Showing 1 - 10 of 19
Recent advances in social science surveys include collection of biological samples. Although biomarkers offer a large potential for social science and economic research, they impose a number of statistical challenges, often being distributed asymmetrically with heavy tails. Using data from the...
Persistent link: https://www.econbiz.de/10011804255
The generalized Pareto (GP) distribution is useful in modeling extreme value data, because of its long tail feature. In this paper, a new generalized version of this distribution which is called the beta generalized Pareto (BGP) distribution is introduced. A new distribution is more flexible and...
Persistent link: https://www.econbiz.de/10010870174
and empirical motivation is provided. Various particular cases and expressions for moments are derived. Estimation … procedures by the method of moments and the method of maximum likelihood as well as the associated Fisher information matrix are …
Persistent link: https://www.econbiz.de/10010870676
distribution to accommodate nonmonotone hazard rates. The properties reviewed include: moments, order statistics, characterizations …
Persistent link: https://www.econbiz.de/10010848069
calculates the exact moments up to order 4 under the null hypothesis of no serial correlation when there are many independent …
Persistent link: https://www.econbiz.de/10010998600
Gamma distributions are some of the most popular models for hydrological processes. In this paper, a very flexible family which contains the gamma distribution as a particular case is introduced. Evidence of flexibility is shown by examining the shape of its probability density function (pdf). A...
Persistent link: https://www.econbiz.de/10010749904
Persistent link: https://www.econbiz.de/10005004300
statistics. We also discuss estimation by the methods of moments and maximum likelihood and provide an expression for the Fisher …
Persistent link: https://www.econbiz.de/10005639799
Persistent link: https://www.econbiz.de/10009324604
-normal distribution, is studied in detail. The limiting behaviors, moments, mean deviations, dispersion, and Shannon entropy for the gamma …-normal distribution are provided. Bounds for the non-central moments are obtained. The method of maximum likelihood estimation is proposed …
Persistent link: https://www.econbiz.de/10010709958