Results 41 to 50 of about 49,841 (200)

On Generalized Inverse Pareto Family of Distributions: Properties and Applications

Journal of Probability and Statistics
In this paper, we propose new families of generalized inverse Pareto distributions using the T-R{Y} framework. Several choices of the distributions for the random variables T and Y give rise to generalized families of the random variable R, which in this
Nirajan Budhathoki, Felix Famoye
doaj   +1 more source

A New Extended Kumaraswamy Generalized Pareto Distribution With Rainfall Application

IEEE Access
In this paper, we introduce a new form of Generalized Pareto (GP) distribution which is an extension of Kumaraswamy generalized Pareto (KumGP) distribution based on KM transformation, referred to as KMKGP distribution.
Natthinee Deetae, Pannawit Khamrot, Katechan Jampachaisri   +2 more
doaj   +1 more source

Characterizations of Pareto, Weibull and Power Function Distributions Based On Generalized Order Statistics [PDF]

, 2016
Characterizations of probability distributions by different regression conditions on generalized order statistics has attracted the attention of many researchers.
Ahsanullah, M., Hamedani, Gholamhossein
core   +1 more source

The generalized Pareto process; with a view towards application and simulation

, 2014
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$.
de Haan, Laurens, Ferreira, Ana
core   +1 more source

Inferences for Generalized Pareto Distribution Based on Progressive First-Failure Censoring Scheme

Complexity, 2021
In this article, we consider estimation of the parameters of a generalized Pareto distribution and some lifetime indices such as those relating to reliability and hazard rate functions when the failure data are progressive first-failure censored.
Rashad M. El-Sagheer, Taghreed M. Jawa, Neveen Sayed-Ahmed   +2 more
doaj   +1 more source

Calculation of solvency capital requirements for non-life underwriting risk using generalized linear models [PDF]

, 2017
The paper presents various GLM models using individual rating factors to calculate the solvency capital requirements for non-life underwriting risk in insurance.
Andrade-Silva, CEA, CEIOPS, EIOPA, Frees, GDV, IAA, Meng, Murphy, Sandström, SST   +10 more
core   +1 more source

Parameter Estimation Based on Cumulative Kullback–Leibler Divergence

Revstat Statistical Journal, 2021
In this paper, we propose some estimators for the parameters of a statistical model based on Kullback–Leibler divergence of the survival function in continuous setting and apply it to type I censored data.
Yaser Mehrali , Majid Asadi
doaj   +1 more source

Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data

, 2009
Extreme value data with a high clump-at-zero occur in many domains. Moreover, it might happen that the observed data are either truncated below a given threshold and/or might not be reliable enough below that threshold because of the recording devices ...
Couturier, Dominique-Laurent, Victoria-Feser, Maria-Pia   +1 more
core   +2 more sources

Regional analysis of maximum rainfall using L-moment and TL-moment: a comparative case study for the north East India [PDF]

, 2017
In this study it has been tried to develop a suitable model for maximum rainfall frequency analysis of the North East India using best fit probability distribution.
Bora, Dhruba Jyoti, Borah, Munindra
core   +2 more sources

evgam: An R Package for Generalized Additive Extreme Value Models

Journal of Statistical Software, 2022
This article introduces the R package evgam. The package provides functions for fitting extreme value distributions. These include the generalized extreme value and generalized Pareto distributions.
Benjamin D. Youngman
doaj   +1 more source