Pareto distribution
BC Arnold - Wiley StatsRef: Statistics Reference Online, 2014 - Wiley Online Library
Pareto distributions and related generalizations have historically been viewed as being
suitable for modelling income and wealth distributions. Following a brief review of the history …
suitable for modelling income and wealth distributions. Following a brief review of the history …
[BOOK][B] An introduction to order statistics
M Ahsanullah, VB Nevzorov, M Shakil - 2013 - Springer
Dear Reader, imagine that you are a participant of Olympic Games, say, you are one of n
competitors in high-jum**. Before the start the future results of participants can be …
competitors in high-jum**. Before the start the future results of participants can be …
Recurrence relations for moments of lower generalized order statistics from exponentiated Lomax distribution and its characterization
IB Abdul-Moniem - J. Math. Comput. Sci., 2012 - scik.org
In this paper, recurrence relations for single and product moments of generalized order
statistics from Exponentiated Lomax Distribution have been obtained. Specializations to …
statistics from Exponentiated Lomax Distribution have been obtained. Specializations to …
[BOOK][B] Characterizations of univariate continuous distributions
M Ahsanullah - 2017 - Springer
Characterization of distributions plays an important role in statistical science. Using the basic
properties of data, characterizations provide the type of distributions of that data set …
properties of data, characterizations provide the type of distributions of that data set …
Absolute continuous bivariate generalized exponential distribution
D Kundu, RD Gupta - AStA Advances in Statistical Analysis, 2011 - Springer
Generalized exponential distribution has been used quite effectively to model positively
skewed lifetime data as an alternative to the well known Weibull or gamma distributions. In …
skewed lifetime data as an alternative to the well known Weibull or gamma distributions. In …
A class of bivariate models with proportional reversed hazard marginals
D Kundu, RD Gupta - Sankhya B, 2010 - Springer
Recently the proportional reversed hazard model has received a considerable amount of
attention in the statistical literature. The main aim of this paper is to introduce a bivariate …
attention in the statistical literature. The main aim of this paper is to introduce a bivariate …
[PDF][PDF] On moments of lower generalized order statistics from exponentiated Pareto distribution and its characterization
In this paper we establish explicit expressions and some recurrence relations for single and
product moments of lower generalized order statistics from exponentiated Pareto …
product moments of lower generalized order statistics from exponentiated Pareto …
[PDF][PDF] Modelling volatility and financial market risk of shares on the Johannesburg stock exchange
In this paper, we develop ARMA-GARCH type models for modelling volatility and financial
market risk of shares on the Johannesburg Stock Exchange under the assumption of a …
market risk of shares on the Johannesburg Stock Exchange under the assumption of a …
[PDF][PDF] Estimation of location and scale parameters of Weibull distribution using generalized order statistics under type II singly and doubly censored data
In this research paper, we have discussed the estimation of location and scale parameters of
Weibull distribution using concept of generalized order statistics by the best linear unbiased …
Weibull distribution using concept of generalized order statistics by the best linear unbiased …
[BOOK][B] New statistical models for extreme values
S Eljabri - 2013 - search.proquest.com
Extreme value theory (EVT) has wide applicability in several areas like hydrology,
engineering, science and finance. Across the world, we can see the disruptive effects of …
engineering, science and finance. Across the world, we can see the disruptive effects of …