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Wyszukujesz frazę "weibull" wg kryterium: Temat


Wyświetlanie 1-5 z 5
Tytuł:
The Weibull lifetime model with randomised failure-free time
Autorzy:
Sulewski, Piotr
Szymkowiak, Magdalena
Powiązania:
https://bibliotekanauki.pl/articles/2156948.pdf
Data publikacji:
2022-12-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
Weibull lifetime model
randomised failure-free time
compound Weibull distributions
Opis:
The paper shows that treating failure-free time in the three-parameter Weibull distribution not a constant, but as a random variable makes the resulting distribution much more flexible at the expense of only one additional parameter.
Źródło:
Statistics in Transition new series; 2022, 23, 4; 59-76
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The modified Bagdonavičius-Nikulin goodness-of-fit test statistic for the right censored distributional validation with applications in medicine and reliability
Autorzy:
Yousof, Haitham M.
Ali, M. Masoom
Aidi, Khaoula
Ibrahim, Mohamed
Powiązania:
https://bibliotekanauki.pl/articles/18105193.pdf
Data publikacji:
2023-09-08
Wydawca:
Główny Urząd Statystyczny
Tematy:
inverted Weibull distribution
censored validation
Bagdonavičius-Nikulin
goodness-of-fit testing
Opis:
A modified version of Bagdonavičius-Nikulin goodness-of-fit statistical test is presented for validation under the right censor case. Simulation via Barzilai-Borwein algorithm is performed for assessing the right-censorship estimation method. Four right censored data sets are analyzed under the new modified test statistic for checking the distributional validation.
Źródło:
Statistics in Transition new series; 2023, 24, 4; 1-18
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:
Duration-Based Approach to VaR Independence Backtesting
Autorzy:
Małecka, Marta
Powiązania:
https://bibliotekanauki.pl/articles/465936.pdf
Data publikacji:
2014
Wydawca:
Główny Urząd Statystyczny
Tematy:
VaR backtesting
Markov test, Haas test
TUFF test
Weibull test
gamma test
EACD test
Opis:
Dynamic development in the area of value-at-risk (VaR) estimation and growing implementation of VaR-based risk valuation models in investment companies stimulate the need for statistical methods of VaR models evaluation. Following recent changes in Basel Accords, current UE banking supervisory regulations require internal VaR model backtesting, which provides another strong incentive for research on relevant statistical tests. Previous studies have shown that commonly used VaR independence Markov-chain-based testing procedure exhibits low power, which constitutes a particularly serious problem in the case of finite-sample settings. In the paper, as an alternative to the popular Markov test an overview of the group of duration-based VaR backtesting procedures is presented along with exploration of their statistical properties while rejecting a non-realistic assumption of infinite sample size. The Monte Carlo test technique was adopted to provide exact tests, in which asymptotic distributions were replaced with simulated finite sample distributions. A Monte Carlo study, based on the GARCH model, was designed to investigate the size and the power of the tests. Through the comparative analysis we found that, in the light of observed statistical properties, the duration-based approach was superior to the Markov test.
Źródło:
Statistics in Transition new series; 2014, 15, 4; 627-636
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Generalised Lindley shared additive frailty regression model for bivariate survival data
Autorzy:
Pandey, Arvind
Hanagal, David D.
Tyagi, Shikhar
Powiązania:
https://bibliotekanauki.pl/articles/2156991.pdf
Data publikacji:
2022-12-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
Bayesian estimation
frailty
generalised Lindley frailty
generalised log-logistic distribution
generalised Weibull distribution
hazard rate
MCMC
random censoring
Opis:
Frailty models are the possible choice to counter the problem of the unobserved heterogeneity in individual risks of disease and death. Based on earlier studies, shared frailty models can be utilised in the analysis of bivariate data related to survival times (e.g. matched pairs experiments, twin or family data). In this article, we assume that frailty acts additively to the hazard rate. A new class of shared frailty models based on generalised Lindley distribution is established. By assuming generalised Weibull and generalised log-logistic baseline distributions, we propose a new class of shared frailty models based on the additive hazard rate. We estimate the parameters in these frailty models and use the Bayesian paradigm of the Markov Chain Monte Carlo (MCMC) technique. Model selection criteria have been applied for the comparison of models. We analyse kidney infection data and suggest the best model.
Źródło:
Statistics in Transition new series; 2022, 23, 4; 161-176
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-5 z 5

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