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Wyszukujesz frazę "distribution" wg kryterium: Temat


Tytuł:
Bayesian estimation of a geometric distribution using informative priors based on a Type-I censoring scheme
Autorzy:
Akhtar, Nadeem
Khan, Sajjad Ahamad
Amin, Muhammad
Khan, Akbar Ali
Ali, Amjad
Manzoor, Sadaf
Powiązania:
https://bibliotekanauki.pl/articles/20311948.pdf
Data publikacji:
2023-06-13
Wydawca:
Główny Urząd Statystyczny
Tematy:
prior distribution
posterior distribution
geometric distribution
beta distribution
Kumraswamy distribution
Opis:
In this paper, the geometric distribution parameter is estimated under a type-I censoring scheme by means of the Bayesian estimation approach. The Beta and Kumaraswamy informative priors, as well as five loss functions are used for this purpose. Expressions of Bayes estimators and Bayes risks are derived under the Squared Error Loss Function (SELF), the Quadratic Loss Function (QLF), the Precautionary Loss Function (PLF), the Simple Asymmetric Precautionary Loss Function (SAPLF), and the DeGroot Loss Function (DLF) using the two aforementioned priors. The prior densities are obtained through prior predictive distributions. Simulation studies are carried out to make comparisons using Bayes risks. Finally, a real-life data example is used to verify the model’s efficiency.
Źródło:
Statistics in Transition new series; 2023, 24, 3; 257-263
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Beta transmuted Lomax distribution with applications
Autorzy:
Hurairah, Ahmed
Alabid, Abdelhakim
Powiązania:
https://bibliotekanauki.pl/articles/1363592.pdf
Data publikacji:
2020-06-05
Wydawca:
Główny Urząd Statystyczny
Tematy:
Lomax distribution
beta Lomax distribution
transmuted distribution
maximum likelihood estimation
Opis:
In this paper we propose and test a composite generalizer of the Lomax distribution .The genesis of the beta distribution and transmuted map is used to develop the so-called beta transmuted Lomax (BTL) distribution. The properties of the distribution are discussed and explicit expressions are derived for the moments, mean deviations, quantiles, distribution of order statistics and reliability. The maximum likelihood method is used for estimating the model parameters, and the finite sample performance of the estimators is assessed by simulation. Finally, the authors demonstrate the usefulness of the new distribution in analysing positive data.
Źródło:
Statistics in Transition new series; 2020, 21, 2; 13-34
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New polynomial exponential distribution: properties and applications
Autorzy:
Beghriche, Abdelfateh
Zeghdoudi, Halim
Raman, Vinoth
Chouia, Sarra
Powiązania:
https://bibliotekanauki.pl/articles/2108330.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
exponential distribution
Xgamma distribution
Lindley distribution
quantile function stochastic ordering
maximum-likelihood estimation
XLindley distribution
Opis:
The study describes the general concept of the XLindley distribution. Forms of density and hazard rate functions are investigated. Moreover, precise formulations for several numerical properties of distributions are derived. Extreme order statistics are established using stochastic ordering, the moment method, the maximum likelihood estimation, entropies and the limiting distribution. We demonstrate the new family's adaptability by applying it to a variety of real-world datasets.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 95-112
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new count data model applied in the analysis of vaccine adverse events and insurance claims
Autorzy:
Dar, Showkat Ahmad
Hassan, Anwar
Ahmad, Peer Bilal
Wani, Sameer Ahmad
Powiązania:
https://bibliotekanauki.pl/articles/1827552.pdf
Data publikacji:
2021-09-06
Wydawca:
Główny Urząd Statystyczny
Tematy:
poisson distribution
weighted exponential distribution
compound distribution
count data
maximum likelihood estimation
Opis:
The article presents a new probability distribution, created by compounding the Poisson distribution with the weighted exponential distribution. Important mathematical and statistical properties of the distribution have been derived and discussed. The paper describes the proposed model's parameter estimation, performed by means of the maximum likelihood method. Finally, real data sets are analyzed to verify the suitability of the proposed distribution in modeling count data sets representing vaccine adverse events and insurance claims.
Źródło:
Statistics in Transition new series; 2021, 22, 3; 157-174
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The odd power generalized Weibull-G power series class of distributions: properties and applications
Autorzy:
Oluyede, Broderick
Moakofi, Thatayaone
Chipepa, Fastel
Powiązania:
https://bibliotekanauki.pl/articles/2034112.pdf
Data publikacji:
2022-03-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
Weibull-g distribution
power series
Poisson distribution
logarithmic distribution
maximum likelihood estimation
Opis:
We develop a new class of distributions, namely, the odd power generalizedWeibull-G power series (OPGW-GPS) class of distributions. We present some special classes of the proposed distribution. Structural properties, have also been derived. We conducted a simulation study to evaluate the consistency of the maximum likelihood estimates. Moreover, two real data examples on selected data sets, to illustrate the usefulness of the new class of distributions. The proposed model outperforms several non-nested models on selected data sets.
Źródło:
Statistics in Transition new series; 2022, 23, 1; 89-108
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Characterization of the sum of binomial random variables under ranked set sampling
Autorzy:
Verma, Vivek
Nath, Dilip C.
Powiązania:
https://bibliotekanauki.pl/articles/1192469.pdf
Data publikacji:
2019-08-30
Wydawca:
Główny Urząd Statystyczny
Tematy:
Poisson distribution
Opis:
In this paper, we examined the characteristics of the sum of independent and non-identical set of binomial ranked set samples, where each set has different order depending success probability. The characterization is done by establishing the general recurrence relations for two different situations based on the number of cycle, which is initially pre-assumed as a constant integer and when it is a random variable. To extend the knowledge about the characteristics of sum in terms of their behaviour and pattern, first four moments i:e:; mean, variance, skewness and kurtosis are derive and compared with the sum of binomial simple random samples with same success probability. The proposed procedure has been illustrated through a reallife data on survivorship of children below one year in Empowered Action Groups (EAG) states of India.
Źródło:
Statistics in Transition new series; 2019, 20, 3; 1-29
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Generalized extended Marshall-Olkin family of lifetime distributions
Autorzy:
Goldoust, Mehdi
Mohammadpour, Adel
Powiązania:
https://bibliotekanauki.pl/articles/2034093.pdf
Data publikacji:
2022-03-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
compound distribution
hazard rate function
lifetime distribution
maximum likelihood estimation
power series distribution
Opis:
We introduce a new generalized family of nonnegative continuous distributions by adding two extra parameters to a lifetime distribution, called the baseline distribution, by twice compounding a power series distribution. The new family, called the lifetime power series-power series family, has a serial arrangement of parallel structures, which extends the Marshall and Olkin structure. Four special models are discussed. A mathematical treatment of the new distributions is provided, including ordinary and incomplete moments, quantile, moment generating and mean residual functions. The maximum likelihood estimation technique is used to estimate the model parameters and a simulation study is conducted to investigate the performance of the maximum likelihood estimates. Its applicability is also illustrated by means of two real data sets.
Źródło:
Statistics in Transition new series; 2022, 23, 1; 55-74
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Modification of the Probability Weighted Method of Moments and its Application to Estimate the Financial Return Distribution Tail
Autorzy:
Małecka, Marta
Pekasiewicz, Dorota
Powiązania:
https://bibliotekanauki.pl/articles/465796.pdf
Data publikacji:
2014
Wydawca:
Główny Urząd Statystyczny
Tematy:
PWMM
generalized Pareto distribution
tail estimate
distribution function estimate
Opis:
The issue of fitting the tail of the random variable with an unknown distribution plays a pivotal role in finance statistics since it paves the ground for estimation of high quantiles and subsequently offers risk measures. The parametric estimation of fat tails is based on the convergence to the generalized Pareto distribution (GPD). The paper explored the probability weighted method of moments (PWMM) applied to estimation of the GPD parameters. The focus of the study was on the tail index, commonly used to characterize the degree of tail fatness. The PWMM algorithm requires specification of the cdf estimate of the so-called excess variable and depends on the choice of the order of the probability weighted moments. We suggested modification of the PWMM method through the application of the level crossing empirical distribution function. Through the simulation study, the paper investigated statistical properties of the GPD shape parameter estimates with reference to the PWMM algorithm specification. The simulation experiment was designed with the use of fat-tailed distributions with parameters assessed on the basis of the empirical daily data for DJIA index. The results showed that, in comparison to the commonly used cdf formula, the choice of the level crossing empirical distribution function improved the statistical properties of the PWMM estimates. As a complementary analysis, the PWMM tail estimate of DJIA log returns distribution was presented.
Źródło:
Statistics in Transition new series; 2014, 15, 3; 495-506
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Type II Topp-Leone Frechet distribution: properties and applications
Autorzy:
Shanker, Rama
Rahman, Umme Habibah
Powiązania:
https://bibliotekanauki.pl/articles/1917058.pdf
Data publikacji:
2021-12-08
Wydawca:
Główny Urząd Statystyczny
Tematy:
Frechet distribution
Topp-Leone distribution
reliability properties
applications
Opis:
The paper focuses on type II Topp-Leone Frechet distribution. Its properties including hazard rate function, reverse hazard rate function, Mills ratio, quantile function and order statistics have been studied. The maximum likelihood estimation used for estimating the parameters of the proposed distribution has been explained and expressions for the Fisher information matrix and confidence intervals have been provided. The paper discusses the applications of the distribution for modeling several datasets relating to temperature. Finally, the goodness of fit of the proposed distribution has been compared with that of the Frechet distribution.
Źródło:
Statistics in Transition new series; 2021, 22, 4; 139-152
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sujatha Distribution and its Applications
Autorzy:
Shanker, Rama
Powiązania:
https://bibliotekanauki.pl/articles/465746.pdf
Data publikacji:
2016
Wydawca:
Główny Urząd Statystyczny
Tematy:
lifetime distributions
Akash distribution
Shanker distribution
Lindley distribution
mathematical and statistical properties
estimation of parameter
goodness of fit
Opis:
In this paper a new one-parameter lifetime distribution named “Sujatha Distribution” with an increasing hazard rate for modelling lifetime data has been suggested. Its first four moments about origin and moments about mean have been obtained and expressions for coefficient of variation, skewness, kurtosis and index of dispersion have been given. Various mathematical and statistical properties of the proposed distribution including its hazard rate function, mean residual life function, stochastic ordering, mean deviations, Bonferroni and Lorenz curves, and stress-strength reliability have been discussed. Estimation of its parameter has been discussed using the method of maximum likelihood and the method of moments. The applications and goodness of fit of the distribution have been discussed with three real lifetime data sets and the fit has been compared with one-parameter lifetime distributions including Akash, Shanker, Lindley and exponential distributions.
Źródło:
Statistics in Transition new series; 2016, 17, 3; 391-410
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Generalised Odd Frechet Family of Distributions: Properties and Applications
Autorzy:
Marganpoor, Shahdie
Ranjbar, Vahid
Alizadeh, Morad
Abdollahnezhad, Kamel
Powiązania:
https://bibliotekanauki.pl/articles/1058928.pdf
Data publikacji:
2020-09-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
Frechet distribution
Wiebull distribution
structural properties
failure-time
maximum likelihood estimation
Opis:
A new distribution called Generalized Odd Fréchet (GOF) distribution is presented and its properties explored. Some structural properties of the proposed distribution, including the shapes of the hazard rate function, moments, conditional moments, moment generating function, skewness, and kurtosis are presented. Mean deviations, Lorenz and Bonferroni curves, Rényi entropy, and the distribution of order statistics are given. The maximum likelihood estimation technique is used to estimate the model parameters, and finally applications of the model to a real data set are presented to illustrate the usefulness of the proposed distribution.
Źródło:
Statistics in Transition new series; 2020, 21, 3; 109-128
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Power generalization of Chebyshev’s inequality – multivariate case
Autorzy:
Budny, Katarzyna
Powiązania:
https://bibliotekanauki.pl/articles/1193069.pdf
Data publikacji:
2019-08-30
Wydawca:
Główny Urząd Statystyczny
Tematy:
multivariate Chebyshev’s inequality
Mahalanobis distance
multivariate normal distribution
multivariate t distribution
Opis:
In the paper some multivariate power generalizations of Chebyshev’s inequality and their improvements will be presented with extension to a random vector with singular covariance matrix. Moreover, for these generalizations, the cases of the multivariate normal and the multivariate t distributions will be considered. Additionally, some financial application will be presented.
Źródło:
Statistics in Transition new series; 2019, 20, 3; 155-170
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Zero-modified Poisson-Modification of Quasi Lindley distribution and its application
Autorzy:
Tharshan, Ramajeyam
Wijekoon, Pushpakanthie
Powiązania:
https://bibliotekanauki.pl/articles/2156994.pdf
Data publikacji:
2022-12-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
over-dispersion
mixed Poisson distribution
PMQL distribution
zero modification
maximum likelihood estimation
Opis:
The Poisson-Modification of Quasi Lindley (PMQL) distribution is a newly introduced mixed Poisson distribution for over-dispersed count data. The aim of this article is to introduce the Zero-modified PMQL (ZMPMQL) distribution as an alternative to the PMQL distribution in order to accommodate zero inflation/deflation. The method of obtaining the ZMPMQL distribution jointly with some of its important properties, namely the probability mass and distribution functions, mean, variance, index of dispersion, and quantile function are presented. Furthermore, some of its special cases are discussed. The maximum likelihood (ML) estimation method is used for the unknown parameter estimation. A simulation study is conducted in order to evaluate the asymptotic theory of the ML estimation method and to show the superiority of the ML method over the method of moments estimation. The applicability of the introduced distribution is illustrated by using a real-world data set.
Źródło:
Statistics in Transition new series; 2022, 23, 4; 113-128
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Interval shrinkage estimation of the parameter of exponential distribution in the presence of outliers under loss functions
Autorzy:
Nasiri, Parviz
Powiązania:
https://bibliotekanauki.pl/articles/2108120.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
interval information
mean square error
shrinkage estimator
exponential distribution
uniform distribution
outliers
Linex loss function
Opis:
In this paper, we studied estimators based on an interval shrinkage with equal weights point shrinkage estimators for all individual target points θ¯ ∈ (θ0, θ1) for exponentially distributed observations in the presence of outliers drawn from a uniform distribution. Estimators obtained from both shrinkage and interval shrinkage were compared, showing that the estimators obtained via the interval shrinkage method perform better. Symmetric and asymmetric loss functions were also used to calculate the estimators. Finally, a numerical study and illustrative examples were provided to describe the results.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 65-78
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Poisson area-biased Ailamujia Distribution and its applications in environmental and medical sciences
Autorzy:
Aijaz, Ahmad
Ain, S. Qurat ul
Afaq, Ahmad
Tripathi, Rajnee
Powiązania:
https://bibliotekanauki.pl/articles/2108223.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
compound technique
Poisson distribution
area-biased Ailamujia distribution
reliability analysis
order statistics
maximum likelihood estimator
Opis:
In this paper, a new Poisson area-biased Ailamujia distribution has been formulated to analyse count data. It was created by combining two distributions: the Poisson and areabiased Ailamujia distributions, using the compounding technique. Several distributional properties of the formulated distribution were studied. Its ageing characteristics were determined and expressed explicitly. A variety of diagrams were used to demonstrate the characteristics of the probability mass function (pmf) and the cumulative distribution function (cdf). The parameter of the developed model was estimated by employing the maximum likelihood estimation approach. Finally, two data sets were used to demonstrate the effectiveness of the investigated distribution.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 167-184
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł

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