10 - Chap 4

12 Outubro 2016, 13:30 • Alexandra Bugalho de Moura

Severity models. Creating new distributions: transformation of random variables, frailty models and spliced distibutions.

Review of some distributions.

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9 - Chap 3

10 Outubro 2016, 13:30 • Alexandra Bugalho de Moura

The linear exponential family.

Mixing distributions: discrete and continuous mixture. Examples.

Data dependent distributions: empirical distribution, kernel. Example.

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Exercises

7 Outubro 2016, 11:00 • Alexandra Bugalho de Moura

Exercises.

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8 - Chap 2 and Chap 3

7 Outubro 2016, 08:30 • Alexandra Bugalho de Moura

Chap 2: Equilibrium distribution and tail behaviour.

Chap 3: parametric models; scale, location and shape parameters.

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7 - Chap 2

3 Outubro 2016, 13:30 • Alexandra Bugalho de Moura

The Central Limiti Theorem.

Tails of distributions: comparison of tail

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