Sumários
C8 - Chapter 3
3 Outubro 2018, 10:00 • Alexandra Bugalho de Moura
2.2 Mixed distributions: discrete and continuous mixtures.
Examples
3.1 Creating distributions: sums of distributions, transformations of random variables; mixing of distributions; frailty models; spliced distributions.
C7 - Chapter 2
1 Outubro 2018, 15:30 • Alexandra Bugalho de Moura
1.9. The equilibrium distribution and the tail behaviour.
Exercises
2.1. 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.
C6 - Chapter 1
28 Setembro 2018, 11:30 • Alexandra Bugalho de Moura
Exercises.
1.9. Tails of distributions: comparison of the tail based on moments, on the limiting tail behaviour, on the hazard rate function and on the mean excess loss function;
C5 - Chapter 1
26 Setembro 2018, 10:00 • Alexandra Bugalho de Moura
Exercises.
1.7. Moment generating function, probability generating function and cumulant generating function.
1.8. Sum of independent random variables; central limit theorem.
C4 - Chapter 1
24 Setembro 2018, 15:30 • Alexandra Bugalho de Moura
Exercises.
1.6. Residual life; left censored and shifted random variable; limit loss variable.