نتایج جستجو برای: gumbel distribution

تعداد نتایج: 608743  

Journal: :Open Journal of Statistics 2021

A new generalized exponentiated Weibull model called Gumbel-exponentiated {Logistic} distribution is introduced and studied. The distribution extends the exponentiated with additional parameters bimodal densities. Some earlier distributions formed the sub-models of the proposed distribution. mathematical properties distribution including expressions for hazard function, survival moments, ...

Journal: :International Journal of Statistics and Probability 2021

In this article, additional properties of the Gumbel-Burr XII distribution, denoted by (GBXII(L)), defined in (Osatohanmwen et al., 2017), are studied. We consider some useful characterizations for GBXII(L) distribution and its properties. A simulation study is conducted to assess performance MLEs usefulness illustrated means three real data sets. The suggests that maximum likelihood method can...

Journal: : 2023

A Cubic Rank Transmuted Gumbel distribution (CTGD) in this article is a new generalization of the based on cubic ranking transmutation map. Examined are transmuted model's fundamental statistical properties, such as its hazard rate function, moment-generating moments, characteristic quantile entropy, and order statistics. Finally, usefulness applicability CTGD using two real data sets about wai...

2002
E. Simiu N. A. Heckert J. J. Filliben S. K. Johnson

We present a contribution to the current debate on whether it is more appropriate to fit a Gumbel distribution to the time series of the extreme dynamic pressures (i.e. of the squares of the extreme wind speeds) than to fit an extreme value distribution to the time series of the extreme wind speeds themselves. It has been shown that the use of time series of the extreme dynamic pressures would ...

2006
Richard A. Bell

Recent events in financial markets have highlighted the frequency with which large scale financial losses occur. Extreme value theory focusses on the statistical properties of such extreme events. In this paper, extreme value distributions are applied in the context of option pricing. Analytic solutions to the standard European option problem based on the assumption that returns are Gumbel dist...

Journal: :International journal of bioinformatics research and applications 2014
Terrance Quinn Zachariah Sinkala

We develop a general method for computing extreme value distribution (Gumbel, 1958) parameters for gapped alignments. Our approach uses mixture distribution theory to obtain associated BLOSUM matrices for gapped alignments, which in turn are used for determining significance of gapped alignment scores for pairs of biological sequences. We compare our results with parameters already obtained in ...

2010
Allyson M Abrams Ken Kleinman Martin Kulldorff

BACKGROUND The spatial and space-time scan statistics are commonly applied for the detection of geographical disease clusters. Monte Carlo hypothesis testing is typically used to test whether the geographical clusters are statistically significant as there is no known way to calculate the null distribution analytically. In Monte Carlo hypothesis testing, simulated random data are generated mult...

2014
S. A. Al-Subh

In this paper, our objective is to test the statistical hypothesis : ( ) ( ) for all against : ( ) ( ) 1 H F x F x x H F x F x o o o = ≠ for some , x where ( ) F x o is a known distribution function. In this study, a goodness of fit test statistics for Gumbel distribution based on Kullback-Leibler information is studied. The performance of the test under simple random sampling is investigated u...

2011
Filipe J. Marques Carlos A. Coelho Miguel de Carvalho

We show that the exact distribution of a positive linear combination of independent Gumbel random variables can be written as the sum of a linear combination of independent log Gamma distributions, and an independent shifted Generalized Integer Gamma distribution. Given the complexity of this exact distribution, we develop a near-exact distribution using a shifted Generalized Near-Integer Gamma...

2016
Paddy K.C. Janssen Marcel D. Waldinger Berend Olivier

PURPOSE To find the most accurate mathematical description of the intravaginal ejaculation latency time (IELT) distribution in the general male population. MATERIALS AND METHODS We compared the fitness of various well-known mathematical distributions with the IELT distribution of two previously published stopwatch studies of the Caucasian general male population and a stopwatch study of Dutch...

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