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Jackknife Empirical Likelihood Method for Some Risk Measures and Related Quantities
Confidence interval jackknife empirical likelihood risk measure
2016/1/25
Quantifying risks is of importance in insurance. In this paper, we employ the jackknife empirical likelihood method to construct confidence intervals for some risk measures and related quantities stud...
Sharp Bounds on the Entropy of the Poisson Law and Related Quantities
Sharp Bounds Entropy Poisson Law Related Quantities
2010/3/9
One of the difficulties in calculating the capacity of
certain Poisson channels is that H(), the entropy of the Poisson
distribution with mean , is not available in a simple form. In
this work we...