Results 11 to 20 of about 3,353 (215)

Baseline Methods for the Parameter Estimation of the Generalized Pareto Distribution [PDF]

open access: yesEntropy, 2022
In the parameter estimation of limit extreme value distributions, most employed methods only use some of the available data. Using the peaks-over-threshold method for Generalized Pareto Distribution (GPD), only the observations above a certain threshold ...
Jacinto Martín   +3 more
doaj   +4 more sources

Generalized Confidence Intervals for Zero-Inflated Pareto Distribution

open access: yesMathematics, 2021
This paper considers interval estimations for the mean of Pareto distribution with excess zeros. Three approaches for interval estimation are proposed based on fiducial generalized pivotal quantities (FGPQs), respectively.
Xiao Wang, Xinmin Li
doaj   +3 more sources

Rarefied particle motions on hillslopes – Part 3: Entropy [PDF]

open access: yesEarth Surface Dynamics, 2021
Theoretical and experimental work (Furbish et al., 2021a, b) indicates that the travel distances of rarefied particle motions on rough hillslope surfaces are described by a generalized Pareto distribution.
D. J. Furbish   +3 more
doaj   +1 more source

Enhanced Particle Swarm Optimization Algorithm for Sea Clutter Parameter Estimation in Generalized Pareto Distribution

open access: yesApplied Sciences, 2023
Accurate parameter estimation is essential for modeling the statistical characteristics of ocean clutter. Common parameter estimation methods in generalized Pareto distribution models have limitations, such as restricted parameter ranges, lack of closed ...
Bin Yang, Qing Li
doaj   +1 more source

Optimal Designs for Generalized Pareto Model [PDF]

open access: yesInternational Journal of Mathematical, Engineering and Management Sciences, 2019
The generalized Pareto model plays an important role in modelling extreme events. Hosking and Wallis (1987) discussed the parameter and quantile estimation for generalized Pareto distribution.
Poonam Singh, Ashok Kumar
doaj   +1 more source

Comparison between Modified Weighted Pareto Distribution and Many other Distributions

open access: yesمجلة بغداد للعلوم, 2023
  In 2020 one of the researchers in this paper, in his first research, tried to find out the Modified Weighted Pareto Distribution of Type I by using the Azzalini method for weighted distributions, which contain three parameters, two of them for scale
Mahmood A. Shamran   +2 more
doaj   +1 more source

Shrinkage Methods for Estimating the Shape Parameter of the Generalized Pareto Distribution

open access: yesJournal of Applied Mathematics, 2023
The generalized Pareto distribution is one of the most important distributions in statistics of extremes as it has wide applications in fields such as finance, insurance, and hydrology.
Wilhemina Adoma Pels   +3 more
doaj   +1 more source

Bayesian Estimation of the Stress-Strength Reliability Based on Generalized Order Statistics for Pareto Distribution

open access: yesJournal of Probability and Statistics, 2023
The aim of this paper is to obtain a Bayesian estimator of stress-strength reliability based on generalized order statistics for Pareto distribution. The dependence of the Pareto distribution support on the parameter complicates the calculations.
Zahra Karimi Ezmareh, Gholamhossein Yari
doaj   +1 more source

ESTIMASI PARAMETER DISTRIBUSI PARETO

open access: yesJurnal Diferensial, 2020
ABSTRAK Distribusi pareto (Generalized Pareto Distribution/GPD) diperkenalkan pertama kali oleh Pickands pada tahun 1975. Distribusi pareto lebih sering digunakan untuk pemodelan data ekstrim seperti hidrologi, klimatologi, dan udara.
Maria F Muda   +2 more
doaj   +1 more source

Temporal variations of the probability distribution of voronoi cells generated by earthquake epicenters

open access: yesFrontiers in Earth Science, 2022
The area of the cells of Voronoi tessellations has been modelled through different probability distributions among which the most promising are the generalized gamma and tapered Pareto distributions.
Renata Rotondi, Elisa Varini
doaj   +1 more source

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