Truncation parameterRiskUpper and lower boundsConsider the problem of sequentially estimating the parameter θ of a uniform distribution on (0, θ). It is shown that if the loss is measured by squared error plus a linear cost function, and the prior on θ is given by a ...
If the sample had been censored, a record would be of those that were censored, consisting of a note that of whether the lower or upper bound had been passed and the value of the bound. Usually the values that insurance adjusters receive are either left-truncated, right-censored or both....
In the paper are listed, considered and compared some truncation error upper bounds in the finite mean-square and almost sure sampling approximation of the bandlimited weakly stationary stochastic processes. 关键词: Lebesgue constants finite sampling truncation error mean'square approximation almost sure ...
where. The idea dates back to Hall et al. [34], who provedsecurity for a specific selection of parametersa. Bellare and Impagliazzo [5] and Gilboa and Gueron [26] improved the scope of the proof to tightsecurity for all parameter choices. The first documented solution for the problem, ...
Time Intervals— Specify time intervals for computing time-limited Hankel singular values. Use theLower cutoffandUpper cutoffparameters to specify the range. To enable this option, setFocustoUse intervals. Input WeightandOutput Weight— Input and output weights for input-output scaling and frequency ...
The result in (2.3) is then normalized to obtained the (m + 1)th basis vector, namely V1,m+1=V~1/‖V~1V~2T‖ and V2,m+1=V~2/‖V~1V~2T‖. The upper Hessenberg matrix H_m∈R(m+1)×m is defined such that its square principal submatrix is given by Hm and em+1TH_me...
Applied Mathematics and ComputationZeifman, A. I. Upper and lower bounds on the rate of convergence for non-homogeneous birth and death processes, Stoch. Proc. Appl., Vol. 59, 1995, pp. 157-173.A.I. Zeifman, Upper and lower bounds on the rate of convergence for non- homogeneous birth ...
In the present paper we give upper and lower bounds for aggregate claims distributions and stop-loss premiums in a relatively general model, assuming that all claims are non-negative. It is shown that we can make the approximations as accurate as we desire. The model includes the well-known ...
The scope of this paper is to show how the combined application of decomposition and truncation constitutes a valuable method to analyse complex fault trees. The upper and lower bounds of the top-event probability, obtained by applying this method, are very close to the exact value and their ...
Universal (pointwise uniform and time shifted) truncation error upper bounds are presented in the Whittaker-Kotel'nikov-Shannon sampling restoration sum for Bernstein function class (B_(π,d))~q, q≥1, d∈N, when the sampled functions decay rate is unknown. The case of multidimensional ...