Results 31 to 40 of about 192 (166)

Measures of information for concomitants of generalized order statistics from subfamilies of Farlie–Gumbel–Morgenstern distributions [PDF]

Arabian Journal of Mathematics, 2015
Dans cet article, nous étudions l'entropie de Shannon et le nombre d'informations de Fisher pour les concomitants des statistiques d'ordre généralisé des sous-familles de Farlie-Gumbel-Morgenstern lorsque les distributions marginales sont Weibull, exponentielle, Pareto et fonction de puissance.
M. M. Mohie El-Din, M. M. Amein, Nahed S. A. Ali, Manal Sabry Mohamed   +3 more
openaire   +1 more source

Sharma-Mittal Entropy Properties on Record Values

Statistica, 2016
In this paper we derive Sharma-Mittal entropy of record values and analyse some of its important properties. We establish some bounds for the Sharma-Mittal entropy of record values.
Jerin Paul, Poruthiyudian Yageen Thomas
doaj   +1 more source

Bivariate Generalized Half-Logistic Distribution: Properties and Its Application in Household Financial Affordability in KSA

Mathematical and Computational Applications, 2022
The generalized half-logistic distribution is ideal to fit the lifetime of some products, such as ball bearings and electrical insulation. In this paper, we aim to extend this scope by creating a motivated bivariate version.
Marwa K. H. Hassan, Christophe Chesneau
doaj   +1 more source

Dependence Properties of Iterated Generalized Bivariate Farlie-Gumbel-Morgenstern Distributions. [PDF]

, 1977
Abstract : Farlie-Gumbel-MOrgenstern distributions allow for only a limited degree of dependence between the variables. Some modifications, designed to increase dependence, are discussed. It is found that only a limited increase in dependence is feasible with these modifications. (Author)
N. L. Johnson, S. Kotz
openaire   +1 more source

Univariate and Bivariate Log-Topp-Leone Distribution Using Censored and Uncensored Datasets

Computer Sciences & Mathematics Forum, 2023
The univariate Topp–Leone distribution introduced by with closed forms of the cumulative distribution function, i.e., [0, 1], was extended to an unbounded limit called the log-Topp–Leone distribution, where the shapes of the hazard function can increase,
Abubakar Usman, Aliyu Ismail Ishaq, Ahmad Abubakar Suleiman, Mahmod Othman, Hanita Daud, Yakubu Aliyu   +5 more
doaj   +1 more source

Product and Quotient of Inverse Paralogistic Distribution Generated Based on Farlie-Gumbel-Morgenstern (FGM) Copula

Innovative Journal of Mathematics (IJM), 2022
In this article, Inverse Paralogistic distribution based on Farlie-Gumbel-Morgenstern (FGM) copula is introduced. Derivations of exact distribution V = XY ,W = X/Y , and Z = X/(X + Y ) are obtained in closed form. Corresponding moment properties of these distributions are also derived. The expressions turn out to involve known special functions.
Marvin Pizon, Jayrold P. Arcede
openaire   +1 more source

Asymptotic independence in more than two dimensions and its implications on risk management

Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley   +1 more source

EM Algorithm and Positive Quadrant Dependence in the context of Multi-State Stress-Strength Model [PDF]

Journal of Statistical Theory and Applications (JSTA), 2016
This research article is related to a multi-state stress-strength model proposed by Eryilmaz and İşçioğlu (2011). It deals with (i) demonstration of the use of EM algorithm for the estimation of parameters of distributions of random variables ...
Sanjeev Sabnis, Mayank Jain, Kartik Verma   +2 more
doaj   +1 more source

On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk

IEEE Access, 2021
In this paper, we study a novel risk measure, which is a copula-based extension of tail value-at-risk (TVaR). This measure is called dependent tail value-at-risk (DTVaR), which is a generalization of TVaR.
Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada   +2 more
doaj   +1 more source

Exploring New Horizons: Advancing Data Analysis in Kidney Patient Infection Rates and UEFA Champions League Scores Using Bivariate Kavya–Manoharan Transformation Family of Distributions

Mathematics, 2023
In survival analyses, infections at the catheter insertion site among kidney patients using portable dialysis machines pose a significant concern. Understanding the bivariate infection recurrence process is crucial for healthcare professionals to make ...
Aisha Fayomi, Ehab M. Almetwally, Maha E. Qura   +2 more
doaj   +1 more source