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arXiv 2603.13622stat.COmath.PRstat.ME
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广义贝塔素分布的连续等级概率分数及一些特例

The Continuous Rank Probability Score of a Generalized Beta-Prime Distribution and Some Special Cases

University of Colorado Boulder(科罗拉多大学博尔德分校)

Matthew LeDuc

AI总结:

本文推导了广义贝塔素分布及 Dagum 和 Singh-Maddala 分布的连续等级概率分数,并与蒙特卡洛估计进行比较。

摘要:

本文工作论文描述了广义贝塔素分布及其几个特例(如 Dagum 分布和 Singh-Maddala 分布)的连续等级概率分数的推导结果,并展示了与蒙特卡洛估计的比较。

英文摘要:

This working paper describes new results in derivations of the Continuous Ranked Probability Score of a generalized beta-prime distribution and several special cases, such as the Dagum distribution and Singh-Maddala distribution. Comparison with Monte Carlo estimates is also presented.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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