A likelihood function for the frequency of the A1 allele when 2 A1 alleles are observed in a sample of 10 alleles. The vertical dashed line is drawn through the maximum value of the likelihood ...

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...

A random sample of curves can be usually thought of as noisy realisations of a compound stochastic process X(t) = Z{W(t)}, where Z(t) produces random amplitude variation and W(t) produces random ...

A k-variate Bernoulli distribution with k + 1 parameters is obtained as a shock model in which shocks are fatal to single components only or to all components simultaneously in a k-component system.

Our method can be used to train implicit probabilistic models (a common example being the generator in GANs). Unlike GANs, however, our method does not suffer from mode collapse/dropping and is stable ...

In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...