Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

English (EN)·Polski (PL)·Yкраїнський (UK)
Przejdź do strony domowej biblioteki Centralna Biblioteka Wojskowa Link otwiera się w nowym oknie Logo biblioteki Prolib Integro - strona głównaCentralna Biblioteka Wojskowa

Wyszukujesz frazę "distribution function" wg kryterium: Temat

  Lista filtrów
Wyrównaj
    Wyświetlanie 1-9 z 9
    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:
    Kernel Estimation of Cumulative Distribution Function of a Random Variable with Bounded Support
    Autorzy:
    Baszczyńska, Aleksandra
    Powiązania:
    https://bibliotekanauki.pl/articles/465685.pdf
    Data publikacji:
    2016
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    boundary effects
    cumulative distribution function
    kernel method
    bounded support
    Opis:
    In the paper methods of reducing the so-called boundary effects, which appear in the estimation of certain functional characteristics of a random variable with bounded support, are discussed. The methods of the cumulative distribution function estimation, in particular the kernel method, as well as the phenomenon of increased bias estimation in boundary region are presented. Using simulation methods, the properties of the modified kernel estimator of the distribution function are investigated and an attempt to compare the classical and the modified estimators is made.
    Źródło:
    Statistics in Transition new series; 2016, 17, 3; 541-556
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Triple-goal Estimation of Unemployment Rates for U.S. States Using the U.S. Current Population Survey Data
    Autorzy:
    Bonnéry, Daniel
    Cheng, Yang
    Ha, Neung Soo
    Lahiri, Partha
    Powiązania:
    https://bibliotekanauki.pl/articles/465991.pdf
    Data publikacji:
    2015
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    complex survey data
    empirical distribution function
    Monte Carlo Markov Chain
    rank
    risk
    small area estimation
    Opis:
    In this paper, we first develop a triple-goal small area estimation methodology for simultaneous estimation of unemployment rates for U.S. states using the Current Population Survey (CPS) data and a two-level random sampling variance normal model. The main goal of this paper is to illustrate the utility of the triple-goal methodology in generating a single series of unemployment rate estimates for three separate purposes: developing estimates for individual small area means, producing empirical distribution function (EDF) of true small area means, and the ranking of the small areas by true small area means. We achieve our goal using a Monte Carlo simulation experiment and a real data analysis.
    Źródło:
    Statistics in Transition new series; 2015, 16, 4; 511-522
    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:
    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:
    Agu-Eghwerido distribution, regression model and applications
    Autorzy:
    Agu, Friday Ikechukwu
    Eghwerido, Joseph Thomas
    Powiązania:
    https://bibliotekanauki.pl/articles/1917110.pdf
    Data publikacji:
    2021-12-08
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    AGUE distribution
    AGUE regression model
    moment generating function
    means residual function
    hazard rate function
    survival rate function
    Opis:
    Modelling lifetime data with simple mathematical representations and an ease in obtaining the parameter estimate of survival models are crucial quests pursued by survival researchers. In this paper, we derived and introduced a one-parameter distribution called the Agu-Eghwerido (AGUE) distribution with its simple mathematical representation. The regression model of the AGUE distribution was also presented. Several basic properties of the new distribution, such as reliability measures, mean residual function, median, moment generating function, skewness, kurtosis, coefficient of variation, and index of dispersion, were derived. The estimation of the proposed distribution parameter was based on the maximum likelihood estimation method. The real-life applications of the distribution were illustrated using two real lifetime negatively and positively skewed data sets. The new distribution provides a better fit than the Pranav, exponential, and Lindley distributions for the data sets. The simulation results showed that the increase in parameter values decreases the mean squared error value. Similarly, the mean estimate tends towards the true parameter value as the sample sizes increase.
    Źródło:
    Statistics in Transition new series; 2021, 22, 4; 59-76
    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:
    A comparison of the method of moments estimator and maximum likelihood estimator for the success probability in the Fibonacci-type probability distribution
    Autorzy:
    Kwon, Yeil
    Powiązania:
    https://bibliotekanauki.pl/articles/2107135.pdf
    Data publikacji:
    2022-09-14
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Fibonacci probability distribution
    generalized polynacci distribution
    factorial moment generating function
    method of moments
    maximum likelihood estimator
    Opis:
    A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonaccitype probability distribution to explore its definition, moments and properties, we proposed numerical methods to obtain two estimators of the success probability: the method of moments estimator (MME) and maximum likelihood estimator (MLE). The ways both of them performed were compared in terms of the mean squared error. A numerical study demonsrated that the MLE tends to outperform the MME for most of the parameter space with various sample sizes.
    Źródło:
    Statistics in Transition new series; 2022, 23, 3; 27-41
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A Two-Parameter Lindley Distribution
    Autorzy:
    Shanker, R.
    Mishra, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/465861.pdf
    Data publikacji:
    2013
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Lindley distribution
    moments
    failure rate function
    mean residual life function
    stochastic ordering
    estimation of parameters
    goodness of fit
    Opis:
    A two-parameter Lindley distribution, of which the Lindley distribution (LD) is a particular case, has been introduced. Its moments, failure rate function, mean residual life function and stochastic orderings have been discussed. The maximum likelihood method and the method of moments have been discussed for estimating its parameters. The distribution has been fitted to some data-sets to test its goodness of fit.
    Źródło:
    Statistics in Transition new series; 2013, 14, 1; 45-56
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-9 z 9

      Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies