Results 291 to 300 of about 50,402 (312)

DEVELOPING GENERALIZED LINEAR MODEL OF GAMMA-PARETO DISTRIBUTION

Far East Journal of Mathematical Sciences (FJMS), 2016
Summary: This paper discusses about developing generalized linear model (GLM) of Gamma-Pareto (G-P) distribution. It is shown that G-P is a member of exponential family distribution. Consequently, we can develop GLM based on G-P. With \(\log(\gamma/\min(\gamma))\) as response variable, the GLM has inverse, identity, and log link functions.
Hanum, Herlina, Wigena, Aji Hamim, Djuraidah, Anik, Mangku, I. Wayan   +3 more
openaire   +1 more source

Generalized Pareto Distributions Characterized by Generalized Order Statistics

Communications in Statistics - Theory and Methods, 2007
In recent years, several attempts have been made to characterize the generalized Pareto distributions (GPD) based on the properties of order statistics and record values. In the present article, we give some characterization results on GPD based on order statistics and generalized order statistics.
M. Tavangar, M. Asadi
openaire   +1 more source

On generalized order statistics from generalized pareto distribution

Communications in Statistics - Simulation and Computation, 2017
ABSTRACTThe aim of this paper is to estimate parameters of generalized Pareto distribution based on generalized order statistics. Some non-Bayesian methods, such as MLE, bootstrap and unbiased estimators have been obtained to develop point and interval estimations. Bayesian estimations have also been derived under LSE and LINEX loss functions.
Mehdi Rajaei Salmasi, Gholamhosein Yari
openaire   +1 more source

Some Characterizations on Generalized Pareto Distributions

Communications in Statistics - Theory and Methods, 2004
Generalized Pareto distributions (GPD) play an important role in reliability, extreme value theory, and other branches of statistics. This family of distributions includes exponential distribution, Pareto distribution, and Power distribution. In the present article, we will obtain some characterizations results on GPD. We first propose a new definition
openaire   +1 more source

Two-Parameter Generalized Pareto Distribution

1998
The Pareto distribution has been introduced in Chapter 19. Also discussed in the chapter are a brief review of literature and the methods of estimating its parameters. Kotz and Johnson (1985) provided a detailed discusson of the Pareto distributin. Methods for estimating parameters of the 2-parameter generalized Pareto (GP2) distribution were reviewed ...
openaire   +1 more source

Parametric Estimates in a Generalized Pareto Distribution

Journal of Information and Optimization Sciences, 1995
Abstract The biases and the mean square errors of the MLE, the alternative MLE, and the moment estimates for the scale and the shape parameters and the right-tail probability in a generalized Pareto distribution are numerically compared by Monte Carlo method.
Jungsoo Woo, M. Masoom Ali
openaire   +1 more source

Testing for a multivariate generalized Pareto distribution

Extremes, 2008
A goodness-of-fit test is proposed for testing the hypothesis that an observed sample is taken from a multivariate generalized Pareto distribution (GPD) with uniform margins. The test is based on an exceedance-over-threshold statistic which has a nearly Student-t distribution under \(H_0\).
Falk, M., Michel, R.
openaire   +2 more sources

LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION

Australian & New Zealand Journal of Statistics, 2007
SummaryTraditional methods for estimating parameters in the generalized Pareto distribution have theoretical and computational defects. The moment estimator and the probability‐weighted moment estimator have low asymptotic efficiencies. They may not exist or may give nonsensical estimates.
openaire   +1 more source

Fitting the Generalized Pareto Distribution to Data

Journal of the American Statistical Association, 1997
Abstract The generalized Pareto distribution (GPD) was introduced by Pickands to model exceedances over a threshold. It has since been used by many authors to model data in several fields. The GPD has a scale parameter ([sgrave] > 0) and a shape parameter (−∞ 1, the maximum likelihood estimates do not exist, and when k is between 1/2 and 1, they may ...
Enrique Castillo, Ali S. Hadi
openaire   +1 more source

Coupon collector's problem and generalized Pareto distributions

Journal of Statistical Planning and Inference, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jocković, Jelena, Mladenović, Pavle
openaire   +2 more sources