scholarly journals The Comparison Between Gumbel and Exponentiated Gumbel Distributions and Their Applications in Hydrological Process

The Exponentiated Gumbel (EG) distribution has been proposed to capture some aspects of the data that the Gumbel distribution fails to specify. it has an increasing hazard rate. The Exponentiated Gumbel distribution has applications in hydrology, meteorology, climatology, insurance, finance and geology, among many others. In this paper Firstly, the mathematical and statistical characteristics of the gumbel and Exponentiated Gumbel distribution are presented, then the applications of this distributions are studied using the real data set. Its first moment about origin and moments about mean have been obtained and expressions for skewness, kurtosis have been given. Estimation of its parameter has been discussed using the method of maximum likelihood. In the end, two applications of the gumbel and exponentiated gumbel distribution have been discussed with two real lifetime data sets. The results also confirmed the suitability of the Exponentiated Gumbel distribution for real data collection.

Author(s):  
Sule Ibrahim ◽  
Bello Olalekan Akanji ◽  
Lawal Hammed Olanrewaju

We propose a new distribution called the extended generalized inverse exponential distribution with four positive parameters, which extends the generalized inverse exponential distribution. We derive some mathematical properties of the proposed model including explicit expressions for the quantile function, moments, generating function, survival, hazard rate, reversed hazard rate and odd functions. The method of maximum likelihood is used to estimate the parameters of the distribution. We illustrate its potentiality with applications to two real data sets which show that the extended generalized inverse exponential model provides a better fit than other models considered.


2017 ◽  
Vol 5 (4) ◽  
pp. 1
Author(s):  
I. E. Okorie ◽  
A. C. Akpanta ◽  
J. Ohakwe ◽  
D. C. Chikezie ◽  
C. U. Onyemachi ◽  
...  

This paper introduces a new generator of probability distribution-the adjusted log-logistic generalized (ALLoG) distribution and a new extension of the standard one parameter exponential distribution called the adjusted log-logistic generalized exponential (ALLoGExp) distribution. The ALLoGExp distribution is a special case of the ALLoG distribution and we have provided some of its statistical and reliability properties. Notably, the failure rate could be monotonically decreasing, increasing or upside-down bathtub shaped depending on the value of the parameters $\delta$ and $\theta$. The method of maximum likelihood estimation was proposed to estimate the model parameters. The importance and flexibility of he ALLoGExp distribution was demonstrated with a real and uncensored lifetime data set and its fit was compared with five other exponential related distributions. The results obtained from the model fittings shows that the ALLoGExp distribution provides a reasonably better fit than the one based on the other fitted distributions. The ALLoGExp distribution is therefore ecommended for effective modelling of lifetime data sets.


Author(s):  
Aafaq A. Rather ◽  
Gamze Özel

In this paper, we have proposed a new version of power lindley distribution known as weighted power lindley distribution. The different structural properties of the newly model have been studied. The maximum likelihood estimators of the parameters and the Fishers information matrix have been discussed. It also provides more flexibility to analyze complex real data sets.  An application of the model to a real data set is analyzed using the new distribution, which shows that the weighted power Lindley distribution can be used quite effectively in analyzing real lifetime data.


2021 ◽  
Author(s):  
Fatma Zohra Seghier ◽  
Halim Zeghdoudi

Abstract In this paper, a Poisson XLindley distribution (PXLD) has been obtained by compounding Poisson (PD) distribution with a continuous distribution. A general expression for its rth factorial moment about origin has been derived and hence its raw moments and central moments are obtained. The expressions for its coefficient of variation, skewness, kurtosis and index of dispersion have also been given. In particular, the method of maximum likelihood and the method of moments for the estimation of its parameters have been discussed. Finally, two real-life data sets are analyzed to investigate the suitability of the proposed distribution in modeling a real data set on Nipah virus infection, number of Hemocytometer yeast cell count data and epileptic seizure counts data.


2020 ◽  
Vol 9 (2) ◽  
pp. 288-310
Author(s):  
Fazlollah Lak ◽  
Morad Alizadeh ◽  
Hamid Karamikabir

In this article, the Topp-Leone odd log-logistic Gumbel (TLOLL-Gumbel) family of distribution have beenstudied. This family, contains the very flexible skewed density function. We study many aspects of the new model like hazard rate function, asymptotics, useful expansions, moments, generating Function, R´enyi entropy and order statistics. We discuss maximum likelihood estimation of the model parameters. Further, we study flexibility of the proposed family are illustrated of two real data sets.


2020 ◽  
Vol 18 (2) ◽  
pp. 2-34
Author(s):  
Mamoud Aldeni ◽  
Felix Famoye ◽  
Carl Lee

In lifetime data, the hazard function is a common technique for describing the characteristics of lifetime distribution. Monotone increasing or decreasing, and unimodal are relatively simple hazard function shapes, which can be modeled by many parametric lifetime distributions. However, fewer distributions are capable of modeling diverse and more complicated shapes such as N-shaped, reflected N-shaped, W-shaped, and M-shaped hazard rate functions. A generalized family of lifetime distributions, the uniform-R{generalized lambda} (U-R{GL}) are introduced and the corresponding survival models are derived, and applied to two lifetime data sets. The survival model is applied to a right censored lifetime data set.


Stats ◽  
2021 ◽  
Vol 4 (1) ◽  
pp. 28-45
Author(s):  
Vasili B.V. Nagarjuna ◽  
R. Vishnu Vardhan ◽  
Christophe Chesneau

In this paper, a new five-parameter distribution is proposed using the functionalities of the Kumaraswamy generalized family of distributions and the features of the power Lomax distribution. It is named as Kumaraswamy generalized power Lomax distribution. In a first approach, we derive its main probability and reliability functions, with a visualization of its modeling behavior by considering different parameter combinations. As prime quality, the corresponding hazard rate function is very flexible; it possesses decreasing, increasing and inverted (upside-down) bathtub shapes. Also, decreasing-increasing-decreasing shapes are nicely observed. Some important characteristics of the Kumaraswamy generalized power Lomax distribution are derived, including moments, entropy measures and order statistics. The second approach is statistical. The maximum likelihood estimates of the parameters are described and a brief simulation study shows their effectiveness. Two real data sets are taken to show how the proposed distribution can be applied concretely; parameter estimates are obtained and fitting comparisons are performed with other well-established Lomax based distributions. The Kumaraswamy generalized power Lomax distribution turns out to be best by capturing fine details in the structure of the data considered.


Author(s):  
Christophe Chesneau ◽  
Lishamol Tomy ◽  
Jiju Gillariose

AbstractThis note focuses on a new one-parameter unit probability distribution centered around the inverse cosine and power functions. A special case of this distribution has the exact inverse cosine function as a probability density function. To our knowledge, despite obvious mathematical interest, such a probability density function has never been considered in Probability and Statistics. Here, we fill this gap by pointing out the main properties of the proposed distribution, from both the theoretical and practical aspects. Specifically, we provide the analytical form expressions for its cumulative distribution function, survival function, hazard rate function, raw moments and incomplete moments. The asymptotes and shape properties of the probability density and hazard rate functions are described, as well as the skewness and kurtosis properties, revealing the flexible nature of the new distribution. In particular, it appears to be “round mesokurtic” and “left skewed”. With these features in mind, special attention is given to find empirical applications of the new distribution to real data sets. Accordingly, the proposed distribution is compared with the well-known power distribution by means of two real data sets.


2018 ◽  
Vol 11 (2) ◽  
pp. 53-67
Author(s):  
Ajay Kumar ◽  
Shishir Kumar

Several initial center selection algorithms are proposed in the literature for numerical data, but the values of the categorical data are unordered so, these methods are not applicable to a categorical data set. This article investigates the initial center selection process for the categorical data and after that present a new support based initial center selection algorithm. The proposed algorithm measures the weight of unique data points of an attribute with the help of support and then integrates these weights along the rows, to get the support of every row. Further, a data object having the largest support is chosen as an initial center followed by finding other centers that are at the greatest distance from the initially selected center. The quality of the proposed algorithm is compared with the random initial center selection method, Cao's method, Wu method and the method introduced by Khan and Ahmad. Experimental analysis on real data sets shows the effectiveness of the proposed algorithm.


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.


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