On the Stress-Strength Reliability of Transmuted GEV Random Variables with Applications to Financial Assets Selection.
Melquisadec OliveiraFelipe Sousa QuintinoDióscoros AguiarPushpa N. RathieHelton SauloTiago A. da FonsecaLuan Carlos de Sena Monteiro OzelimPublished in: Entropy (2024)
Keyphrases
- random variables
- failure rate
- graphical models
- probability distribution
- conditional independence
- latent variables
- stochastic optimization problems
- independent and identically distributed
- financial markets
- joint distribution
- normal distribution
- bayesian networks
- random vectors
- distribution function
- conditional probabilities
- probability density
- lead time
- conditional distribution
- decision making
- additive noise
- stochastic processes
- stock market
- directed acyclic graph
- probabilistic inference
- conditional distributions
- joint probability distribution