A practical, effective calculation of gamma difference distributions with open data science tools
Martina Hančová,
Andrej Gajdoš,
Jozef Hanč
Abstract:At present, there is still no officially accepted and extensively verified implementation of computing the gamma difference distribution allowing unequal shape parameters. We explore four computational ways of the gamma difference distribution with the different shape parameters resulting from time series kriging, a forecasting approach based on the best linear unbiased prediction, and linear mixed models. The results of our numerical study, with emphasis on using open data science tools, demonstrate that our … Show more
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