scholarly journals On a Special Weighted Version of the Odd Weibull-Generated Class of Distributions

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.

2016 ◽  
Vol 61 (3) ◽  
pp. 489-496
Author(s):  
Aleksander Cianciara

Abstract The paper presents the results of research aimed at verifying the hypothesis that the Weibull distribution is an appropriate statistical distribution model of microseismicity emission characteristics, namely: energy of phenomena and inter-event time. It is understood that the emission under consideration is induced by the natural rock mass fracturing. Because the recorded emission contain noise, therefore, it is subjected to an appropriate filtering. The study has been conducted using the method of statistical verification of null hypothesis that the Weibull distribution fits the empirical cumulative distribution function. As the model describing the cumulative distribution function is given in an analytical form, its verification may be performed using the Kolmogorov-Smirnov goodness-of-fit test. Interpretations by means of probabilistic methods require specifying the correct model describing the statistical distribution of data. Because in these methods measurement data are not used directly, but their statistical distributions, e.g., in the method based on the hazard analysis, or in that that uses maximum value statistics.


1969 ◽  
Vol 6 (02) ◽  
pp. 442-448
Author(s):  
Lionel Weiss

Suppose Q 1 ⋆, … Q n ⋆ are independent, identically distributed random variables, each with probability density function f(x), cumulative distribution function F(x), where F(1) – F(0) = 1, f(x) is continuous in the open interval (0, 1) and continuous on the right at x = 0 and on the left at x = 1, and there exists a positive C such that f(x) > C for all x in (0, l). f(0) is defined as f(0+), f(1) is defined as f(1–).


2021 ◽  
pp. 35-53
Author(s):  
Johan Fellman

Analyses of income data are often based on assumptions concerning theoretical distributions. In this study, we apply statistical analyses, but ignore specific distribution models. The main income data sets considered in this study are taxable income in Finland (2009) and household income in Australia (1967-1968). Our intention is to compare statistical analyses performed without assumptions of the theoretical models with earlier results based on specific models. We have presented the central objects, probability density function, cumulative distribution function, the Lorenz curve, the derivative of the Lorenz curve, the Gini index and the Pietra index. The trapezium rule, Simpson´s rule, the regression model and the difference quotients yield comparable results for the Finnish data, but for the Australian data the differences are marked. For the Australian data, the discrepancies are caused by limited data. JEL classification numbers: D31, D63, E64. Keywords: Cumulative distribution function, Probability density function, Mean, quantiles, Lorenz curve, Gini coefficient, Pietra index, Robin Hood index, Trapezium rule, Simpson´s rule, Regression models, Difference quotients, Derivative of Lorenz curve


2012 ◽  
Vol 87 (1) ◽  
pp. 115-119 ◽  
Author(s):  
ROBERT STEWART ◽  
HONG ZHANG

AbstractGiven a rectangle containing uniformly distributed random points, how far are the points from the rectangle’s centre? In this paper we provide closed-form expressions for the cumulative distribution function and probability density function that characterise the distance. An expression for the average distance to the centre of the rectangle is also provided.


2021 ◽  

<p>Weibull Cumulative Distribution Function (C.D.F.) has been employed to assess and compare wind potentials of two wind stations Europlatform and Stavenisse of The Netherland. Weibull distribution has been used for accurate estimation of wind energy potential for a long time. The Weibull distribution with two parameters is suitable for modeling wind data if wind distribution is unimodal. Whereas wind distribution is generally unimodal, random weather changes can make the distribution bimodal. It is always desirable to find a method that accurately represents actual statistical data. Some well-known statistical methods are Method of Moment (MoM), Linear Least Square Method (LLSM), Maximum Likelihood Method (M.L.M.), Modified Maximum Likelihood Method (MMLM), Energy Pattern Factor Method (EPFM), and Empirical Method (E.M.), etc. All these methods employ Probability Density Function (PDF) of Weibull distribution, except LLSM, which uses Cumulative Distribution Function (C.D.F.). In this communication, we are presenting a newly proposed method of evaluating Weibull parameters. Unlike most methods, this new method employs a cumulative distribution function. A MATLAB® GUI-based simulation is developed to estimate Weibull parameters using the C.D.F. approach. It is found that the Mean Square Error (M.S.E.) is the lowest when using the new method. The new method, therefore, estimates wind power density with reasonable accuracy. Wind Power (W.P.) is estimated by considering four different Wind Turbine (W.T.) models for two sites, and maximum W.P. is found using Evance R9000.</p>


Intersections ◽  
2019 ◽  
Vol 4 (2) ◽  
pp. 33-43
Author(s):  
Toto Hermawan ◽  
Dwi Nurrohmah ◽  
Ismi Fathul Jannah

Multiple myeloma is an infectious disease characterized by the accumulation of abnormal plasma cells, a type of white blood cell, in the bone marrow. The main objective of this data analysis is to investigate the effect of Bun, Ca, Pcells and Protein risk factors on the survival time of multiple myeloma patients from diagnosis to death. In the survival data analysis, the observed random variable T is the time needed to achieve success. To explain a random variable, the cumulative distribution function or the probability density function can be used. In survival analysis, the function of the random variable that becomes important is the survival function and the hazard function which can be derived using the cumulative distribution function or the probability density function. In general, it is difficult to determine the survival function or hazard function of a population group with certainty. However, the survival function or hazard function can still be approximated by certain estimation methods. The Kaplan-Meier method can be used to find estimators of the survival function of a population. Meanwhile, to find the estimator of the cumuative hazard function, the Nelson-Aalen method can be used. From the variables studied, it turned out that the one that gave the most significant effect was the Bun variable, namely blood urea nitrogen levels using both the exponential and weibull distribution. However, by using the weibull distribution, the presence of Bence Jones Protein in urine also has a quite real effect


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.


Author(s):  
Oleg Gradov ◽  
Eugene Adamovich ◽  
Serge Pankratov

Evolution of bioacoustic correlometers: from setups for analysis of probability density function (PDF), cumulative distribution function (CDF), [spectral] entropy of signal (SE) & quality of masking noise (QMN) to palmtop-like pocket devices Novel references:


2004 ◽  
Vol 50 (169) ◽  
pp. 268-278 ◽  
Author(s):  
Maurice Meunier ◽  
Christophe Ancey

AbstractInvestigating snow avalanches using a purely statistical approach raises several issues. First, even in the heavily populated areas of the Alps, there are few data on avalanche motion or extension. Second, most of the field data are related to the point of furthest reach in the avalanche path (run-out distance or altitude). As data of this kind are tightly dependent on the avalanche path profile, it is a priori not permissible to extrapolate the cumulative distribution function fitted to these data without severe restrictions or further assumptions. Using deterministic models is also problematic, as these are not really physically based models. For instance, they do not include all the phenomena occurring in the avalanche movement, and the rheological behaviour of the snow is not known. Consequently, it is not easy to predetermine extreme-event extensions. Here, in order to overcome this problem, we propose to use a conceptual approach. First, using an avalanche-dynamics numerical model, we fitted the model parameters (friction coefficients and the volume of snow involved in the avalanches) to the field data. Then, using these parameters as random variables, we adjusted appropriate statistical distributions. The last steps involved simulating a large number of (fictitious) avalanches using the Monte Carlo approach. Thus, the cumulative distribution function of the run-out distance can be computed over a much broader range than was initially possible with the historical data. In this paper, we develop the proposed method through a complete case study, comparing two different models.


1969 ◽  
Vol 6 (2) ◽  
pp. 442-448 ◽  
Author(s):  
Lionel Weiss

Suppose Q1⋆, … Qn⋆ are independent, identically distributed random variables, each with probability density function f(x), cumulative distribution function F(x), where F(1) – F(0) = 1, f(x) is continuous in the open interval (0, 1) and continuous on the right at x = 0 and on the left at x = 1, and there exists a positive C such that f(x) > C for all x in (0, l). f(0) is defined as f(0+), f(1) is defined as f(1–).


Sign in / Sign up

Export Citation Format

Share Document