Results 41 to 50 of about 299 (140)

An Alternative Type II Claims Pareto Model for Reliability and Bimodal Risk Analysis: Copulas, Properties, Mathematical Modeling, and Actuarial Case Study

open access: yesJournal of Mathematics, Volume 2025, Issue 1, 2025.
This article aims to present a new type‐II claims Pareto extension for statistical reliability and actuarial analysis. The new probabilistic density can be simplified in terms of the baseline densities. Some new bivariate types were developed under some copula approaches.
Atef F. Hashem   +6 more
wiley   +1 more source

Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima

open access: yesOpen Mathematics, 2017
Our goal is to state and prove the almost sure central limit theorem for maxima (Mn) of X1, X2, ..., Xn, n ∈ ℕ, where (Xi) forms a stochastic process of identically distributed r.v.’s of the continuous type, such that, for any fixed n, the family of r.v.’
Dudziński Marcin, Furmańczyk Konrad
doaj   +1 more source

Estimation of Power Lomax Distribution for Censored Data With Applications

open access: yesJournal of Mathematics, Volume 2025, Issue 1, 2025.
In this study, power Lomax (PL) distribution parameters are estimated under an adaptive Type‐II progressive censoring scheme, utilizing both frequentist and Bayesian statistical estimations. The model parameters, reliability and hazard functions, and coefficient of variation are all determined using an iterative procedure in the frequentist estimation.
Abdelfattah Mustafa   +2 more
wiley   +1 more source

On comprehensive families of copulas involving the three basic copulas and transformations thereof

open access: yesDependence Modeling
Comprehensive families of copulas including the three basic copulas (at least as limit cases) are useful tools to model countermonotonicity, independence, and comonotonicity of pairs of random variables on the same probability space. In this contribution,
Saminger-Platz Susanne   +4 more
doaj   +1 more source

Modelling with star-shaped distributions

open access: yesDependence Modeling, 2020
We prove and describe in great detail a general method for constructing a wide range of multivariate probability density functions. We introduce probabilistic models for a large variety of clouds of multivariate data points.
Liebscher Eckhard, Richter Wolf-Dieter
doaj   +1 more source

THE LENGTH-BIASED EXPONENTIATED INVERTED WEIBULL DISTRIBUTION

open access: yes, 2014
This paper develops a length-biased of the exponentiated inverted Weibull (EIW) distribution, it is named as the length-biased exponentiated inverted Weibull (LBEIW). Some probability functions are derived, including the moments of this distribution. The
P. Seenoi   +2 more
semanticscholar   +1 more source

Bayesian Estimation and Prediction of Inverse Power Lomax Model Under Censored Data With Applications

open access: yesJournal of Mathematics, Volume 2025, Issue 1, 2025.
This study presents a comparative analysis of frequentist and Bayesian estimation techniques for the parameters of the inverse power Lomax distribution, employing an adaptive Type‐II progressive censoring approach. The maximum likelihood estimations (MLEs) and their corresponding asymptotic confidence intervals are derived.
Samah M. Ahmed   +3 more
wiley   +1 more source

Dependent defaults and losses with factor copula models

open access: yesDependence Modeling, 2017
We present a class of flexible and tractable static factor models for the term structure of joint default probabilities, the factor copula models. These high-dimensional models remain parsimonious with paircopula constructions, and nest many standard ...
Ackerer Damien, Vatter Thibault
doaj   +1 more source

Penyesuaian distribusi proses keberangkatan sepeda motor dari lahan parkir saat waktu puncak

open access: yesMajalah Ilmiah Matematika dan Statistika, 2023
The study aims to model the distribution of motorcycle departures from the parking lot at peak times with the Poisson process approach. This process involves a discrete number of departures and continuous interdeparture time. The probability distribution
Rifdatun Ni'mah, Regita Putri Permata
doaj   +1 more source

CONVOLUTIONS OF HYPER-ERLANG AND OF ERLANG DISTRIBUTIONS

open access: yes, 2015
The sum of random variables are of interest in many areas of the sciences. In teletraffic analysis, the sum of Hyperexponential distribution is used as a model for the holding time distribution.
T. Kadri, K. Smaili
semanticscholar   +1 more source

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