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- W2215202557 abstract "A comparative study has been done in attempt to evaluate some of the major properties of weighted mixtures of distributions and their predictive ability for risk management purposes. The process of constructing weighted sums of normal distributions has been demonstrated starting from the properties of the most common distributions, continuing with problems that lead to combining individual distributions in mixtures, and finishing with analysis of the predictive ability of two different brands of mixtures: arithmetic and weighted sum of normal distributions. The models was applied to three sets of economic data for South Korea. The estimation of predictive ability in these cases was based on their discrimination ability. The results obtained after performing linear discriminant analysis show better accuracy (between 0.28% and 9.5%) of the weighted sums of normal distributions than the one of the arithmetic sums." @default.
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- W2215202557 date "2013-08-01" @default.
- W2215202557 modified "2023-09-24" @default.
- W2215202557 title "A Comparative Study of Mixtures of Statistical Distributions and Their Predictive Ability in Risk Management" @default.
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