A NEW DISTRIBUTION FOR EXTREME VALUES: REGRESSION MODEL, CHARACTERIZATIONS AND APPLICATIONS
A new four parameter extreme value distribution is defined and studied. Various structural properties of the proposed distribution including ordinary and incomplete moments, generating functions, residual and reversed residual life functions, order statistics are investigated. Some useful characteri...
Saved in:
| Published in: | Journal of Data Science Vol. 16; no. 4; pp. 677 - 706 |
|---|---|
| Main Authors: | , , , , |
| Format: | Journal Article |
| Language: | English |
| Published: |
中華資料採礦協會
24-02-2021
|
| Subjects: | |
| Online Access: | Get full text |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Abstract | A new four parameter extreme value distribution is defined and studied. Various structural properties of the proposed distribution including ordinary and incomplete moments, generating functions, residual and reversed residual life functions, order statistics are investigated. Some useful characterizations based on two truncated moments as well as based on the reverse hazard function and on certain functions of the random variable are presented. The maximum likelihood method is used to estimate the model parameters. Further, we propose a new extended regression model based on the logarithm of the new distribution. The new distribution is applied to model three real data sets to prove empirically its flexibility. |
|---|---|
| AbstractList | A new four parameter extreme value distribution is defined and studied. Various structural properties of the proposed distribution including ordinary and incomplete moments, generating functions, residual and reversed residual life functions, order statistics are investigated. Some useful characterizations based on two truncated moments as well as based on the reverse hazard function and on certain functions of the random variable are presented. The maximum likelihood method is used to estimate the model parameters. Further, we propose a new extended regression model based on the logarithm of the new distribution. The new distribution is applied to model three real data sets to prove empirically its flexibility. |
| Author | G. R. Aryal G. G. Hamedani H. M. Yousof T. G. Ramires S. M. A. Jahanshahi |
| Author_xml | – sequence: 1 givenname: H.M. surname: Yousof fullname: Yousof, H.M. – sequence: 2 givenname: S.M.A. surname: Jahanshahi fullname: Jahanshahi, S.M.A. – sequence: 3 givenname: T.G. surname: Ramires fullname: Ramires, T.G. – sequence: 4 givenname: G.R. surname: Aryal fullname: Aryal, G.R. – sequence: 5 givenname: G.G. surname: Hamedani fullname: Hamedani, G.G. |
| BookMark | eNpVkN9PgzAQgBujidv0XzB91ERmf0AB3xC6DcPGAkyNPjQF2oRFNwP64H9vETV6D71r775L843B4W6_UwCcYTRllPpXt1E-JQh7GAnMzu2LKTJBDsAIM49aHkPk8E99DMZdtzUDPvLQCDwFcMXvYRTnRRbfbIo4XcFZmkH-UGR8yeFdkGx4fg0zPs94nvftZRrx5BKGiyALwoJn8WPQYzkMVhEM1uskDoeHE3Ck5XOnTr_zBGxmvAgXVpLOzUxiSYIxsaRLCPXrqmYU-0g7yvOlVIo6DpYlJjbTdq2pRrr065JW2pyO9mxCFZWqKjGdADbsrdp917VKi9e2eZHthzBKekXCKBK_ioQtxJciAy4GUDZt89aI7f693Zmfit5WL-sHGhJ2DIX_X5jrChcx-glQ72h4 |
| CitedBy_id | crossref_primary_10_1080_16583655_2020_1733767 crossref_primary_10_18187_pjsor_v17i1_2991 crossref_primary_10_18187_pjsor_v16i2_3298 crossref_primary_10_18187_pjsor_v19i1_3377 crossref_primary_10_1016_j_marstruc_2022_103297 crossref_primary_10_1016_j_jksus_2020_04_015 crossref_primary_10_18187_pjsor_v16i4_2930 crossref_primary_10_18187_pjsor_v17i4_3471 crossref_primary_10_18187_pjsor_v16i3_2953 crossref_primary_10_1016_j_asej_2020_08_029 |
| ContentType | Journal Article |
| DBID | 188 AAYXX CITATION |
| DOI | 10.6339/JDS.201810_16(4).00002 |
| DatabaseName | Airiti Library CrossRef |
| DatabaseTitle | CrossRef |
| DatabaseTitleList | |
| DeliveryMethod | fulltext_linktorsrc |
| EISSN | 1683-8602 |
| EndPage | 706 |
| ExternalDocumentID | 10_6339_JDS_201810_16_4__00002 16838602_201810_201810150001_201810150001_677_706 |
| GroupedDBID | 188 29K 2UF 2WC 5GY ABDBF ACGFO ACIPV AEGXH AIAGR AINHJ ALMA_UNASSIGNED_HOLDINGS ATFKH CNMHZ CVCKV D-I E3Z EAD EAP EBS EJD EMK EPL ESX GROUPED_DOAJ J9A M~E OK1 P2P RNS TR2 TUS TUXDW UY8 UZ4 XSB AAYXX CITATION |
| ID | FETCH-LOGICAL-a2112-a72239dcd63190f5e89aaee3551ab1246f4df3f0fb9db3cf9db5f8423e3aecb13 |
| ISSN | 1683-8602 1680-743X |
| IngestDate | Fri Aug 23 02:41:45 EDT 2024 Tue Oct 01 22:51:30 EDT 2024 |
| IsDoiOpenAccess | false |
| IsOpenAccess | true |
| IsPeerReviewed | false |
| IsScholarly | true |
| Issue | 4 |
| Keywords | Parameter estimation Simulation Regression model Extreme value distribution Order statistics |
| Language | English |
| LinkModel | OpenURL |
| MergedId | FETCHMERGED-LOGICAL-a2112-a72239dcd63190f5e89aaee3551ab1246f4df3f0fb9db3cf9db5f8423e3aecb13 |
| OpenAccessLink | https://jds-online.org/journal/JDS/article/198/file/pdf |
| PageCount | 30 |
| ParticipantIDs | crossref_primary_10_6339_JDS_201810_16_4__00002 airiti_journals_16838602_201810_201810150001_201810150001_677_706 |
| PublicationCentury | 2000 |
| PublicationDate | 2021-2-24 |
| PublicationDateYYYYMMDD | 2021-02-24 |
| PublicationDate_xml | – month: 02 year: 2021 text: 2021-2-24 day: 24 |
| PublicationDecade | 2020 |
| PublicationTitle | Journal of Data Science |
| PublicationYear | 2021 |
| Publisher | 中華資料採礦協會 |
| Publisher_xml | – name: 中華資料採礦協會 |
| SSID | ssj0029080 ssib006573294 ssib044743962 |
| Score | 2.1886697 |
| Snippet | A new four parameter extreme value distribution is defined and studied. Various structural properties of the proposed distribution including ordinary and... |
| SourceID | crossref airiti |
| SourceType | Aggregation Database Publisher |
| StartPage | 677 |
| Title | A NEW DISTRIBUTION FOR EXTREME VALUES: REGRESSION MODEL, CHARACTERIZATIONS AND APPLICATIONS |
| URI | https://www.airitilibrary.com/Article/Detail/16838602-201810-201810150001-201810150001-677-706 |
| Volume | 16 |
| hasFullText | 1 |
| inHoldings | 1 |
| isFullTextHit | |
| isPrint | |
| link | http://sdu.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwtV3Pb9MwFLa6ceGCQIAYA-QDSKCSLLEdJ-YW0UKFBId1oEkcLMexGdLWIbpK7L_fs50fLhOIHbi4raO8Rn6f3_scP7-H0HNjlTXW6oRUYAKZ0DDndKZhxnNdloK3onBnhxfL8tNxNZuz-WTS1xYc-_6rpqEPdO1Ozt5A24NQ6IDvoHNoQevQ_pPeax-yOHP5cLtSVj6ScP7rwr0JnH5Rp5s-DO5biIFd-YJop_3me0jf3J3O9HsLdbTJ_Qcy6wJNp503jQzJ-tznfFykH9MhVEedgHc8Ub6Y8HQJV-rh2qE6AwscApfS9-kIxksV6oClh2n8moLk_tg3iywrr7IE6MpxcDx9H01cEawtc8wj2LHItvKu3ktw06VPVHDNA3BKXQLVD7OlC9ur3BKHA1VnL4jwqSrJ6Pf6vf7f3OEQpAj3OmkSZMlBlmRSejk76BYB28ajVbw3YUVJyWjiGHMLPj5kNCMi88X8htEIh9bd_xxsPfNL9io8LzAj9d3lt4qIU8SAju6iO522cR0wdw9NzOo--lpjwBuO8YYBb7jDGw54e4NHtGGPttf4GtYwYA3HWHuAPr-bH71dJF3BjkQR4O2JKoFsila3HAx7ZgtTCaWMAUqbqwaIJLestdRmthFtQ7WFtrAVEHpDldFNTh-i3dX5yjxCmBS00aytwMcAYSdCmTYrtNCCWg2cu91DdRgW2c29tXRocmDqlRU-clfxI9_-AUiSgJ89dNCPqPwRcrvIvyv98Y3v2Ee3x9nwBO1e_NyYp2hn3W6eeeBcAaTyjck |
| link.rule.ids | 315,783,787,867,27936,27937 |
| linkProvider | Directory of Open Access Journals |
| openUrl | ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=A+New+Distribution+for+Extreme+Values%3A+Regression+Model%2C+Characterizations+and+Applications&rft.jtitle=Journal+of+data+science&rft.au=Yousof%2C+H.M.&rft.au=Jahanshahi%2C+S.M.A.&rft.au=Ramires%2C+T.G.&rft.au=Aryal%2C+G.R.&rft.date=2021-02-24&rft.issn=1680-743X&rft.eissn=1683-8602&rft.volume=16&rft.issue=4&rft.spage=677&rft.epage=706&rft_id=info:doi/10.6339%2FJDS.201810_16%284%29.00002&rft.externalDBID=n%2Fa&rft.externalDocID=10_6339_JDS_201810_16_4__00002 |
| thumbnail_m | http://sdu.summon.serialssolutions.com/2.0.0/image/custom?url=https%3A%2F%2Fwww.airitilibrary.com%2Fjnltitledo%2F16838602-c.jpg |