We characterise priors which match, up to O(n-1), the posterior joint cumulative distribution function of multiple parametric functions with the corresponding frequentist cumulative distribution ...
The joint cumulative hazard function associated with a bivariate distribution is estimated by its empirical version which generalizes Nelson-Aalen's estimator. A test of independence for bivariate ...
You can use the CDFPLOT statement to fit any of six theoretical distributions (beta, exponential, gamma, lognormal, normal, and Weibull) and superimpose them on the cdf plot. The following statements ...
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