边际和条件双极值分布：一个随机回归模型的例子

IF 1.1 Q3 STATISTICS & PROBABILITY

Pakistan Journal of Statistics and Operation Research Pub Date : 2023-09-03 DOI:10.18187/pjsor.v19i3.4143

S. Bharali, Jiten Hazarika, Kuldeep Goswami

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引用次数: 0

摘要

数学模型是一种描述现实生活场景的数学联系。为了安全有效地处理现实世界中的问题，需要进行模拟建模。在本文中，作者研究了随机回归模型场景，其中线性回归模型中的因变量和自变量服从分布。我们假设因变量和自变量都表现出I型极值分布。然后使用改进的最大似然（MML）估计方法导出估计量。据此，提出了一种假设检验技术。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Marginal and Conditional both Extreme Value Distributions: A Case of Stochastic Regression Model

A mathematical model is a mathematical connection that describes some real-life scenario. To handle real-world problems securely and effectively, simulation modelling is required. In this article, the author investigates the stochastic regression model scenario in which the dependent and independent variables in a linear regression model follow a distribution. We assume that the dependent and independent variables both exhibit Type I Extreme Value Distribution. The estimators are then derived using the Modified Maximum Likelihood (MML) estimation method. In accordance with this, a hypothesis testing technique is developed.

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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.