Pareto Poisson–Lindley distribution with applications

A new lifetime distribution is introduced based on compounding Pareto and Poisson–Lindley distributions. Several statistical properties of the distribution are established, including behavior of the probability density function and the failure rate function, heavy- and long-right tailedness, moments, the Laplace transform, quantiles, order statistics, moments of residual lifetime, conditional moments, conditional moment generating function, stress–strength parameter, Rényi entropy and Song's measure. We get maximum-likelihood estimators of the distribution parameters and investigate the asymptotic distribution of the estimators via Fisher's information matrix. Applications of the distribution using three real data sets are presented and it is shown that the distribution fits better than other related distributions in practical uses.     

Testing equality of conditionally jfclhwdqw exponential distributions

For the models given V = v (a common random stress), X and Y are independently exponentially distributed with failure rates λ₁and λ₂v, testing H₀λ₁λ₂using a random ‘paired’ sample is considered. It is shown that a uniformly most powerful invariant test does not exist even for one sided alternatives; locally most powerful invariant tests are derived and compared with existing procedures. The method is illustrated with reliability data. Finally, the robustness of the tests when the relationships of the failure rates to V is more complex are established.     

“农超对接”供应链的纵向合作研究——通道费、收入分享和Pareto改进

超市收取的高额通道费已成为我国"农超对接"供应链可持续发展的主要障碍。以超市和农产品生产基地组成的"农超对接"供应链为例,通过建立博弈数学模型,分别考察在独立决策、超市收取通道费和收入分享三种情形下,超市和农产品生产基地的收入变化情况。研究结果表明:(1)超市收取的通道费降低了农产品生产基地的收入;(2)当超市收取通道费大于某个临界值时,超市和农产品生产基地将失去进行收入分享合作的空间;(3)当超市收取通道费低于某个临界值时,存在一个收入分享合作策略的可行域,可以使双方的收入得到Pareto改进。     

Generalized additive modelling of sample extremes

Summary.  We describe smooth non-stationary generalized additive modelling for sample extremes, in which spline smoothers are incorporated into models for exceedances over high thresholds. Fitting is by maximum penalized likelihood estimation, with uncertainty assessed by using differences of deviances and bootstrap simulation. The approach is illustrated by using data on extreme winter temperatures in the Swiss Alps, analysis of which shows strong influence of the north Atlantic oscillation. Benefits of the new approach are flexible and appropriate modelling of extremes, more realistic assessment of estimation uncertainty and the accommodation of complex dependence patterns.     

A matching prior for extreme quantile estimation of the generalized Pareto distribution

Extreme quantile estimation plays an important role in risk management and environmental statistics among other applications. A popular method is the peaks-over-threshold (POT) model that approximate the distribution of excesses over a high threshold through generalized Pareto distribution (GPD). Motivated by a practical financial risk management problem, we look for an appropriate prior choice for Bayesian estimation of the GPD parameters that results in better quantile estimation. Specifically, we propose a noninformative matching prior for the parameters of a GPD so that a specific quantile of the Bayesian predictive distribution matches the true quantile in the sense of Datta et al. (2000).     

A Note on the Characterization of Positive Linnik Laws

Recently, Jayakumar & Pillai (1996) gave an interesting characterization of the positive Linnik laws in terms of the spectrum function of an infinitely divisible law. This paper improves their result and simplifies their proof. It proves another characterization result in terms of the Pareto law. Further, it represents the positive Linnik random variable as a function of independent gamma random variables.     

Optimum constant-stress life test plans for Pareto distribution under type-I censoring

The paper considers the case of constant-stress partially accelerated life testing (CSPALT) when two stress levels are involved under type-I censoring. The lifetimes of test items are assumed to follow a two-parameter Pareto lifetime distribution. Maximum-likelihood method is used to estimate the parameters of CSPALT model. Confidence intervals for the model parameters are constructed. Optimum CSPALT plans that determine the best choice of the proportion of test units allocated to each stress are developed. Such optimum test plans minimize the generalized asymptotic variance of the maximum-likelihood estimators of the model parameters. For illustration, Monte Carlo simulation studies are presented.     

基于帕累托改进的福建国际贸易便利化研究

受生产要素成本上升、国际市场需求不足等国内外复杂因素的影响,福建的外贸发展面临严峻的形势。由政府部门主导推行国际贸易便利化,增强外贸企业的国际竞争力,刻不容缓。福建的国际贸易便利化不仅要求国际贸易管理部门间要加强协作,减少因法律、惯例、办公程序和要求标准等带来的冲突,提高资源的产出效率,还要通过完善基础配套设施和加强信息平台建设等技术手段来提高福建国际贸易资源的配置效率。     

On determining the number of outliers in exponential and Pareto samples

In the present paper we suggest a procedure for the determination of the number of outliers in exponential and Pareto samples, using the predictive interval approach.     

基于POT-GPD损失分布的农业自然灾害VAR估算

 近年来,干旱、洪涝、雪灾等极端气象灾害频发,强烈冲击农业生产和粮食安全,科学估算农业自然灾害给粮食产出带来的风险价值,对预警农业自然灾害、确保粮食安全具有重要意义。文章针对农业自然灾害大灾损失的低频高损、数据稀少的特点,采用极值理论中的POT 模型对历史观测值超阀值数据进行建模,运用GPD模型对农业自然大灾损失进行拟合,模拟计算农业自然灾害VAR值,为农业自然灾害预警和粮食安全储备提供科学依据。