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变形广义极值分布的参数估计及实例分析 被引量:1
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作者 樊利利 《首都师范大学学报(自然科学版)》 2016年第6期18-24,共7页
本文通过对广义极值(GEV)分布运用二次秩变形映射导出变形的广义极值(TGEV)分布的概率分布函数和概率密度函数,并对TGEV分布的参数进行了MLE和矩估计.用R语言中的optim函数对TGEV分布的参数做了MLE估计,并对此估计方法的偏差和均方误差... 本文通过对广义极值(GEV)分布运用二次秩变形映射导出变形的广义极值(TGEV)分布的概率分布函数和概率密度函数,并对TGEV分布的参数进行了MLE和矩估计.用R语言中的optim函数对TGEV分布的参数做了MLE估计,并对此估计方法的偏差和均方误差做了模拟,说明对于TGEV分布来说,MLE估计方法效果很好.最后对变形广义极值分布进行实例分析,给出了TGEV分布拟合的结果,得到分位数及其置信区间的估计,并讨论了所得结果的实际意义. 展开更多
关键词 二次秩变形映射 变形广义极值分布 参数估计 非参数估计
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Transmuted Exponentiated Moment Pareto Distribution 被引量:1
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作者 Muhammad Zeshan Arshad Muhammad Zafar Iqbal Munir Ahmad 《Open Journal of Statistics》 2018年第6期939-961,共23页
In this work, the authors proposed a four parameter potentiated lifetime model named as Transmuted Exponentiated Moment Pareto (TEMP) distribution and discussed numerous characteristic measures of proposed model. Para... In this work, the authors proposed a four parameter potentiated lifetime model named as Transmuted Exponentiated Moment Pareto (TEMP) distribution and discussed numerous characteristic measures of proposed model. Parameters are estimated by the method of maximum likelihood and performance of these estimates is also assessed by simulations study. Four suitable lifetime datasets are modeled by the TEMP distribution and the results support that the proposed model provides much better results as compared to its sub-models. 展开更多
关键词 quadratic rank transmutation map (QRTM) PARETO Distribution HAZARD Function Fractional MOMENTS INCOMPLETE MOMENTS Rényi Entropy
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