TL-moments of the exponentiated generalized extreme value distribution

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

L-moments and TL-moments of the generalized lambda distribution

The 4-parameter generalized lambda distribution (GLD) is a flexible distribution capable of mimicking the shapes of many distributions and data samples including those with heavy tails. The method of L-moments and the recently developed method of trimmed L-moments (TL-moments) are attractive techniques for parameter estimation for heavy-tailed distributions for which the Land TL-moments have be...

متن کامل

The Exponentiated Generalized NH Distribution

Nadarajah and Haghighi (2011) introduced a new generalization of the exponential distribution as an alternative to the gamma, Weibull and exponeniated exponential distributions. In this paper, a generalization of the Nadarajah– Haghighi (NH) distribution namely exponentiated generalized NH distribution is introduced and discussed. The properties and applications of proposed model to real dat...

متن کامل

Exponentiated Generalized Inverse Weibull Distribution

The inverse Weibull distribution can be readily applied to a wide range of situations including applications in medicine, reliability and ecology. In this article we introduce a new model of generalized inverse Weibull distribution referred to as the Exponentiated generalized inverse distribution. We provide a comprehensive mathematical treatment of this distribution. We derive the moment gener...

متن کامل

Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR) October 2007 Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR)

Ait-Sahalia and Lo (2000) and Panigirtzoglou and Skiadopoulos (2004) have argued that Economic VaR (E-VaR), calculated under the option market implied risk neutral density is a more relevant measure of risk than historically based VaR. As industry practice requires VaR at high confidence level of 99%, we propose Extreme Economic Value at Risk (EE-VaR) as a new risk measure, based on the General...

متن کامل

The Kumaraswamy-Generalized Exponentiated Pareto Distribution

The modeling and analysis of lifetimes is an important aspect of statistical work in a wide variety of scientific and technological fields. For the first time the Kum-GEP distribution is introduced and studied. This distribution can have a decreasing and upside-down bathtub failure rate function depending on the value of its parameters; it's including some special sub-model like exponentiated P...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Advanced Research

سال: 2010

ISSN: 2090-1232

DOI: 10.1016/j.jare.2010.06.003