Two parameter exponentiated Gumbel distribution: properties and estimation with flood data example

2017 ◽  
Vol 20 (2) ◽  
pp. 197-233 ◽  
Author(s):  
Sanku Dey ◽  
Enayetur Raheem ◽  
Saikat Mukherjee ◽  
Hon Keung Tony Ng
PLoS ONE ◽  
2021 ◽  
Vol 16 (4) ◽  
pp. e0249028
Author(s):  
Ehsan Fayyazishishavan ◽  
Serpil Kılıç Depren

The two-parameter of exponentiated Gumbel distribution is an important lifetime distribution in survival analysis. This paper investigates the estimation of the parameters of this distribution by using lower records values. The maximum likelihood estimator (MLE) procedure of the parameters is considered, and the Fisher information matrix of the unknown parameters is used to construct asymptotic confidence intervals. Bayes estimator of the parameters and the corresponding credible intervals are obtained by using the Gibbs sampling technique. Two real data set is provided to illustrate the proposed methods.


Author(s):  
G.G. Hamedani ◽  
Mahrokh Najaf ◽  
Amin Roshani ◽  
Nadeem Shafique Butt

In this paper, certain characterizations of twenty newly proposed discrete distributions: the discrete gen- eralized Lindley distribution of El-Morshedy et al.(2021), the discrete Gumbel distribution of Chakraborty et al.(2020), the skewed geometric distribution of Ong et al.(2020), the discrete Poisson X gamma distri- bution of Para et al.(2020), the discrete Cos-Poisson distribution of Bakouch et al.(2021), the size biased Poisson Ailamujia distribution of Dar and Para(2021), the generalized Hermite-Genocchi distribution of El-Desouky et al.(2021), the Poisson quasi-xgamma distribution of Altun et al.(2021a), the exponentiated discrete inverse Rayleigh distribution of Mashhadzadeh and MirMostafaee(2020), the Mlynar distribution of Fr¨uhwirth et al.(2021), the flexible one-parameter discrete distribution of Eliwa and El-Morshedy(2021), the two-parameter discrete Perks distribution of Tyagi et al.(2020), the discrete Weibull G family distribution of Ibrahim et al.(2021), the discrete Marshall–Olkin Lomax distribution of Ibrahim and Almetwally(2021), the two-parameter exponentiated discrete Lindley distribution of El-Morshedy et al.(2019), the natural discrete one-parameter polynomial exponential distribution of Mukherjee et al.(2020), the zero-truncated discrete Akash distribution of Sium and Shanker(2020), the two-parameter quasi Poisson-Aradhana distribution of Shanker and Shukla(2020), the zero-truncated Poisson-Ishita distribution of Shukla et al.(2020) and the Poisson-Shukla distribution of Shukla and Shanker(2020) are presented to complete, in some way, the au- thors’ works.


2006 ◽  
Vol 45 (1) ◽  
pp. 178-193 ◽  
Author(s):  
Daniel Y. Graybeal ◽  
Daniel J. Leathers

Abstract A first attempt has been made toward quantifying the risk of snowmelt-related flooding in the central and southern Appalachian Mountains of the United States (from 35° to 42°N). In the last decade, two major events occurred within the region, prompting this study. Snowfall and snow depth data were collected from the cooperative observer network, quality controlled, and summarized at seasonal resolution (December–March). For establishing regional patterns, the period of 1971–2000 was selected. For testing fits of candidate probability distributions, and for focusing on the sparsely sampled higher elevations, this criterion was relaxed to include as many data from the mid- to late century as were reasonably admissible. Results indicate that the two-parameter Gumbel distribution fit best both the seasonal total snowfall and seasonal maximum snow depth. That distribution was then used to map return periods associated with critical seasonal snowfall and maximum snow depth masses. Seasonal snowfall amounts linked to a role for snowmelt in flooding were found to occur at return periods of from 2–5 yr in Pennsylvania and West Virginia to 10–200 yr in North Carolina. More generally, at elevations of at least 600 m throughout the region, return periods of 10–25 yr were estimated for critical levels of two flood-related criteria: seasonal total snowfall and maximum snow depth. In addition to providing valuable climatological information to aid forecasters and analysts, the results also support the need for further work toward understanding the role of snow in Appalachian floods.


2019 ◽  
Vol 39 (2) ◽  
pp. 441-458
Author(s):  
Christian Berg

We prove that sna, b = Γan + b/Γb, n = 0, 1, . . ., is an infinitely divisible Stieltjes moment sequence for arbitrary a, b > 0. Its powers sna, bc, c > 0, are Stieltjes determinate if and only if ac ≤ 2. The latter was conjectured in a paper by Lin 2019 in the case b = 1. We describe a product convolution semigroup τca, b, c > 0, of probability measures on the positive half-line with densities eca, b and having the moments sna, bc. We determine the asymptotic behavior of eca, bt for t → 0 and for t → ∞, and the latter implies the Stieltjes indeterminacy when ac > 2. The results extend the previous work of the author and Lopez 2015 and lead to a convolution semigroup of probability densities gca, bxc>0 on the real line. The special case gca, 1xc>0 are the convolution roots of the Gumbel distribution with scale parameter a > 0. All the densities gca, bx lead to determinate Hamburger moment problems.


1966 ◽  
Vol 24 ◽  
pp. 77-90 ◽  
Author(s):  
D. Chalonge

Several years ago a three-parameter system of stellar classification has been proposed (1, 2), for the early-type stars (O-G): it was an improvement on the two-parameter system described by Barbier and Chalonge (3).


2001 ◽  
Vol 32 (3) ◽  
pp. 133-141 ◽  
Author(s):  
Gerrit Antonides ◽  
Sophia R. Wunderink

Summary: Different shapes of individual subjective discount functions were compared using real measures of willingness to accept future monetary outcomes in an experiment. The two-parameter hyperbolic discount function described the data better than three alternative one-parameter discount functions. However, the hyperbolic discount functions did not explain the common difference effect better than the classical discount function. Discount functions were also estimated from survey data of Dutch households who reported their willingness to postpone positive and negative amounts. Future positive amounts were discounted more than future negative amounts and smaller amounts were discounted more than larger amounts. Furthermore, younger people discounted more than older people. Finally, discount functions were used in explaining consumers' willingness to pay for an energy-saving durable good. In this case, the two-parameter discount model could not be estimated and the one-parameter models did not differ significantly in explaining the data.


1994 ◽  
Vol 4 (8) ◽  
pp. 1299-1310 ◽  
Author(s):  
Ralph H. Colby ◽  
Michael Rubinstein ◽  
Mohamed Daoud

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