修正加权均匀分布及其二元推广

H. Muhammed, Hagar Mohamed Abdelghany
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摘要

本文构造并研究了一种新的加权均匀分布。得到了新分布的统计性质,包括危害和反危害函数的行为、矩、中心矩、矩生成函数、均值、方差、偏度系数、峰度系数、中位数、众数、分位数、随机排序和有序统计,并进行了仿真研究和实际数据应用。此外,还引入了新分布的二元扩展,称为二元修正均匀分布(BMWU)。提出的双变量分布为法利-甘贝尔-摩根斯坦(FGM) copula型。BMWU分布修正了加权均匀边际分布。导出了联合累积分布函数、联合生存函数、联合概率密度函数、联合危害率函数和BMWU分布的统计性质。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Modified Weighted Uniform Distribution And Its Bivariate Extension
In this paper a new version of weighted uniform distribution is constructed and studied. The statistical properties of the new distribution including the behavior of hazard and reversed hazard functions, moments, the central moments, moment generating function, mean, variance, coefficient of skewness, coefficient of kurtosis, median, mode, quantile , stochastic ordering and order statistics are also obtained, a simulation study and real data applications are performed.  Moreover, a bivariate extension of the new distribution named the bivariate modified uniform (BMWU) distribution is introduced. The proposed bivariate distribution is of type Farlie–Gumbel–Morgenstern (FGM) copula. The BMWU distribution has modified weighted uniform marginal distributions. The joint cumulative distribution function, the joint survival function, the joint probability density function, the joint hazard rate function and the statistical properties of the BMWU distribution are also derived.
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