Burr型XII分布的性质、Copula及对称和斜交实数据集建模的推广

IF 1.1 Q3 STATISTICS & PROBABILITY

Pakistan Journal of Statistics and Operation Research Pub Date : 2023-03-06 DOI:10.18187/pjsor.v19i1.3377

Mohamed G. Khalil, Emadeldin I. A. Ali

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引用次数: 1

摘要

介绍并研究了Burr型XII模型的一个新的推广。新模型的起源是基于Cordeiro等人的家族。（2016）。新模型至少概括了八个重要的子模型。新的密度可以是单峰的、对称的和左偏的。导出了与新模型相关的一些有用特性。基于Clayton-Copula的构造用于生成许多二变量和多变量类型分布。从图形上看，我们进行了模拟实验，以评估估计的有限样本行为。

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A Generalization of Burr Type XII Distribution with Properties, Copula and Modeling Symmetric and Skewed Real Data Sets

A new generalization of Burr type XII model is introduced and studied. The genesis of the new model is based on the family of Cordeiro et al. (2016). The new model generalizes at least eight important sub-models. The new density can be unimodal, symmetric and left skewed. Some useful properties related to the new model are derived. The Clayton Copula-based construction is used to generate many bivariate and multivariate type distributions. Graphically, we performed the simulation experiments to assess of the finite sample behavior of the estimations.

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来源期刊

Pakistan Journal of Statistics and Operation Research STATISTICS & PROBABILITY-

CiteScore

3.30

自引率

26.70%

发文量

期刊介绍： Pakistan Journal of Statistics and Operation Research. PJSOR is a peer-reviewed journal, published four times a year. PJSOR publishes refereed research articles and studies that describe the latest research and developments in the area of statistics, operation research and actuarial statistics.