• Title/Summary/Keyword: generalized distributions

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SOME PROPERTIES OF BIVARIATE GENERALIZED HYPERGEOMETRIC PROBABILITY DISTRIBUTIONS

  • Kumar, C. Satheesh
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.349-355
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    • 2007
  • In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

CHARACTERIZATIONS OF PARETO, WEIBULL AND POWER FUNCTION DISTRIBUTIONS BASED ON GENERALIZED ORDER STATISTICS

  • Ahsanullah, Mohammad;Hamedani, G.G.
    • Journal of the Chungcheong Mathematical Society
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    • v.29 no.3
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    • pp.385-396
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    • 2016
  • Characterizations of probability distributions by different regression conditions on generalized order statistics has attracted the attention of many researchers. We present here, characterization of Pareto and Weibull distributions based on the conditional expectation of generalized order statistics extending the characterization results reported by Jin and Lee (2014). We also present a characterization of the power function distribution based on the conditional expectation of lower generalized order statistics.

A Comparison of Size and Power of Tests of Hypotheses on Parameters Based on Two Generalized Lindley Distributions

  • Okwuokenye, Macaulay;Peace, Karl E.
    • Communications for Statistical Applications and Methods
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    • v.22 no.3
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    • pp.233-239
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    • 2015
  • This study compares two generalized Lindley distributions and assesses consistency between theoretical and analytical results. Data (complete and censored) assumed to follow the Lindley distribution are generated and analyzed using two generalized Lindley distributions, and maximum likelihood estimates of parameters from the generalized distributions are obtained. Size and power of tests of hypotheses on the parameters are assessed drawing on asymptotic properties of the maximum likelihood estimates. Results suggest that whereas size of some of the tests of hypotheses based on the considered generalized distributions are essentially ${\alpha}$-level, some are possibly not; power of tests of hypotheses on the Lindley distribution parameter from the two distributions differs.

LOCAL GENERALIZED SOBOLEV SPACES

  • Kang, Bu-Hyeon
    • Journal of the Korean Mathematical Society
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    • v.33 no.3
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    • pp.481-494
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    • 1996
  • We introduced the generalized Sobolev space $H_\omega^s$ in [4]. In this paper, we introduce the space $H_\omega^s(\Omega)$ of the generalized distributions in $H_\omega^s$ with compact supports in $\Omega$ and the local generalized Sobolev spaces $H_{\omega loc}^s(\Omega)$ of the generalized distributions on $\Omega$ which are locally in $H_\omega^s$ and study their properties.

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Power Exponential Distributions

  • Zheng, Shimin;Bae, Sejong;Bartolucci, Alfred A.;Singh, Karan P.
    • International Journal of Reliability and Applications
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    • v.4 no.3
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    • pp.97-111
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    • 2003
  • By applying Theorem 2.6.4 (Fang and Zhang, 1990, p.66) the dispersion matrix of a multivariate power exponential (MPE) distribution is derived. It is shown that the MPE and the gamma distributions are related and thus the MPE and chi-square distributions are related. By extending Fang and Xu's Theorem (1987) from the normal distribution to the Univariate Power Exponential (UPE) distribution an explicit expression is derived for calculating the probability of an UPE random variable over an interval. A representation of the characteristic function (c.f.) for an UPE distribution is given. Based on the MPE distribution the probability density functions of the generalized non-central chi-square, the generalized non-central t, and the generalized non-central F distributions are derived.

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MOMENTS OF LOWER GENERALIZED ORDER STATISTICS FROM DOUBLY TRUNCATED CONTINUOUS DISTRIBUTIONS AND CHARACTERIZATIONS

  • Kumar, Devendra
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.3
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    • pp.441-451
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    • 2013
  • In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

THE UNIFORM MIXTURE OF GENERALIZED ARC-SINE DISTRIBUTIONS

  • JONES M.C.
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.35-38
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    • 2005
  • A single, tractable, special case of the problem of continuous mixtures of beta distributions over their parameters is considered. This is the uniform mixture of generalized arc-sine distributions which, curiously, turns out to be linked by transformation to the Cauchy distribution.

Frequency Analysis of Extreme Rainfall by L-Moments (L-모멘트법에 의한 극치강우의 빈도분석)

  • Maeng, Sung-Jin;Lee, Soon-Hyuk;Kim, Byung-Jun
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2002.10a
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    • pp.225-228
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    • 2002
  • This research seeks to derive the design rainfalls through the L-moment with the test of homogeneity, independence and outlier of data on annual maximum daily rainfall in 38 Korean rainfall stations. To select the fit appropriate distribution of annual maximum daily rainfall data according to rainfall stations, applied were Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) probability distributions were applied. and their aptness was judged Dusing an L-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test, the aptitude was judged of applied distributions such as GEV, GLO and GPA. The GEV and GLO distributions were selected as the appropriate distributions. Their parameters were estimated Targetingfrom the observed and simulated annual maximum daily rainfalls and using Monte Carlo techniques, the parameters of GEV and GLO selected as suitable distributions were estimated and. dDesign rainfallss were then derived, using the L-moment. Appropriate design rainfalls were suggested by doing a comparative analysis of design rainfall from the GEV and GLO distributions according to rainfall stations.

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