双峰Gumbel模型及其在环境数据中的应用

IF 0.6 Q4 STATISTICS & PROBABILITY
C. Otiniano, R. Vila, Pedro Brom, M. Bourguignon
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引用次数: 4

摘要

Gumbel模型是一个非常流行的统计模型,因为它具有广泛的适用性,例如在某些生存,环境,金融或可靠性研究的过程中。在这项工作中,我们引入了Gumbel分布的双峰泛化,它可以作为双峰数据模型的替代方案。我们推导了相应的概率密度函数和危险率函数的解析形状,并提供了图形说明。此外,我们还讨论了该密度的模态、双峰态、矩生成函数和矩的性质。用马尔可夫链蒙特卡罗模拟方法验证了我们的结果。参数估计采用极大似然法。最后,我们还对实际数据进行了应用,以证明所提出分布的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the Bimodal Gumbel Model with Application to Environmental Data
The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies. In this work, we have introduced a bimodal generalization of the Gumbel distribution thatcan be an alternative to model bimodal data. We derive the analytical shapes of the corresponding probability density function and thehazard rate function and provide graphical illustrations. Furthermore, We have discussed the properties of this density such as mode, bimodality, moment generating function and moments. Our results were verified using the Markov chain Monte Carlo simulation method. The maximum likelihood method is used for parameters estimation. Finally, we also carry out an application to real data that demonstrates the usefulness of the proposed distribution. 
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来源期刊
Austrian Journal of Statistics
Austrian Journal of Statistics STATISTICS & PROBABILITY-
CiteScore
1.10
自引率
0.00%
发文量
30
审稿时长
24 weeks
期刊介绍: The Austrian Journal of Statistics is an open-access journal (without any fees) with a long history and is published approximately quarterly by the Austrian Statistical Society. Its general objective is to promote and extend the use of statistical methods in all kind of theoretical and applied disciplines. The Austrian Journal of Statistics is indexed in many data bases, such as Scopus (by Elsevier), Web of Science - ESCI by Clarivate Analytics (formely Thompson & Reuters), DOAJ, Scimago, and many more. The current estimated impact factor (via Publish or Perish) is 0.775, see HERE, or even more indices HERE. Austrian Journal of Statistics ISNN number is 1026597X Original papers and review articles in English will be published in the Austrian Journal of Statistics if judged consistently with these general aims. All papers will be refereed. Special topics sections will appear from time to time. Each section will have as a theme a specialized area of statistical application, theory, or methodology. Technical notes or problems for considerations under Shorter Communications are also invited. A special section is reserved for book reviews.
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