Results 61 to 70 of about 30,679 (211)
Gumbel-Geometric Distribution: Properties and Applications
Gazi University Journal of Science, 2020 A three-parameter generalization of the Gumbel distribution, which we call Gumbel-geometric distribution, is defined and investigated. The shape of the density and hazard function is examined and discussed. Explicit expressions for the moment generating function, the characteristics function and the rth order statistic are obtained. Other properties of
Bamidele OSENİ, Hassan OKASHA
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Subuniformity of harmonic mean p$$ p $$‐values
Canadian Journal of Statistics, EarlyView.Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
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Revista Colombiana de Estadística, 2011 In many practical situations, clinical diagnostic procedures include two or more biological traits whose outcomes are expressed on a continuous scale and are then dichotomized using a cut point.
Tovar José Rafael, Achcar Jorge Alberto
doaj
1/f Noise and Extreme Value Statistics
, 2001 We study the finite-size scaling of the roughness of signals in systems displaying Gaussian 1/f power spectra. It is found that one of the extreme value distributions (Gumbel distribution) emerges as the scaling function when the boundary conditions are ...
A. V. Yakimov +31 more
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Asymptotic independence in more than two dimensions and its implications on risk management
Canadian Journal of Statistics, EarlyView.Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley +1 more source
Indexes to Measure Dependence between Clinical Diagnostic Tests: A Comparative Study
Revista Colombiana de Estadística, 2011 In many practical situations, clinical diagnostic procedures include two or more biological traits whose outcomes are expressed on a continuous scale and are then dichotomized using a cut point.
JOSÉ RAFAEL TOVAR, JORGE ALBERTO ACHCAR
doaj
The Gumbel- Pareto Distribution: Theory and Applications
مجلة بغداد للعلوم, 2019 In this paper, for the first time we introduce a new four-parameter model called the Gumbel- Pareto distribution by using the T-X method. We obtain some of its mathematical properties. Some structural properties of the new distribution are studied.
Saad et al.
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Seismic Hazard Assessment For Peninsular Malaysia Using Gumbel Distribution Method [PDF]
, 2005 This Paper Presents The Preliminary Study On Seismic Hazard Assessment Which Involved Developing Macrozonation Map For Two Hazard Levels, I.E. 10% And 2% Probabilities Of Exceedance In 50 Years For Bedrock Of Peninsular Malaysia.
Adnan, Azlan +3 more
core
Galaxy distribution and extreme value statistics
, 2009 We consider the conditional galaxy density around each galaxy, and study its fluctuations in the newest samples of the Sloan Digital Sky Survey Data Release 7.
Abazajian K. +16 more
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Waves of Uncertainty: Crude Oil Under Geopolitical, Economic, and ESG Turbulence
Energy Science &Engineering, EarlyView.Dynamic copula and wavelet coherence reveal that geopolitical, economic, and sustainability uncertainties significantly shape crude oil price co‐movements. Long‐term coherence, especially post‐2015, highlights the growing role of ESG risks alongside geopolitical shocks and economic crises in global energy risk transmission.
Sana Braiek +3 more
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