Quantiles for finite mixtures of normal distributions

Author(s):  
Mezbahur Rahman ◽  
Rumanur Rahman ◽  
Larry M. Pearson
2021 ◽  
Vol 3 ◽  
pp. 1-8
Author(s):  
José Rodríguez-Avi ◽  
Francisco Javier Ariza-López

Abstract. The modelling of the altimetric error is proposed by means of the mixture of normal distributions. This alternative allows to avoid the problems of lack of normality of the altimetric error and that have been indicated numerous times. The conceptual bases of the mixture of distributions are presented and its application is demonstrated with an applied example. In the example, the altimetric errors existing between a DEM with 5 × 5 m resolution and another DEM with 2 × 2 m resolution are modelled, which is considered as a reference. The application demonstrates the feasibility and power of analysis of the proposal made.


2021 ◽  
Vol 53 (1) ◽  
pp. 162-188
Author(s):  
Krzysztof Bartoszek ◽  
Torkel Erhardsson

AbstractExplicit bounds are given for the Kolmogorov and Wasserstein distances between a mixture of normal distributions, by which we mean that the conditional distribution given some $\sigma$ -algebra is normal, and a normal distribution with properly chosen parameter values. The bounds depend only on the first two moments of the first two conditional moments given the $\sigma$ -algebra. The proof is based on Stein’s method. As an application, we consider the Yule–Ornstein–Uhlenbeck model, used in the field of phylogenetic comparative methods. We obtain bounds for both distances between the distribution of the average value of a phenotypic trait over n related species, and a normal distribution. The bounds imply and extend earlier limit theorems by Bartoszek and Sagitov.


2018 ◽  
Vol 61 (6) ◽  
pp. 2643-2670
Author(s):  
Wan-Lun Wang ◽  
Ahad Jamalizadeh ◽  
Tsung-I Lin

Metrika ◽  
2018 ◽  
Vol 82 (4) ◽  
pp. 501-528 ◽  
Author(s):  
Hossein Negarestani ◽  
Ahad Jamalizadeh ◽  
Sobhan Shafiei ◽  
Narayanaswamy Balakrishnan

2021 ◽  
Vol 35 (2) ◽  
Author(s):  
Roohollah Roozegar ◽  
Narayanaswamy Balakrishnan ◽  
Andriette Bekker ◽  
Ahad Jamalizadeh

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