Results 21 to 30 of about 6,211,864 (316)

Marshall-Olkin Generalized Pareto Distribution: Bayesian and Non Bayesian Estimation

open access: yesPakistan Journal of Statistics and Operation Research, 2020
A new generalization of generalized Pareto Distribution is obtained using the generator Marshall-Olkin distribution (1997). The new distribution MOGP is more flexible and can be used to model non-monotonic failure rate functions.
H. Haj Ahmad, E. Almetwally
semanticscholar   +1 more source

Estimation of the Stress-Strength Reliability for Exponentiated Pareto Distribution Using Median and Ranked Set Sampling Methods

open access: yesComputers Materials & Continua, 2020
In reliability analysis, the stress-strength model is often used to describe the life of a component which has a random strength (X) and is subjected to a random stress (Y). In this paper, we considered the problem of estimating the reliability R = P [Y <
Amer Ibrahim Al-Omari   +3 more
semanticscholar   +1 more source

Characterization of Generalized Distribution by Doubly Truncated Moment

open access: yesStatistica, 2021
In this paper characterization properties based on conditional expectation of a continuous function of random variable are studied when truncation is from both the sides, left and right. Then, these results are applied to obtain the k-th doubly truncated
Haseeb Athar   +2 more
doaj   +1 more source

On composite length-biased exponential-Pareto distribution: Properties, simulation, and application in actuarial science

open access: yesFrontiers in Applied Mathematics and Statistics, 2023
The composite length-biased exponential-Pareto (CLBEP) distribution is a new composite distribution that is introduced in this article. This model's probability density function, moments, and quantiles, among other statistical characteristics, are ...
Moulouk Halima Benchettah   +2 more
doaj   +1 more source

Fisher–Rao geometry and Jeffreys prior for Pareto distribution [PDF]

open access: yesCommunications in Statistics - Theory and Methods, 2019
In this paper, we investigate the Fisher–Rao geometry of the two-parameter family of Pareto distribution. We prove that its geometrical structure is isometric to the Poincaré upper half-plane model, and then study the corresponding geometrical features ...
Mingming Li, Huafei Sun, Linyu Peng
semanticscholar   +1 more source

A Review of More than One Hundred Pareto-Tail Index Estimators

open access: yesStatistica, 2021
Heavy-tailed distributions are often encountered in economics, finance, biology, telecommunications, geology, etc. The heaviness of a tail is measured by a tail index. Numerous methods for tail index estimation have been proposed. This paper reviews more
Igor Fedotenkov
doaj   +1 more source

The Interrupted Power Law and The Size of Shadow Banking [PDF]

open access: yes, 2014
Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a sharp cut-off in its upper tail, where it is totally dominated by ...
Fiaschi, Davide   +3 more
core   +3 more sources

Parameter Identification for Memristive Chaotic System Using Modified Sparrow Search Algorithm

open access: yesFrontiers in Physics, 2022
A memristor is a non-linear element. The chaotic system constructed by it can improve its unpredictability and complexity. Parameter identification of a memristive chaotic system is the primary task to implement chaos control and synchronization.
Qi Xiong   +3 more
doaj   +1 more source

ESTIMASI PARAMETER DISTRIBUSI PARETO

open access: yesJurnal Diferensial, 2020
ABSTRAK Distribusi pareto (Generalized Pareto Distribution/GPD) diperkenalkan pertama kali oleh Pickands pada tahun 1975. Distribusi pareto lebih sering digunakan untuk pemodelan data ekstrim seperti hidrologi, klimatologi, dan udara.
Maria F Muda   +2 more
doaj   +1 more source

Analysis of Solidarity Effect for Entropy, Pareto, and Gini Indices on Two-Class Society Using Kinetic Wealth Exchange Model

open access: yesEntropy, 2020
It is well known that two different underlying dynamics lead to different patterns of income/wealth distribution such as the Boltzmann–Gibbs form for the lower end and the Pareto-like power-law form for the higher-end. The Boltzmann–Gibbs distribution is
Gyuchang Lim, Seungsik Min
doaj   +1 more source

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