scholarly journals Statistical analysis of mixtures underlying probability of ruin

2009 ◽  
Vol 57 (6) ◽  
pp. 209-214 ◽  
Author(s):  
Rastislav Potocký ◽  
Milan Stehlík
Keyword(s):  
Statistical Analysis ◽  
Statistical Properties ◽  
Probability Of Ruin ◽  
Parameter Estimations ◽  
Mixtures Of Exponentials

If the hypothesis on exponentially distributed claims in a risk (or surplus) model is untenable then, in many cases, the assumption that they are mixtures of two (or more) exponentials is a suitable substitute. In the first part of the paper tests of homogeneity for exponentially distributed claims are discussed and their properties are stated. The statistical properties of parameter estimations for such claims are also mentioned. In the second part the classical Cramer-Lundberg ruin model is discussed when claims are distributed as mixtures of exponentials. Our attention is focussed primarily on assesment of accuracy of approximations obtained. Then our results are compared to those already known.

scholarly journals Statistical Analysis of Bistatic Radar Ground Clutter for Different German Rural Environments

Sensors ◽  
2020 ◽  
Vol 20 (11) ◽  
pp. 3311
Author(s):  
Michael Kohler ◽  
Daniel W. O’Hagan ◽  
Matthias Weiss ◽  
David Wegner ◽  
Josef Worms ◽  
...  
Keyword(s):  
Statistical Analysis ◽  
Measurement Data ◽  
Distribution Functions ◽  
Statistical Properties ◽  
Cumulative Distribution ◽  
Center Frequency ◽  
Rural Environment ◽  
Bistatic Radar ◽  
Ground Clutter ◽  
Rural Environments

This article presents the statistical analysis of bistatic radar rural ground clutter for different terrain types under low grazing angles. Compared to most state-of-the-art analysis, we present country-specific clutter analysis for subgroups of rural environments rather than for the rural environment as a whole. Therefore, the rural environment analysis is divided into four dominant subgroup terrain types, namely fields with low vegetation, fields with high vegetation, plantations of small trees and forest environments representing a typical rural German environment. We will present the results for both the summer and the winter vegetation. Therefore, bistatic measurement campaigns have been carried out during the summer 2019 and the winter of 2019/20 in the aforementioned four different rural terrain types. The measurements were performed in the radar relevant X-band at a center frequency of 8.85 GHz and over a bandwidth of 100 MHz according to available transmit permission. The distinction of the rural terrain into different subgroups enables a more precise and accurate clutter analysis and modeling of the statistical properties as will be shown in the presented results. The statistical properties are derived from the calculated clutter amplitudes probability density functions and corresponding cumulative distribution functions for each of the four terrain types and the corresponding season. The data basis for the clutter analysis are the processed range-Doppler maps from the bistatic radar measurements. According to the authors’ current knowledge, a similar investigation based on real bistatic radar measurement data with the division into terrain subgroups has not yet been carried out and published for a German rural environment.

A "Rationalized" Arcsine Transform

1985 ◽  
Vol 28 (3) ◽  
pp. 455-462 ◽  
Author(s):  
Gerald A. Studebaker
Keyword(s):  
Statistical Analysis ◽  
Linear Transformation ◽  
Statistical Properties

Arcsine or angular transformations have been used for many years to transform proportions to make them more suitable for statistical analysis. A problem with such transformations is that the arcsines do not bear any obvious relationship to the original proportions. For this reason, results expressed in arcsine units are difficult to interpret. In this paper a simple linear transformation of the arcsine transform is suggested. This transformation produces values that are numerically close to the original percentage values over most of the percentage range while retaining all of the desirable statistical properties of the arcsine transform.

scholarly journals Gaia Data Release 2

2018 ◽  
Vol 616 ◽  
pp. A17 ◽  
Author(s):  
F. Arenou ◽  
X. Luri ◽  
C. Babusiaux ◽  
C. Fabricius ◽  
A. Helmi ◽  
...  
Keyword(s):  
Statistical Analysis ◽  
Solar System ◽  
Spectroscopic Data ◽  
Statistical Properties ◽  
Radial Velocities ◽  
Systematic Analysis ◽  
External Data ◽  
Accuracy And Precision ◽  
Solar System Objects ◽  
Data Release

Context. The second Gaia data release (DR2) contains very precise astrometric and photometric properties for more than one billion sources, astrophysical parameters for dozens of millions, radial velocities for millions, variability information for half a million stars from selected variability classes, and orbits for thousands of solar system objects. Aims. Before the catalogue was published, these data have undergone dedicated validation processes. The goal of this paper is to describe the validation results in terms of completeness, accuracy, and precision of the various Gaia DR2 data. Methods. The validation processes include a systematic analysis of the catalogue content to detect anomalies, either individual errors or statistical properties, using statistical analysis and comparisons to external data or to models. Results. Although the astrometric, photometric, and spectroscopic data are of unprecedented quality and quantity, it is shown that the data cannot be used without dedicated attention to the limitations described here, in the catalogue documentation and in accompanying papers. We place special emphasis on the caveats for the statistical use of the data in scientific exploitation. In particular, we discuss the quality filters and the consideration of the properties, systematics, and uncertainties from astrometry to astrophysical parameters, together with the various selection functions.

scholarly journals Using Statistical Analysis of an Acceleration-Based Bridge Weigh-In-Motion System for Damage Detection

2020 ◽  
Vol 10 (2) ◽  
pp. 663 ◽  
Author(s):  
Eugene OBrien ◽  
Muhammad Arslan Khan ◽  
Daniel Patrick McCrum ◽  
Aleš Žnidarič
Keyword(s):  
Statistical Analysis ◽  
Damage Detection ◽  
Interaction Model ◽  
Statistical Properties ◽  
Vehicle Weight ◽  
Motion System ◽  
Weigh In Motion ◽  
Gross Vehicle Weight ◽  
Bridge Damage ◽  
Bridge Weigh In Motion

This paper develops a novel method of bridge damage detection using statistical analysis of data from an acceleration-based bridge weigh-in-motion (BWIM) system. Bridge dynamic analysis using a vehicle-bridge interaction model is carried out to obtain bridge accelerations, and the BWIM concept is applied to infer the vehicle axle weights. A large volume of traffic data tends to remain consistent (e.g., most frequent gross vehicle weight (GVW) of 3-axle trucks); therefore, the statistical properties of inferred vehicle weights are used to develop a bridge damage detection technique. Global change of bridge stiffness due to a change in the elastic modulus of concrete is used as a proxy of bridge damage. This approach has the advantage of overcoming the variability in acceleration signals due to the wide variety of source excitations/vehicles—data from a large number of different vehicles can be easily combined in the form of inferred vehicle weight. One year of experimental data from a short-span reinforced concrete bridge in Slovenia is used to assess the effectiveness of the new approach. Although the acceleration-based BWIM system is inaccurate for finding vehicle axle-weights, it is found to be effective in detecting damage using statistical analysis. It is shown through simulation as well as by experimental analysis that a significant change in the statistical properties of the inferred BWIM data results from changes in the bridge condition.

scholarly journals Statistical properties of extragalactic H2O maser sources

2007 ◽  
Vol 3 (S242) ◽  
pp. 414-416
Author(s):  
Zhang Jiang-Shui ◽  
Henkel Christian
Keyword(s):  
Statistical Analysis ◽  
Wide Band ◽  
Magellanic Clouds ◽  
Statistical Properties ◽  
Observation Data ◽  
Maser Emission ◽  
Maser Sources

AbstractRecently, with the development of sensitive maser receiver and wide-band spectrometer, maser emission were detected toward more and more galaxies. 69 galaxies beyond the Magellanic Clouds has been reported with H2O maser emission (to 2006.12). The statistical properties of the sample of extragalactic H2O masers are not well explored. Here we collect observation data of all these detected extragalactic H2O maser sources and give a statistical analysis to investigate the statistical properties of the sample.

scholarly journals LANDSLIDE MOVEMENTS RELATED TO PRECIPITATION. ANALYSIS OF A STATISTICAL SAMPLE FROM THE GREEK AREA

2017 ◽  
Vol 43 (3) ◽  
pp. 1335
Author(s):  
T. Gournelos ◽  
P.T. Nastos ◽  
D. Chalkias ◽  
D. Tsagas ◽  
D. Theodorou
Keyword(s):  
Statistical Analysis ◽  
Heavy Precipitation ◽  
Statistical Properties ◽  
Annual Precipitation ◽  
Daily Maximum ◽  
Precipitation Analysis ◽  
Gis Environment ◽  
Statistical Sample ◽  
Landslide Movement

It is known that the Greek area the majority of landslides have been triggered by heavy precipitation. This paper examines the statistical properties of precipitation directly related to the landslides in the Greek area. A database was constructed for the period 1980-1988, where for each landslide the daily maximum, the monthly and the annual precipitation totals were recorded. All these data were introduced in a GIS environment. Finally, a statistical analysis was carried out to study the relation between precipitation and landslide movement.

scholarly journals Printed Arabic Characters Classification using A Statistical Approach

2012 ◽  
Vol 3 (1) ◽  
pp. 1-5 ◽  
Author(s):  
Ihab Zaqout
Keyword(s):  
Spatial Distribution ◽  
Statistical Analysis ◽  
Statistical Approach ◽  
Statistical Properties ◽  
Linear Filter ◽  
Morphological Operations ◽  
Chain Code ◽  
Arabic Characters ◽  
Non Linear ◽  
Non Linear Filter

In this paper, we propose simple classifiers for printed Arabic characters based on statistical analysis. 109 printed Arabic character images are created for each one of transparent, simplified and traditional Arabic fonts. Images are preprocessed by the binarization and followed by sequence of morphological operations. A non-linear filter is applied on the thinned ridge map to extract termination and bifurcation features. The thinned ridge map vectors (TRMVs) are created using a freeman chain code template. The spatial distribution and statistical properties of the extracted features are calculated.

scholarly journals Radiocarbon Calibration by the Date Distribution Method

Radiocarbon ◽  
1999 ◽  
Vol 41 (2) ◽  
pp. 215-220
Author(s):  
Paul Muzikar
Keyword(s):  
Statistical Analysis ◽  
Calibration Curve ◽  
Statistical Properties ◽  
Distribution Method ◽  
Radiocarbon Calibration

A method is presented for calibrating radiocarbon ages based on statistical analysis of a large number of randomly distributed dates. One interesting feature of this method is that it is internal; that is, it allows one to extend a known calibration curve further back in time by using only 14C dates, with no reference to any other dating technique. A serious difficulty in implementing this method lies in assembling a sample of dates with the correct statistical properties.

The statistical analysis of a random, moving surface

1957 ◽  
Vol 249 (966) ◽  
pp. 321-387 ◽  
Keyword(s):  
Statistical Analysis ◽  
Energy Spectrum ◽  
Probability Distribution ◽  
Unit Area ◽  
Convergent Sequence ◽  
Average Density ◽  
Statistical Properties ◽  
Converse Problem ◽  
Unit Distance ◽  
Zero Crossings

The following statistical properties are derived for a random, moving, Gaussian surface: (1) the probability distribution of the surface elevation and of the magnitude and orientation of the gradient; (2) the average number of zero-crossings per unit distance along a line in an arbitrary direction; (3) the average length of the contours per unit area, and the distribution of their direction; (4) the average density of maxima and minima per unit area of the surface, and the average density of specular points (i.e, points where the two components of gradient take given values); (5) the probability distribution of the velocities of zero-crossings along a given line; (6) the probability distribution of the velocities of contours and of specular points; (7) the probability distribution of the envelope and phase angle, and hence (8) when the spectrum is narrow, the probability distribution of the heights of maxima and minima and the distribution of the intervals between successive zero-crossings along an arbitrary line. All the results are expressed in terms of the two-dimensional energy spectrum of the surface, and are found to involve the moments of the spectrum up to a finite order only. (1), (3), (4), (5) and (6) are discussed in detail for the special case of a narrow spectrum. The converse problem is also studied and solved: given certain statistical properties of the surface, to find a convergent sequence of approximations to the energy spectrum. The problems arise in connexion with the statistical analysis of the sea surface. (More detailed summaries are given at the beginning of each part of the paper.)

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