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Extended odd Frechet-exponential distribution with applications related to the environment

Jallal, Muzamil; Ahmed, Aijaz; Tripathi, Rajnee - In: Statistics in transition : an international journal of … 25 (2024) 2, pp. 121-136

In this paper, we attempted to expand the Frechet distribution by employing the T-X family of distributions and named the newly formulated model Extended odd Frechet-exponential distribution (EOFED). Several structural properties, reliability measurements and characteristics were estimated and...

Persistent link: https://www.econbiz.de/10015125559

The Gamma Kumaraswamy-G family of distributions : theory, inference and applications

Arshad, Rana Muhammad Imran; Tahir, Muhammad Hussain; … - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 17-40

of the main functions, moments, stochastic ordering and order statistics. The next part of the paper focuses on a …

Persistent link: https://www.econbiz.de/10012655729

The McDonald extended distribution: properties and applications

Cordeiro, Gauss; Hashimoto, Elizabeth; Ortega, Edwin; … - In: AStA Advances in Statistical Analysis 96 (2012) 3, pp. 409-433

expressions for the moments and incomplete moments, quantile and generating functions, mean deviations, Bonferroni and Lorenz …

Persistent link: https://www.econbiz.de/10010593422

Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations

Hurn, Aubrey; Jeisman, Joseph; Lindsay, Kenneth - 2007

Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a...

Persistent link: https://www.econbiz.de/10009483276

Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2

Hurn, Stan; Jeisman, J.; Lindsay, K.A. - National Centre for Econometric Research (NCER) - 2006

Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed form expression for the transitional probability density function of the process is not available. As a result, a...

Persistent link: https://www.econbiz.de/10005766333

Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations

Hurn, Stan; Jeisman, J.; Lindsay, K.A. - School of Economics and Finance, Business School - 2006

Maximum likelihood (ML) estimates of the parameters of stochastic differential equations (SDEs) are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed form expression for the transitional density of the process is not available. As a result, a large number...

Persistent link: https://www.econbiz.de/10005181661

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

Hurn, A.S.; Lindsay, K.A.; McClelland, A.J. - In: Journal of Econometrics 172 (2013) 1, pp. 106-126

which the transitional density is a multivariate Gaussian density with first and second moments approximating the true … moments of the unknown density. For affine drift and diffusion functions, the moments are exactly those of the true …

Persistent link: https://www.econbiz.de/10010594960

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

Hurn, Stan; McClelland, Andrew; Lindsay, Kenneth - National Centre for Econometric Research (NCER) - 2010

two moments of the distribution are approximately the true moments of the unknown transitional density. For affine drift … and diffusion functions, the moments are shown to be exactly those of the true transitional density and for nonlinear …

Persistent link: https://www.econbiz.de/10008694498

Power size biased two-parameter Akash distribution

Alhyasat, Khaldoon; Kamarulzaman, Ibrahim; Al-Omari, … - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 73-91

(PSBTPAD). Several statistical properties of PSBTPAD distribution are proved. These properties include the following: moments …

Persistent link: https://www.econbiz.de/10012291642

Alternative approach to moments of order statistics from one-parameter Weibull distribution

Rai, Piyush Kant; Sirohi, Anu - In: Statistics in transition : an international journal of … 21 (2020) 1, pp. 169-178

analysis and reliability theory. Sometimes it is very difficult to compute moments of such distributions due to various reasons … for e.g. analytical issues, multi parameter cases etc. This study presents the computation of the moments and the expected … in connection to survival function is used to obtain these moments and expected values. In addition the characteristic …

Persistent link: https://www.econbiz.de/10012183576