scholarly journals A new transmuted cumulative distribution function based on the Verhulst logistic function with application in population dynamics

2017 ◽  
Vol 4 (1) ◽  
Author(s):  
Nikolay Kyurkchiev

In this note we find application of a new class cumulative distribution function transformations to construct a family of sigmoidal functions based on the Verhulst logistic function. We prove estimates for the Hausdorff approximation of the shifted Heaviside step function by means of this family. Numerical examples, illustrating our results are given.

2016 ◽  
Vol 3 (2) ◽  
Author(s):  
Nikolay V. Kyurkchiev

  In this note we construct a family of recurrence generated sigmoidal logistic functions based on the Verhulst logistic function.We prove estimates for the Hausdorff approximation of the Heaviside step function by means of this family. Numerical examples, illustrating our results are given.


2016 ◽  
Vol 3 (2) ◽  
Author(s):  
Nikolay Kyurkchiev

In this note we construct a family of recurrence generated sigmoidal logistic functions based on the Verhulst logistic function.We prove estimates for the Hausdorff approximation of the Heaviside step function by means of this family. Numerical examples, illustrating our results are given.


2018 ◽  
Vol 5 (1) ◽  
Author(s):  
Nikolay Kyurkchiev ◽  
Svetoslav Markov

In this note we construct a family of recurrence generated sigmoidal functions based on the Log--logistic function. The study of some biochemical reactions is linked to a precise Log--logistic function analysis.We prove estimates for the Hausdorff approximation of the Heaviside step function by means of this family. Numerical examples, illustrating our results are given. The plots are prepared using CAS Mathematica.


2018 ◽  
Vol 5 (1) ◽  
Author(s):  
Nikolay Pavlov ◽  
Angel Golev ◽  
Anton Iliev ◽  
Asen Rahnev ◽  
Nikolay V. Kyurkchiev

he Kumaraswamy-Dagum distribution is a flexible and simple model with applications to income and lifetime data.We prove upper and lower estimates for the Hausdorff approximation of the shifted Heaviside function by a class of Kumaraswamy-Dagum-Log-Logistic cumulative distribution function - (KD-CDF). Numerical examples, illustrating our results are given.


2018 ◽  
Vol 5 (1) ◽  
Author(s):  
Nikolay V. Kyurkchiev

In this paper we find application of some new cumulative distribution functions transformations to construct a family of sigmoidal functions based on the Gompertz logistic function.We prove estimates for the Hausdorff approximation of the shifted Heaviside step function by means of these families.Numerical examples, illustrating our results are given.


2021 ◽  
Vol 26 (3) ◽  
pp. 62
Author(s):  
Zichuan Mi ◽  
Saddam Hussain ◽  
Christophe Chesneau

In recent advances in distribution theory, the Weibull distribution has often been used to generate new classes of univariate continuous distributions. They find many applications in important disciplines such as medicine, biology, engineering, economics, informatics, and finance; their usefulness is synonymous with success. In this study, a new Weibull-generated-type class is presented, called the weighted odd Weibull generated class. Its definition is based on a cumulative distribution function, which combines a specific weighted odd function with the cumulative distribution function of the Weibull distribution. This weighted function was chosen to make the new class a real alternative in the first-order stochastic sense to two of the most famous existing Weibull generated classes: the Weibull-G and Weibull-H classes. Its mathematical properties are provided, leading to the study of various probabilistic functions and measures of interest. In a consequent part of the study, the focus is on a special three-parameter survival distribution of the new class defined with the standard exponential distribution as a reference. The exploratory analysis reveals a high level of adaptability of the corresponding probability density and hazard rate functions; the curves of the probability density function can be decreasing, reversed N shaped, and unimodal with heterogeneous skewness and tail weight properties, and the curves of the hazard rate function demonstrate increasing, decreasing, almost constant, and bathtub shapes. These qualities are often required for diverse data fitting purposes. In light of the above, the corresponding data fitting methodology has been developed; we estimate the model parameters via the likelihood function maximization method, the efficiency of which is proven by a detailed simulation study. Then, the new model is applied to engineering and environmental data, surpassing several generalizations or extensions of the exponential model, including some derived from established Weibull-generated classes; the Weibull-G and Weibull-H classes are considered. Standard criteria give credit to the proposed model; for the considered data, it is considered the best.


2013 ◽  
Vol 50 (4) ◽  
pp. 909-917
Author(s):  
M. Bondareva

In this paper we discuss a nondecreasing lower bound for the Poisson cumulative distribution function (CDF) at z standard deviations above the mean λ, where z and λ are parameters. This is important because the normal distribution as an approximation for the Poisson CDF may overestimate or underestimate its value. A sharp nondecreasing lower bound in the form of a step function is constructed. As a corollary of the bound's properties, for a given percent α and parameter λ, the minimal z is obtained such that, for any Poisson random variable with the mean greater or equal to λ, its αth percentile is at most z standard deviations above its mean. For Poisson distributed control parameters, the corollary allows simple policies measuring performance in terms of standard deviations from a benchmark.


2019 ◽  
Vol 34 (4) ◽  
pp. 605-625 ◽  
Author(s):  
S. M. A. Jahanshahi ◽  
H. Zarei ◽  
A. H. Khammar

Recently, an alternative measure of uncertainty called extropy is proposed by Lad et al. [12]. The extropy is a dual of entropy which has been considered by researchers. In this article, we introduce an alternative measure of uncertainty of random variable which we call it cumulative residual extropy. This measure is based on the cumulative distribution function F. Some properties of the proposed measure, such as its estimation and applications, are studied. Finally, some numerical examples for illustrating the theory are included.


2013 ◽  
Vol 50 (04) ◽  
pp. 909-917
Author(s):  
M. Bondareva

In this paper we discuss a nondecreasing lower bound for the Poisson cumulative distribution function (CDF) at z standard deviations above the mean λ, where z and λ are parameters. This is important because the normal distribution as an approximation for the Poisson CDF may overestimate or underestimate its value. A sharp nondecreasing lower bound in the form of a step function is constructed. As a corollary of the bound's properties, for a given percent α and parameter λ, the minimal z is obtained such that, for any Poisson random variable with the mean greater or equal to λ, its αth percentile is at most z standard deviations above its mean. For Poisson distributed control parameters, the corollary allows simple policies measuring performance in terms of standard deviations from a benchmark.


2018 ◽  
Vol 14 (1) ◽  
pp. 7431-7438
Author(s):  
Nasr Ibrahim Rashwan

In this paper, the probability density function and the cumulative distribution function of the rth order statistic arising from independent nonidentically distributed (INID) Lomax, exponential Lomax and exponential Pareto variables are presented. The moments of order statistics from INID Lomax, exponential lomax and exponential Pareto were derived using the technique established by Barakat and Abdelkader. Also, numerical examples are given.


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