Probability Distribution Methods to Predict Stock Profits

Discover how probability distribution methods can help predict stock market returns and improve investment decisions. Learn ...
JSTOR Daily

Smooth Empirical Bayes Estimation for One-Parameter Discrete Distributions

A study is made of the simple empirical Bayes estimators proposed by Robbins (1956). These estimators are compared with `best' conventional estimators in terms of ...
Risk

A note on the Berkowitz test with discrete distributions

Berkowitz (2001) suggested a powerful and popular density test based on a probability integral transformation. For the probability integral transformation to work properly the original distribution ...
Princeton University

Convex Optimization Over Probability Spaces

where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...
JSTOR Daily

On a Discrete Distribution with Special Reference to the Theory of Accident Proneness

A new discrete distribution arising from a Poisson distribution when the prior distribution of the parameter involved in uniform, has been obtained and its application in an accident proneness model ...