Results 21 to 30 of about 6,211,864 (316)
Marshall-Olkin Generalized Pareto Distribution: Bayesian and Non Bayesian Estimation
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
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
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
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]
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
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]
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
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
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ESTIMASI PARAMETER DISTRIBUSI PARETO
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
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

