scholarly journals Compositional Data Modeling through Dirichlet Innovations

Mathematics ◽  
2021 ◽  
Vol 9 (19) ◽  
pp. 2477
Author(s):  
Seitebaleng Makgai ◽  
Andriette Bekker ◽  
Mohammad Arashi
Keyword(s):  
Maximum Likelihood ◽  
Probability Density ◽  
Gamma Distribution ◽  
Compositional Data ◽  
Dirichlet Distribution ◽  
Real Data ◽  
Probability Density Functions ◽  
Density Functions ◽  
Data Sets ◽  
Method Of Maximum Likelihood

The Dirichlet distribution is a well-known candidate in modeling compositional data sets. However, in the presence of outliers, the Dirichlet distribution fails to model such data sets, making other model extensions necessary. In this paper, the Kummer–Dirichlet distribution and the gamma distribution are coupled, using the beta-generating technique. This development results in the proposal of the Kummer–Dirichlet gamma distribution, which presents greater flexibility in modeling compositional data sets. Some general properties, such as the probability density functions and the moments are presented for this new candidate. The method of maximum likelihood is applied in the estimation of the parameters. The usefulness of this model is demonstrated through the application of synthetic and real data sets, where outliers are present.

Advanced Topics

2019 ◽  
pp. 57-74
Author(s):  
Carey Witkov ◽  
Keith Zengel
Keyword(s):  
Maximum Likelihood ◽  
Probability Density Function ◽  
Maximum Likelihood Estimation ◽  
Probability Density ◽  
Likelihood Estimation ◽  
Nonlinear Problems ◽  
Probability Density Functions ◽  
Density Functions ◽  
P Values ◽  
Chi Squared

A variety of advanced topics are introduced to offer greater challenge for beginners and to answer thorny questions often asked by early researchers who are just starting to use chi-squared analysis. Topics covered include probability density functions, p-values, the derivation of the chi-squared probability density function and its uses, reduced chi-squared, the Poisson distribution, and advanced techniques for maximum likelihood estimation in cases where uncertainties are not Gaussian or the model is nonlinear. Problems are included (with solutions in an appendix).

scholarly journals The Three-parameters Marshall-Olkin Generalized Weibull Model with Properties and Different Applications to Real Data Sets

2020 ◽  
pp. 675-688
Author(s):  
Mohamed G. Khalil ◽  
Wagdy M. Kamel
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Estimation ◽  
Real Data ◽  
Weibull Model ◽  
Parametric Model ◽  
Data Sets ◽  
Unknown Parameters ◽  
Graphical Simulation ◽  
Method Of Maximum Likelihood ◽  
New Distribution

A new three-parameter life parametric model called the Marshall-Olkin generalized Weibull is defined and studied. Relevant properties are mathematically derived and analyzed. The new density exhibits various important symmetric and asymmetric shapes with different useful kurtosis. The new failure rate can be “constant”, “upside down-constant (reversed U-HRF-constant)”, “increasing then constant”, “monotonically increasing”, “J-HRF” and “monotonically decreasing”. The method of maximum likelihood is employed to estimate the unknown parameters. A graphical simulation is performed to assess the performance of the maximum likelihood estimation. We checked and proved empirically the importance, applicability and flexibility of the new Weibull model in modeling various symmetric and asymmetric types of data. The new distribution has a high ability to model different symmetric and asymmetric types of data.

scholarly journals The Exponentiated Kumaraswamy-G Class: General Properties and Application

2019 ◽  
Vol 42 (1) ◽  
pp. 1-33 ◽  
Author(s):  
Ronaldo Silva ◽  
Frank Gomes-Silva ◽  
Manoel Ramos ◽  
Gauss Moutinho Cordeiro ◽  
Pedro Marinho ◽  
...  
Keyword(s):  
Maximum Likelihood ◽  
Real Data ◽  
Quantile Function ◽  
Weibull Model ◽  
Maximum Likelihood Estimates ◽  
Data Sets ◽  
New Class ◽  
New Family ◽  
Mathematical Properties ◽  
Method Of Maximum Likelihood

We propose a new family of distributions called the exponentiated Kumaraswamy-G class with three extra positive parameters, which generalizes the Cordeiro and de Castro's family. Some special distributions in the new class are discussed. We derive some mathematical properties of the proposed class including explicit expressions for the quantile function, ordinary and incomplete moments, generating function, mean deviations, reliability, Rényi entropy and Shannon entropy. The method of maximum likelihood is used to fit the distributions in the proposed class. Simulations are performed in order to assess the asymptotic behavior of the maximum likelihood estimates. We illustrate its potentiality with applications to two real data sets which show that the extended Weibull model in the new class provides a better fit than other generalized Weibull distributions.

scholarly journals Some Cubic Rank Transmuted Distributions

2018 ◽  
Vol 14 (2) ◽  
pp. 27-43
Author(s):  
Nuri Celik
Keyword(s):  
Maximum Likelihood ◽  
Hazard Rate ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Real Data ◽  
Probability Density Functions ◽  
Density Functions ◽  
Rate Functions ◽  
Maximum Likelihood Estimation Method ◽  
Parameters Of Interest

Abstract In this article, we introduce some examples of cubic rank transmuted distributions proposed by Granzatto et al. (2017). The statistical aspects of the introduced distributions such as probability density functions, hazard rate functions and reliability functions are studied. The maximum likelihood estimation method is used in order to estimate the parameters of interest. Finally, real data examples are applied for the illustration of these distributions.

scholarly journals On the Topp Leone Exponentiated-G Family of Distributions: Properties and Applications

2020 ◽  
pp. 1-15 ◽  
Author(s):  
Sule Ibrahim ◽  
Sani Ibrahim Doguwa ◽  
Isah Audu ◽  
Jibril Haruna Muhammad
Keyword(s):  
Maximum Likelihood ◽  
Real Data ◽  
Quantile Function ◽  
Data Sets ◽  
Shape Parameters ◽  
New Family ◽  
Mathematical Properties ◽  
Method Of Maximum Likelihood ◽  
The Family ◽  
Family Of Distributions

We proposed a new family of distributions called the Topp Leone exponentiated-G family of distributions with two extra positive shape parameters, which generalizes and also extends the Topp Leone-G family of distributions. We derived some mathematical properties of the proposed family including explicit expressions for the quantile function, ordinary and incomplete moments, generating function and reliability. Some sub-models in the new family were discussed. The method of maximum likelihood was used to estimate the parameters of the sub-model. Further, the potentiality of the family was illustrated by fitting two real data sets to the mentioned sub-models.

scholarly journals Some Size Biased Probability Models for Adult out Migration Pattern

2020 ◽  
pp. 78-91
Author(s):  
Brijesh P. Singh ◽  
Sandeep Singh ◽  
Utpal Dhar Das ◽  
Gunjan Singh
Keyword(s):  
Maximum Likelihood ◽  
Poisson Distribution ◽  
Gamma Distribution ◽  
Real Data ◽  
Migration Pattern ◽  
Probability Models ◽  
Data Set ◽  
Proposed Model ◽  
Method Of Maximum Likelihood

In this paper an attempt has been made to inspect the distribution of the number of adult migrants from household through size biased probability models based on certain assumptions. Size Biased Poisson distribution compounded with various forms of Gamma distribution i.e. Gamma (1,θ) , Gamma (2,θ) and mixture of Gamma (1,θ) and Gamma (2,θ)  has been examined for some real data set of adult migration. The parameters of the proposed model have been estimated by method of maximum likelihood.  test indicates that the distributions proposed here are quite satisfactory to explain the pattern of adult out migration.

scholarly journals New Families of Generalized Lomax Distributions: Properties and Applications

2019 ◽  
Vol 8 (6) ◽  
pp. 51 ◽  
Author(s):  
Ahmad Alzaghal ◽  
Duha Hamed
Keyword(s):  
Maximum Likelihood ◽  
Structural Properties ◽  
Simulation Study ◽  
Real Data ◽  
Extreme Value ◽  
Data Sets ◽  
Extreme Value Distributions ◽  
Method Of Maximum Likelihood ◽  
The Right ◽  
Family Of Distributions

In this paper, we propose new families of generalized Lomax distributions named T-LomaxfYg. Using the methodology of the Transformed-Transformer, known as T-X framework, the T-Lomax families introduced are arising from the quantile functions of exponential, Weibull, log-logistic, logistic, Cauchy and extreme value distributions. Various structural properties of the new families are derived including moments, modes and Shannon entropies. Several new generalized Lomax distributions are studied. The shapes of these T-LomaxfYg distributions are very flexible and can be symmetric, skewed to the right, skewed to the left, or bimodal. The method of maximum likelihood is proposed for estimating the distributions parameters and a simulation study is carried out to assess its performance. Four applications of real data sets are used to demonstrate the flexibility of T-LomaxfYg family of distributions in fitting unimodal and bimodal data sets from di erent disciplines.

scholarly journals Stochastic Predictions of Ore Production in an Underground Limestone Mine Using Different Probability Density Functions: A Comparative Study Using Big Data from ICT System

2021 ◽  
Vol 11 (9) ◽  
pp. 4301
Author(s):  
Dahee Jung ◽  
Jieun Baek ◽  
Yosoon Choi
Keyword(s):  
Big Data ◽  
Probability Distribution ◽  
Probability Density ◽  
Discrete Event Simulation ◽  
Discrete Event ◽  
Real Data ◽  
Probability Density Functions ◽  
Density Functions ◽  
Travel Times ◽  
Event Simulation

This study stochastically predicted ore production through discrete event simulation using four different probability density functions for truck travel times. An underground limestone mine was selected as the study area. The truck travel time was measured by analyzing the big data acquired from information and communications technology (ICT) systems in October 2018, and probability density functions (uniform, triangular, normal, and observed probability distribution of real data) were determined using statistical values. A discrete event simulation model for a truck haulage system was designed, and truck travel times were randomly generated using a Monte Carlo simulation. The ore production that stochastically predicted fifty times for each probability density function was analyzed and represented as a value of lower 10% (P10), 50% (P50), and 90% (P90). Ore production was underestimated when a uniform and triangular distribution was used, as the actual ore production was similar to that of P90. Conversely, the predicted ore production of P50 was relatively consistent with the actual ore production when using the normal and observed probability distribution of real data. The root mean squared error (RMSE) for predicting ore production for ten days in October 2018 was the lowest (24.9 ton/day) when using the observed probability distribution.

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