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由稳定分布构造的异质人群生存模型AI 解读

A new three-parameter family of distributions on the positive numbers is proposed. It includes the stable distributions on the positive numbers, the gamma, the degenerate and the inverse Gaussian distributions. The family is characterized by the Laplace transform, from which moments, convolutions, infinite divisibility, unimodality and other properties are derived. The density is complicated, but a simple saddlepoint approximation is provided. Weibull and Gompertz…

非线性模型的参数化AI 解读

summary in the literature there have been many suggestions on how to parametrize models. some properties you can seek are (1) stability of variance of the mle; (2) normal likelihood; (3) zero asymptotic skewness of the mle; (4) asymptotic unbiasedness of the mle. the parametrizations corresponding to these demands are found in the one-dimensional curved exponential family. they all belong to a general class of transformations, but they are in general not identical. the…