Results 21 to 30 of about 2,880 (183)
Detection of mean reversion point based on quantiles of extreme value distribution: evidences from Iran and international markets [PDF]
تصمیم گیری و تحقیق در عملیات, 2021 Purpose: Deciding on the existence of the mean reversion property in financial data has attracted the attention of many researchers, and different tests have been proposed to evaluate the presence of this feature in the data.
Hossein Mohajer, Afshin Fayyaz Movaghar
doaj +1 more source
Rainfall probability modeling for Neelambur areas of Coimbatore, Tamil Nadu
Journal of Agrometeorology, 2009 Daily rainfall data obtained from the rain gauge station, Sulur (110 N and 770 E) were analyzed for fitting one day maximum rainfall, average weekly, monthly and seasonal rainfall data, using different distributions like Normal, Log-normal, Gumbel and ...
B. MAHESHWARA BABU, D. C. SAHOO
doaj +1 more source
The Gumbel hypothesis test for left censored observations using regional earthquake records as an example [PDF]
Natural Hazards and Earth System Sciences, 2011 Annual maximum (AM) time series are incomplete (i.e., censored) when no events are included above the assumed censoring threshold (i.e., magnitude of completeness).
E. M. Thompson +3 more
doaj +1 more source
Gumbel and κ-Gumbel probability distributions
, 2022 Here we propose the use of the κ-exponential to deform the Gumbel distribution. The κ-exponential is a function of κ-statistics, a statistics which has been developed by G. Kaniadakis, Politecnico di Torino, in the framework of special relativity and used for statistical analyses involving power law tailed statistical distributions.
openaire +2 more sources
Model of contact friction based on extreme value statistics
Friction, 2018 We propose a model based on extreme value statistics (EVS) and combine it with different models for single-asperity contact, including adhesive and elasto-plastic contacts, to derive a relation between the applied load and the friction force on a rough ...
A. Malekan, S. Rouhani
doaj +1 more source
Extended Gumbel Type-2 Distribution: Properties and Applications
Journal of Applied Mathematics, 2020 In this paper, we proposed a new four-parameter Extended Gumbel type-2 distribution which can further be split into the Lehman type I and type II Gumbel type-2 distribution by using a generalized exponentiated G distribution.
A. A. Ogunde +3 more
doaj +1 more source
Local sequence alignments statistics: deviations from Gumbel statistics in the rare-event tail
Algorithms for Molecular Biology, 2007 Background The optimal score for ungapped local alignments of infinitely long random sequences is known to follow a Gumbel extreme value distribution. Less is known about the important case, where gaps are allowed. For this case, the distribution is only
Burghardt Bernd +2 more
doaj +1 more source
On Testing the Exponential and Gumbel Distribution [PDF]
, 1994 Consider the statistical experiment (ℝ B, {H β: β ∈ ℝ }), where Hβ denotes the generalized Pareto distribution given by the von Mises parametrization and H 0 is the standard exponential distribution. We investigate the two-sided testing problem H 0 against H β, β≠0. For that testing problem an asymptotically uniformly optimal test is established.
openaire +2 more sources
Pesquisa Agropecuária Brasileira, 2004 O objetivo deste trabalho foi verificar o ajuste das séries de dados de radiação solar global média decendial, de 22 municípios do Estado do Rio Grande do Sul, às funções de distribuições de probabilidade normal, log-normal, gama, gumbel e weibull ...
Alberto Cargnelutti Filho +2 more
doaj +1 more source
A study of methods for estimating in the exponentiated Gumbel distribution [PDF]
Journal of Statistical Theory and Applications, 2017 The exponentiated Gumbel model has been shown to be useful in climate modeling including global warming problem, flood frequency analysis, offshore modeling, rainfall modeling and wind speed modeling. Here, we consider estimation of the PDF and the CDF of the exponentiated Gumbel distribution.
K. Fathi +3 more
openaire +3 more sources