کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1140422 | 956725 | 2011 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The beta generalized Pareto distribution with application to lifetime data
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
The generalized Pareto (GP) distribution is useful in modeling extreme value data, because of its long tail feature. In this paper, a new generalized version of this distribution which is called the beta generalized Pareto (BGP) distribution is introduced. A new distribution is more flexible and has some interesting properties. A comprehensive mathematical treatment of the BGP distribution is provided. We give closed-form expressions for the density, cumulative distribution and hazard rate function. We derive the r th raw moment of this distribution. Moreover, we discuss estimation by the maximum likelihood and obtain an expression for Fisher’s information matrix. In the end, an application using three real data sets is presented.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Mathematics and Computers in Simulation - Volume 81, Issue 11, July 2011, Pages 2414–2430
Journal: Mathematics and Computers in Simulation - Volume 81, Issue 11, July 2011, Pages 2414–2430
نویسندگان
Eisa Mahmoudi,