A Revised Bimodal Generalized Extreme Value Distribution: Theory and Climate Data Application.

IF 2 3区 物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY
Entropy Pub Date : 2025-07-14 DOI:10.3390/e27070749
Cira E G Otiniano, Mathews N S Lisboa, Terezinha K A Ribeiro
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引用次数: 0

Abstract

The bimodal generalized extreme value (BGEV) distribution was first introduced in 2023. This distribution offers greater flexibility than the generalized extreme value (GEV) distribution for modeling extreme and heterogeneous (bimodal) events. However, applying this model requires a data-centering technique, as it lacks a location parameter. In this work, we investigate the properties of the BGEV distribution as redefined in 2024, which incorporates a location parameter, thereby enhancing its flexibility in practical applications. We derive explicit expressions for the probability density, the hazard rate, and the quantile function. Furthermore, we establish the identifiability property of this new class of BGEV distributions and compute expressions for the moments, the moment-generating function, and entropy. The applicability of the new model is illustrated using climate data.

修正的双峰广义极值分布:理论与气候资料应用。
双峰广义极值(BGEV)分布于2023年首次引入。对于极端和异构(双峰)事件的建模,这种分布比广义极值(GEV)分布提供了更大的灵活性。然而,由于该模型缺少位置参数,应用该模型需要数据定心技术。在这项工作中,我们研究了2024年重新定义的BGEV分布的性质,其中包含了一个位置参数,从而增强了其在实际应用中的灵活性。我们导出了概率密度、危险率和分位数函数的显式表达式。进一步,我们建立了这类新的BGEV分布的可辨识性,并计算了矩、矩生成函数和熵的表达式。用气候资料说明了新模式的适用性。
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来源期刊
Entropy
Entropy PHYSICS, MULTIDISCIPLINARY-
CiteScore
4.90
自引率
11.10%
发文量
1580
审稿时长
21.05 days
期刊介绍: Entropy (ISSN 1099-4300), an international and interdisciplinary journal of entropy and information studies, publishes reviews, regular research papers and short notes. Our aim is to encourage scientists to publish as much as possible their theoretical and experimental details. There is no restriction on the length of the papers. If there are computation and the experiment, the details must be provided so that the results can be reproduced.
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