21 research outputs found
Efficiency combined with simplicity: new testing procedures for Generalized Inverse Gaussian models
Stochastic multiplicative population growth predicts and interprets Taylor's power law of fluctuation scaling
Symmetrizing and Variance Stabilizing Transformations of Sample Coefficient of Variation from Inverse Gaussian Distribution
Computation of Greeks for asset price dynamics driven by stable and tempered stable processes
Using a new framework of two-phase generalized additive models to incorporate prey abundance in spatial distribution models of juvenile slender lizardfish in Haizhou Bay, China
Semiparametric estimation of mean and variance functions for non-Gaussian data
Overdispersion modelling, Double exponential models, Generalized linear models, Variance estimation,
On the Stationary Distribution for a Fuzzy Inventory Model of Type (s,S) with Inverse Gaussian Distributed Demands
In this study, we consider a fuzzy inventory model of type (s,S) with random demands having an inverse Gaussian distribution. We first show the monotonicity of the renewal function with respect to mean parameter. Thus we obtain the membership function of the fuzzy renewal function when the amount of demands is a random variable having an inverse Gaussian distribution with a fuzzy mean parameter by using the monotonicity property of renewal function. Making use of the membership function of the renewal function, we obtain the membership function of the fuzzy ergodic distribution of this process. We also present some numerical results obtained by using this membership function.[Khaniyev, Tahir; Turksen, I. Burhan] TOBB Univ Econ & Technol, Dept Ind Engn, TR-06560 Ankara, Turkey; [Khaniyev, Tahir] Natl Acad Sci Azerbaijan, Inst Cybernet, AZ-1141 Baku, Azerbaijan; [Gokpinar, Fikri] Gazi Univ, Dept Stat, TR-06500 Ankara, Turkey; [Hanalioglu, Tagi] Bogazici Univ, Dept Ind Engn, Istanbul, Turkey; [Turksen, I. Burhan] Univ Toronto, Dept Mech & Ind Engn, Toronto, ON M5S 3G8, Canad