Results 61 to 70 of about 49,841 (200)

Estimation and Bayesian Prediction of the Generalized Pareto Distribution in the Context of a Progressive Type-II Censoring Scheme

Applied Sciences
The generalized Pareto distribution plays a significant role in reliability research. This study concentrates on the statistical inference of the generalized Pareto distribution utilizing progressively Type-II censored data.
Tianrui Ye, Wenhao Gui
doaj   +1 more source

Frequency Analysis of Annual Maximum Flood for Segamat River

MATEC Web of Conferences, 2017
Several major floods had occurred in the last few decades in Segamat, causing extensive damage to properties and harm local community. For the purpose of flood risk management, this study estimated the average recurrence interval (ARI) and peak flows ...
Romali Noor Suraya, Yusop Zulkifli
doaj   +1 more source

LQ-Moments for Regional Flood Frequency Analysis: A Case Study for the North-Bank Region of the Brahmaputra River, India [PDF]

, 2011
The LQ-moment proposed by Mudholkar, et al. (1998) is used for regional flood frequency analysis of the North-Bank region of the river Brahmaputra, India.
Bhuyan, Abhijit, Borah, Munindra
core   +2 more sources

A new generalization of the Pareto–geometric distribution

Journal of the Egyptian Mathematical Society, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nassar, M., Nada, N.
openaire   +1 more source

Is the Pareto-Lévy law a good representation of income distributions? [PDF]

, 2011
Mandelbrot (1960) proposed using the so-called Pareto-Lévy class of distributions as a framework for representing income distributions. We argue in this paper that the Pareto-Lévy distribution is an interesting candidate for representing income ...
Dagsvik, John K., Jia, Zhiyang, Vatne, Bjørn H., Zhu, Weizhen   +3 more
core  

On Alpha Power Transformation Generalized Pareto Distribution and Some Properties

Journal of Applied Mathematics
Recently, the need to develop statistical distributions has become the most important spot. In this context, we employ the α-power transformation (APT) method to convert the generalized Pareto distribution (GPD) into a new distribution.
Salma Omar Bleed, Rasha Abd-Elwahab Attwa, Rabeea Farag Meftah Ali, Taha Radwan   +3 more
doaj   +1 more source

Forecast verification for extreme value distributions with an application to probabilistic peak wind prediction

, 2012
Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of probability ...
Friederichs, Petra, Thorarinsdottir, Thordis L.   +1 more
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The Exponentiated Generalized Extended Pareto Distribution [PDF]

Journal of Data Science, 2021
Thiago A. N. De Andrade, Luz M. Zea
openaire   +1 more source

Parameter Estimation for Generalized Pareto Distribution [PDF]

, 1988
The generalized Pareto distribution was introduced by Pickands (1975). Three methods of estimating the parameters of the generalized Pareto distribution were compared by Hosking and Wallis (1987) . The methods are maximum likelihood, method of moments and probability-weighted moments.
openaire   +2 more sources

Estimation of Value at Risk : Extreme Value and Robust Approaches

Operations Research and Decisions, 2010
The large portfolios of traded assets held by many financial institutions have made the measurement of market risk a necessity. In practice, VaR measures are computed for several holding periods and confidence levels.
Grażyna Trzpiot, Justyna Majewska
doaj