Search Results - subject:"Weibull Distribution"

Two – Dimensional Modelling of Financial Data

Jurić, Višnja - In: ENTRENOVA - ENTerprise REsearch InNOVAtion 10 (2025) 1, pp. 73-83

The article deals with modelling of two-dimensional financial data set using Weibull distribution extended to two …

Persistent link: https://www.econbiz.de/10015403949

Comparison between classical and Bayesian estimation with joint Jeffrey's prior to Weibull distribution parameters in the presence of large sample conditions

Salih, Ahmed Mahdi; Abdullah, Murtadha Mansour - In: Statistics in transition : an international journal of … 25 (2024) 4, pp. 191-202

Weibull distribution has been considered one of the most common and valuable distributions for building and analyzing … good models for lifetime data. Many researchers have studied the properties of Weibull distribution, also in search of the … best method to estimate both parameters. In this paper, we proposed a comparison of Weibull distribution parameters under …

Persistent link: https://www.econbiz.de/10015338273

A comprehensive inventory management model with weibull distribution deterioration, ramp-type demand, carbon emission reduction, and shortages

Palanivel, Muthusamy; Venkadesh, Murugesan; Vetriselvi, … - In: Supply chain analytics 7 (2024), pp. 1-47

inventory management, including unpredictable demand patterns, the decay of Weibull distribution, and the need to reduce carbon … techniques to manage ramp-type demand and Weibull distribution deterioration. Additionally, it aims to reduce carbon emissions by …

Persistent link: https://www.econbiz.de/10015077539

Mixture reliability analysis of a product consisting of new and remanufactured components

Chakraborty, Kaustov; Bag, Surajit; Chiarini, Andrea - In: The TQM Journal 36 (2024) 9, pp. 477-491

, a two-parameter Weibull distribution is used to observe the mixture failure rate characteristics. Also, the mixture …

Persistent link: https://www.econbiz.de/10015356682

The probability density function for wind speed using Modified Weibull Distribution

Suwarno; Zambak, M. Fitra - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 6, pp. 544-550

Persistent link: https://www.econbiz.de/10012887298

Essays on semi-parametric modelling of time-varying probability distributions

Vallarino, Pierluigi - 2023

Persistent link: https://www.econbiz.de/10014431203

The modified Bagdonavičius-Nikulin goodness-of-fit test statistic for the right censored distributional validation with applications in medicine and reliability

Yousof, Haitham M.; Ali, M. Masoom; Aidi, Khaoula; … - In: Statistics in transition : an international journal of … 24 (2023) 4, pp. 1-18

A modified version of Bagdonavičius-Nikulin goodness-of-fit statistical test is presented for validation under the right censor case. Simulation via Barzilai-Borwein algorithm is performed for assessing the right-censorship estimation method. Four right censored data sets are analyzed under the...

Persistent link: https://www.econbiz.de/10015114876

A mathematical formulation of the valuation of ether and ether derivatives as a function of investor sentiment and price jumps

Abraham, Rebecca; El-Chaarani, Hani - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-20

moderate risk-taker's utility function is an alt-Weibull distribution, along with a gamma distribution. Risk-takers have a …

Persistent link: https://www.econbiz.de/10014332747

Generalised Lindley shared additive frailty regression model for bivariate survival data

Pandey, Arvind; Hanagal, David D.; Tyagi, Shikhar - In: Statistics in Transition new series (SiTns) 23 (2022) 4, pp. 161-176

Frailty models are the possible choice to counter the problem of the unobserved heterogeneity in individual risks of disease and death. Based on earlier studies, shared frailty models can be utilised in the analysis of bivariate data related to survival times (e.g. matched pairs experiments,...

Persistent link: https://www.econbiz.de/10015051612

A new measure of corporate bond liquidity using survival analysis

Cai, Kaihua; Yesley, Peter - In: The Journal of finance and data science : JFDS 8 (2022), pp. 105-119

We define liquidity for corporate bonds as the expected waiting time to reduce a risk position. Our methodology addresses the fact that many bonds are liquidated quickly despite having few trades in the recent past. Building on research from the housing market, we apply survival analysis to bond...

Persistent link: https://www.econbiz.de/10014433686