منابع مشابه
Generalized Logistic Models and its orthant tail dependence
Abstract: The Multivariate Extreme Value distributions have shown their usefulness in environmental studies, financial and insurance mathematics. The Logistic or Gumbel-Hougaard distribution is one of the oldest multivariate extreme value models and it has been extended to asymmetric models. In this paper we introduce generalized logistic multivariate distributions. Our tools are mixtures of co...
متن کاملApplications of Skew Models Using Generalized Logistic Distribution
1 Department of Statistics and Applied Mathematics, Federal University of Ceara, Fortaleza, CE 60020-181, Brazil 2 DICRE, Credit Risk Management, Bank of Brazil—BB, Brasilia 70073-901, Brazil; [email protected] 3 Department of Statistics, University of Brasilia, Brasilia 70910-900, Brazil; [email protected] * Correspondence: [email protected]; Tel.: +55-85-3366-9447 † These ...
متن کاملA generalized logistic distribution
for −∞ < z < ∞. The properties of this distribution and its generalizations have been studied by several authors. Of particular eminence are the numerous papers on this topic by Professor N. Balakrishnan and his colleagues; see, for example, Balakrishnan [1, 2, 3], Balakrishnan and Aggarwala [4], Balakrishnan et al. [5, 7, 12], Balakrishnan and Chan [6], Balakrishnan and Joshi [8], Balakrishnan...
متن کاملOn Symmetric Extended Generalized Logistic Distribution
In this paper, we consider a form of the generalized logistic distribution named symmetric extended generalized logistic distribution or extended type III generalized logistic distribution. The distribution is derived by compounding a two-parameter generalized Gumbel distribution with a two-parameter generalized gamma distribution. The cumulative distribution and some properties of this distrib...
متن کاملThe Type I Generalized Half Logistic Distribution
In this paper, we considered the half logistic model and derived a probability density function that generalized it. The cumulative distribution function, the $n^{th}$ moment, the median, the mode and the 100$k$-percentage points of the generalized distribution were established. Estimation of the parameters of the distribution through maximum likelihood method was accomplished with the aid of c...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 1989
ISSN: 0895-7177
DOI: 10.1016/0895-7177(89)90256-2