The results of probabilistic event attribution studies depend on the choice of the extreme value statistics used in the analysis, particularly with the arbitrariness in the selection of appropriate thresholds to define extremes.
J. S. Nanditha +3 more
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Quantile-Based Generalized Entropy of Order (α, β) for Order Statistics
In the present paper, we propose a quantile version of generalized entropy measure for order statistics for residual and past lifetimes and study their properties. Lower and upper bound of the proposed measures are derived.
Vikas Kumar, Nirdesh Singh
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ANALISIS DATA EKSTRIM TINGGI GELOMBANG DI PERAIRAN UTARA SEMARANG MENGGUNAKAN GENERALIZED PARETO DISTRIBUTION [PDF]
Informasi gelombang ekstrim merupakan salah satu faktor yang dipertimbangkan dalam perencanaan bangunan pantai. Tinggi gelombang ekstrim diidentifikasi untuk memaksimalkan ketahanan bangunan pantai terhadap kejadian gelombang tinggi (ekstrim ...
Nursamsiah, Nursamsiah +2 more
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Improved inference for the generalized Pareto distribution
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Pires, Juliana F. +2 more
openaire +2 more sources
Neutrosophic Generalized Pareto Distribution
Nahed I. Eassa +2 more
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Group Acceptance Sampling Plan for Lifetime Data Using Generalized Pareto Distribution [PDF]
In this paper, a group acceptance sampling plan (GASP) is introduced for the situations when lifetime of the items follows the generalized Pareto distribution. The design parameters such as minimum group size and acceptance number are determined when the
Muhammad Aslam +2 more
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PENENTUAN VALUE AT RISK SAHAM KIMIA FARMA PUSAT MELALUI PENDEKATAN DISTRIBUSI PARETO TERAMPAT (Studi Kasus : Harga Penutupan Saham Harian Kimia Farma Pusat Periode Oktober 2009 – September 2014) [PDF]
Each investment object being traded in the stock market will get return that it has risk potential. Return and risk has mutual correlation that equilibrium. If the risk is high, then it obtains high return and vice versa.
ZUMROHTULIYOSI, DEDE
core
Extreme event such as extreme rainfall have been analyzed and most concern for the country all around the world. There are two common distribution for extreme value which are Generalized Extreme Value distribution and Generalized Pareto distribution ...
Achi Rinaldi
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Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution [PDF]
AMS classifications: 62G20; 62G32;bias;exchange rate;heavy tails;peaks-over-threshold;regular variation;tail ...
Beirlant, J., Joossens, E., Segers, J.
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Estimación de índices de capacidad de procesos usando la distribución generalizada de pareto
Los índices de capacidad de procesos (ICP) son un medio altamente efectivo de determinar la calidad del producto y desempeño del proceso. Entre muchos índices de capacidad de procesos desarrollados, Cp, Cpk, Cpm y Cpmk son los cuatro índices más ...
Martha Rosa Valdiviezo Márquez +1 more
doaj

