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
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。