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A generalized gamma distribution with application to drought data

Nadarajah, Saralees; Gupta, Arjun K. - In: Mathematics and Computers in Simulation (MATCOM) 74 (2007) 1, pp. 1-7

Gamma distributions are some of the most popular models for hydrological processes. In this paper, a very flexible family which contains the gamma distribution as a particular case is introduced. Evidence of flexibility is shown by examining the shape of its probability density function (pdf). A...

Persistent link: https://www.econbiz.de/10010749904

The beta generalized Pareto distribution with application to lifetime data

Mahmoudi, Eisa - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 11, pp. 2414-2430

The generalized Pareto (GP) distribution is useful in modeling extreme value data, because of its long tail feature. In this paper, a new generalized version of this distribution which is called the beta generalized Pareto (BGP) distribution is introduced. A new distribution is more flexible and...

Persistent link: https://www.econbiz.de/10010870174

An alternative inverse Gaussian distribution

Nadarajah, Saralees - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 5, pp. 1721-1729

and empirical motivation is provided. Various particular cases and expressions for moments are derived. Estimation … procedures by the method of moments and the method of maximum likelihood as well as the associated Fisher information matrix are …

Persistent link: https://www.econbiz.de/10010870676

A direct calculation of moments of the sample variance

Vegas-Sánchez-Ferrero, Gonzalo; Aja-Fernández, Santiago; … - In: Mathematics and Computers in Simulation (MATCOM) 82 (2012) 5, pp. 790-804

calculation of the moments of the sample variance for general populations in a direct way. The main advantage of the proposed … results of this work. For practical purposes, two algorithms for the calculation of the moments of the sample variance are …

Persistent link: https://www.econbiz.de/10011051208