Lecture 12

29 Setembro 2023, 13:30 • José Pedro Gaivão

Creating new distributions: sums of distributions; transformation of random variables; mixing of distributions; frailty models; spliced distributions.

---

Lecture 11

29 Setembro 2023, 11:00 • José Pedro Gaivão

Mixed distributions: discrete and continuous mixtures. Examples.

---

Lecture 10

27 Setembro 2023, 15:30 • José Pedro Gaivão

Parametric and scale distributions: scale distribution and scale parameter; location and shape parameters;

The exponential family and the linear exponential family and the overdispersed linear exponential family.

---

Lecture 9

25 Setembro 2023, 15:30 • José Pedro Gaivão

Comparison of the tail based on the mean excess loss function; the equilibrium distribution and the tail behaviour.

---

Lecture 8

22 Setembro 2023, 13:30 • José Pedro Gaivão

Sum of independent random variables; central limit theorem. Tails of distributions: comparison of the tail based on moments, on the limiting tail behaviour, on the hazard rate function;

---