Results 251 to 260 of about 9,149,520 (280)
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CHARACTERIZATION OF DISTRIBUTIONS VIA k-TH UPPER RECORD VALUES
Far East Journal of Theoretical Statistics, 2016Summary: We use a new measure of dependence called pseudo-covariance introduced in [the authors, Demonstr. Math. 45, No. 2, 243--256 (2012; Zbl 1269.62049)] to characterize the exponential, Pareto and power distributions via \(k\)-th upper record values.
Pawlas, Piotr, Szynal, Dominik
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Statistical inference for the generalized Rayleigh distribution based on upper record values
Model Assisted Statistics and Applications, 2017We consider the problem of estimating the parameters of generalized Rayleigh distribution both from frequentist and Bayesian point of view when the available data is in the form of record values. Bayes' estimators of the unknown parameters are obtained under symmetric and asymmetric loss functions using gamma priors on both the shape and the scale ...
Sanku Dey +2 more
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Inference about Weibull Distribution Using Upper Record Values
International Journal of Reliability, Quality and Safety Engineering, 2015This paper studies the frequentist inference about the shape and scale parameters of the two-parameter Weibull distribution using upper record values. The exact sampling distribution of the MLE of the shape parameter is derived. The asymptotic normality of the MLEs of both parameters are obtained.
Kai Huang, Jie Mi
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Inferences for the DUS-Exponential Distribution Based on Upper Record Values
Annals of Data Science, 2019This article considers the problem of estimation of the parameter of DUS-exponential distribution based on upper records through classical as well as Bayesian procedures. Maximum likelihood estimator is calculated under the classical scheme and Bayes estimator is obtained under the squared error loss function by using MCMC technique.
Ayush Tripathi +2 more
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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
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Statistical Inference for the Chen Distribution Based on Upper Record Values
Annals of Data Science, 2019This article presents the Bayesian and classical inferences for the Chen distribution assuming upper record values. As the posterior distribution is not in a closed form, a Markov Chain Monte Carlo method is presented to obtain the posterior summaries.
Farhad Yousaf, Sajid Ali, Ismail Shah
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Mathematics and Computers in Simulation, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sanku Dey +2 more
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sanku Dey +2 more
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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
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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
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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
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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
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