Results 161 to 170 of about 226,078 (183)
Some of the next articles are maybe not open access.
Upper record values from the generalized Pareto distribution and associated statistical inference
Communications in Statistics - Simulation and Computation, 2020We investigate point estimation and confidence interval estimation for the heavy-tailed generalized Pareto distribution (GPD) based on the upper record values.
Xu Zhao +5 more
openaire +1 more source
Mathematics and Computers in Simulation, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sanku Dey +2 more
openaire +1 more source
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sanku Dey +2 more
openaire +1 more source
Confidence Intervals of the Generalized Pareto Distribution Parameters Based on Upper Record Values
Acta Mathematicae Applicatae Sinica, English Series, 2019The paper presented a brief literature review of parameter estimation in the context of the generalized Pareto distribution. The authors presented a new approach to construct confidence intervals for the location and scale parameters of the generalized Pareto distribution, when the shape parameter is known.
Zhao, Xu +4 more
openaire +1 more source
On record values and the exponent of a distribution with regularly varying upper tail
Journal of Applied Probability, 1992Let {Xn, n ≧ 1} be an i.i.d. sequence of positive random variables with a continuous distribution function having a regularly varying upper tail. Denote by {X(n), n ≧ 1} the corresponding sequence of record values. We introduce two statistics based on the sequence of successive record values and investigate their asymptotic behaviour. We also give some
openaire +2 more sources
Pharmacoepidemiology and Drug Safety, 2009
AbstractPurposeComputerized databases can be an efficient resource to study the epidemiology of peptic ulcer (PU) and upper gastrointestinal complications (UGIC) if we achieve a high positive predictive value (PPV) of outcome definitions. We assessed the PPV of diagnosis codes in THIN, a primary‐care medical‐record database, to ascertain individuals ...
Andrea V, Margulis +2 more
openaire +2 more sources
AbstractPurposeComputerized databases can be an efficient resource to study the epidemiology of peptic ulcer (PU) and upper gastrointestinal complications (UGIC) if we achieve a high positive predictive value (PPV) of outcome definitions. We assessed the PPV of diagnosis codes in THIN, a primary‐care medical‐record database, to ascertain individuals ...
Andrea V, Margulis +2 more
openaire +2 more sources
Aequationes mathematicae, 2015
Let \({\{X_k, k\ge 1\}}\) be a sequence of i.i.d. random variables which has absolutely continuous distribution function F such that F(1) = 0 and F(x) 1. We show that if \({F \in C_1}\) , alternatively, \({F \in C_2}\) or \({F \in C_3}\) , then Xk’s have the Pareto distribution if and only if Wn+1,n has an identical distribution with Xk for all \({n ...
openaire +1 more source
Let \({\{X_k, k\ge 1\}}\) be a sequence of i.i.d. random variables which has absolutely continuous distribution function F such that F(1) = 0 and F(x) 1. We show that if \({F \in C_1}\) , alternatively, \({F \in C_2}\) or \({F \in C_3}\) , then Xk’s have the Pareto distribution if and only if Wn+1,n has an identical distribution with Xk for all \({n ...
openaire +1 more source
A note on the characterization of pareto distribution by the hazard rate of upper record values
2013Aliev, Fazil/0000-0001-8357-4699; ONCEL, Sevgi YURT/0000-0002-0990 ...
Ahsanullah, Mohammad +2 more
openaire +1 more source
Upper record values from the generalized Pareto distribution and associated statistical inference
Communications in Statistics Part B: Simulation and Computation, 2023Weihu Cheng, Pengyue Zhang
exaly
Estimation of Inverse Chen Distribution based on Upper Record Values
Mathematical Sciences Letters, 2021openaire +1 more source
2014
Summary: The distributions from proportional reversed hazard rate models have been extensively studied in literature because of their wide applicability in the modelling and analysis of lifetime data. Moreover, record values and their properties have also been examined by many authors. In this study, we consider the distributions from the two-parameter
KIZILASLAN, Fatih, NADAR., Mustafa
openaire +2 more sources
Summary: The distributions from proportional reversed hazard rate models have been extensively studied in literature because of their wide applicability in the modelling and analysis of lifetime data. Moreover, record values and their properties have also been examined by many authors. In this study, we consider the distributions from the two-parameter
KIZILASLAN, Fatih, NADAR., Mustafa
openaire +2 more sources