nadarajah, Saralees, and Stephen Chan. "Elementary expressions for moments of truncated negative binomial random variables." Communications in Statistics - Theory and Methods 47, no. 15 (October 23, 2017): 3734–43. http://dx.doi.org/10.1080/03610926.2017.1361991.

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43

Kittani, Hilmi, Mohammad Alaesa, and Gharib Gharib. "Comparison among Some Methods for Estimating the Parameters of Truncated Normal Distribution." JOURNAL OF ADVANCES IN MATHEMATICS 20 (March 7, 2021): 79–95. http://dx.doi.org/10.24297/jam.v20i.8934.

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The aim of this study is to investigate the effect of different truncation combinations on the estimation of the normal distribution parameters. In addition, is to study methods used to estimate these parameters, including MLE, moments, and L-moment methods. On the other hand, the study discusses methods to estimate the mean and variance of the truncated normal distribution, which includes sampling from normal distribution, sampling from truncated normal distribution and censored sampling from normal distribution. We compare these methods based on the mean square errors, and the amount of bias. It turns out that the MLE method is the best method to estimate the mean and variance in most cases and the L-moment method has a performance in some cases.

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44

Choque-Rivero, A. E. "Relations between the orthogonal matrix polynomials on [a, b], Dyukarev-Stieltjes parameters, and Schur complements." Special Matrices 5, no. 1 (December 20, 2017): 303–18. http://dx.doi.org/10.1515/spma-2017-0023.

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Abstract We obtain explicit interrelations between new Dyukarev-Stieltjes matrix parameters and orthogonal matrix polynomials on a finite interval [a, b], as well as the Schur complements of the block Hankel matrices constructed through the moments of the truncated Hausdorff matrix moment (THMM) problem in the nondegenerate case. Extremal solutions of the THMM problem are described with the help of matrix continued fractions.

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45

Almarashi, Abdullah M. "Truncated Cauchy Power Lomax Model and Its Application to Biomedical Data." Nanoscience and Nanotechnology Letters 12, no. 1 (January 1, 2020): 16–24. http://dx.doi.org/10.1166/nnl.2020.3080.

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In this study, we propose a new lifetime model, named truncated Cauchy power Lomax (TCPL) distribution. The TCPL distribution has many applications in biomedical and physical sciences, and we illustrate that its application herein. We used bladder cancer dataset related to medicine to illustrate the flexibility of the TCPL distribution. The new distribution is more flexible than some well-known models. We also calculated some fundamental properties like; moments, quantile function, moment generating function and order statistics for the TCPL model. The model parameters were estimated using maximum likelihood method for estimation. At the end of the paper, the simulation study is performed to assess the effectiveness of the estimates.

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46

Shukla, Kamlesh Kumar. "Truncated Akash distribution: properties and applications." Biometrics & Biostatistics International Journal 9, no. 5 (October 26, 2020): 179–84. http://dx.doi.org/10.15406/bbij.2020.09.00317.

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In this paper, Truncated Akash distribution has been proposed. Its mean and variance have been derived. Nature of cumulative distribution and hazard rate functions have been derived and presented graphically. Its moments including Coefficient of Variation, Skenwness, Kurtosis and Index of dispersion have been derived. Maximum likelihood method of estimation has been used to estimate the parameter of proposed model. It has been applied on three data sets and compares its superiority over one parameter exponential, Lindley, Akash, Ishita and truncated Lindley distribution.

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47

Johnson, Roger W., Donna V. Kliche, and Paul L. Smith. "Comparison of Estimators for Parameters of Gamma Distributions with Left-Truncated Samples." Journal of Applied Meteorology and Climatology 50, no. 2 (February 1, 2011): 296–310. http://dx.doi.org/10.1175/2010jamc2478.1.

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Abstract When fitting a raindrop size distribution using a gamma model from data collected by a disdrometer, some consideration needs to be given to the small drops that fail to be recorded (typical disdrometer minimum size thresholds being in the 0.3–0.5-mm range). To this end, a gamma estimation procedure using maximum likelihood estimation has recently been published. The current work adds another procedure that accounts for the left-truncation problem in the data; in particular, an L-moments procedure is developed. These two estimation procedures, along with a traditional method-of-moments procedure that also accounts for data truncation, are then compared via simulation of volume samples from known gamma drop size distributions. For the range of gamma distributions considered, the maximum likelihood and L-moments procedures—which perform comparably—are found to outperform the procedure of method-of-moments. As these three procedures do not yield simple estimates in closed form, salient details of the R statistical code used in the simulations are included.

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48

Shanker, Rama, and Kamlesh Kumar Shukla. "Zero-Truncated Discrete Two-Parameter Poisson-Lindley Distribution with Applications." Journal of Institute of Science and Technology 22, no. 2 (April 9, 2018): 76–85. http://dx.doi.org/10.3126/jist.v22i2.19597.

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A zero-truncated discrete two-parameter Poisson-Lindley distribution (ZTDTPPLD), which includes zero-truncated Poisson-Lindley distribution (ZTPLD) as a particular case, has been introduced. The proposed distribution has been obtained by compounding size-biased Poisson distribution (SBPD) with a continuous distribution. Its raw moments and central moments have been given. The coefficients of variation, skewness, kurtosis, and index of dispersion have been obtained and their nature and behavior have been studied graphically. Maximum likelihood estimation (MLE) has been discussed for estimating its parameters. The goodness of fit of ZTDTPPLD has been discussed with some data sets and the fit shows satisfactory over zero – truncated Poisson distribution (ZTPD) and ZTPLD. Journal of Institute of Science and TechnologyVolume 22, Issue 2, January 2018, Page: 76-85

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49

Pinelis, Iosif. "Exact Lower Bounds on the Exponential Moments of Truncated Random Variables." Journal of Applied Probability 48, no. 02 (June 2011): 547–60. http://dx.doi.org/10.1017/s0021900200008032.

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Exact lower bounds on the exponential moments of min(y,X) andX1{X<y} are provided given the first two moments of a random variableX. These bounds are useful in work on large deviation probabilities and nonuniform Berry-Esseen bounds, when the Cramér tilt transform may be employed. Asymptotic properties of these lower bounds are presented. Comparative advantages of the so-called Winsorization min(y,X) over the truncationX1{X<y} are demonstrated. An application to option pricing is given.

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50

Pinelis, Iosif. "Exact Lower Bounds on the Exponential Moments of Truncated Random Variables." Journal of Applied Probability 48, no. 2 (June 2011): 547–60. http://dx.doi.org/10.1239/jap/1308662643.

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Exact lower bounds on the exponential moments of min(y, X) and X1{X < y} are provided given the first two moments of a random variable X. These bounds are useful in work on large deviation probabilities and nonuniform Berry-Esseen bounds, when the Cramér tilt transform may be employed. Asymptotic properties of these lower bounds are presented. Comparative advantages of the so-called Winsorization min(y, X) over the truncation X1{X < y} are demonstrated. An application to option pricing is given.

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Journal articles on the topic 'Truncated moments'

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