排序方式: 共有54条查询结果,搜索用时 15 毫秒
1.
Morad Alizadeh Gauss M. Cordeiro Maria do Carmo S. Lima Edwin M. M. Ortega 《Journal of Statistical Computation and Simulation》2017,87(2):367-389
We study a new family of continuous distributions with two extra shape parameters called the Burr generalized family of distributions. We investigate the shapes of the density and hazard rate function. We derive explicit expressions for some of its mathematical quantities. The estimation of the model parameters is performed by maximum likelihood. We prove the flexibility of the new family by means of applications to two real data sets. Furthermore, we propose a new extended regression model based on the logarithm of the Burr generalized distribution. This model can be very useful to the analysis of real data and provide more realistic fits than other special regression models. 相似文献
2.
Gauss M. Cordeiro Morad Alizadeh Thiago G. Ramires Edwin M. M. Ortega 《统计学通讯:理论与方法》2017,46(11):5685-5705
We introduce and study general mathematical properties of a new generator of continuous distributions with one extra parameter called the generalized odd half-Cauchy family. We present some special models and investigate the asymptotics and shapes. The new density function can be expressed as a linear mixture of exponentiated densities based on the same baseline distribution. We derive a power series for the quantile function. We discuss the estimation of the model parameters by maximum likelihood and prove empirically the flexibility of the new family by means of two real data sets. 相似文献
3.
Rodrigo R. Pescim Edwin M. M. Ortega Gauss M. Cordeiro Morad Alizadeh 《Journal of applied statistics》2017,44(2):233-252
We introduce a log-linear regression model based on the odd log-logistic generalized half-normal distribution [7]. Some of its structural properties including explicit expressions for the density function, quantile and generating functions and ordinary moments are derived. We estimate the model parameters by the maximum likelihood method. For different parameter settings, proportion of censoring and sample size, some simulations are performed to investigate the behavior of the estimators. We derive the appropriate matrices for assessing local influence diagnostics on the parameter estimates under different perturbation schemes. We also define the martingale and modified deviance residuals to detect outliers and evaluate the model assumptions. In addition, we demonstrate that the extended regression model can be very useful in the analysis of real data and provide more realistic fits than other special regression models. The potentiality of the new regression model is illustrated by means of a real data set. 相似文献
4.
In this article, we first present a characterization of the normal distribution and then we introduce an exact goodness of fit test for normal distribution. The power of the proposed test under various alternatives is compared with the existing tests, by simulation. 相似文献
5.
ABSTRACTLet T1: n ? T2: n ? ??? ? Tn: n be ordered lifetimes of components of a parallel system. In this article, the α-quantile past lifetime from the failure of the component with lifetime Tr: n provided that the system has failed at or before time t has been introduced. Then, some properties of this measure have been studied. 相似文献
6.
M. Alizadeh S.F. Bagheri E. Bahrami Samani S. Ghobadi S. Nadarajah 《统计学通讯:模拟与计算》2013,42(9):2499-2531
ABSTRACTWe introduce a new four-parameter generalization of the exponentiated power Lindley (EPL) distribution, called the exponentiated power Lindley power series (EPLPS) distribution. The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the minimum lifetime value among all risks. The distribution exhibits a variety of bathtub-shaped hazard rate functions. It contains as particular cases several lifetime distributions. Various properties of the distribution are investigated including closed-form expressions for the density function, cumulative distribution function, survival function, hazard rate function, the rth raw moment, and also the moments of order statistics. Expressions for the Rényi and Shannon entropies are also given. Moreover, we discuss maximum likelihood estimation and provide formulas for the elements of the Fisher information matrix. Finally, two data applications are given showing flexibility and potentiality of the EPLPS distribution. 相似文献
7.
Emad Ashtari Nezhad G. R. Mohtashami Borzadaran H. R. Nilli Sani Hadi Alizadeh Noughabi 《统计学通讯:模拟与计算》2013,42(10):2877-2897
AbstractIn time series, it is essential to check the independence of data by means of a proper method or an appropriate statistical test before any further analysis. Therefore, among different independence tests, a powerful and productive test has been introduced by Matilla-García and Marín via m-dimensional vectorial process, in which the value of the process at time t includes m-histories of the primary process. However, this method causes a dependency for the vectors even when the independence assumption of random variables is considered. Considering this dependency, a modified test is obtained in this article through presenting a new asymptotic distribution based on weighted chi-square random variables. Also, some other alterations to the test have been made via bootstrap method and by controlling the overlap. Compared with the primary test, it is obtained that not only the modified test is more accurate but also, it possesses higher power. 相似文献
8.
Hadi Alizadeh Noughabi Naser Reza Arghami 《Journal of Statistical Computation and Simulation》2013,83(8):1556-1569
This paper introduces a general goodness-of-fit test based on the estimated Kullback–Leibler information. The test uses the Vasicek entropy estimate. Two special cases of the test for location–scale and shape families are discussed. The results are used to introduce goodness-of-fit tests for the uniform, Laplace, Weibull and beta distributions. The critical values and powers for some alternatives are obtained by simulation. 相似文献
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10.
Hadi Alizadeh Noughabi 《Journal of Statistical Computation and Simulation》2019,89(10):1914-1934
We propose here a general statistic for the goodness of fit test of statistical distributions. The proposed statistic is constructed based on an estimate of Kullback–Leibler information. The proposed test is consistent and the limiting distribution of the test statistic is derived. Then, the established results are used to introduce goodness of fit tests for the normal, exponential, Laplace and Weibull distributions. A simulation study is carried out for examining the power of the proposed test and to compare it with those of some existing procedures. Finally, some illustrative examples are presented and analysed, and concluding comments are made. 相似文献