A Pseudo-Pareto Distribution and Concomitants of Its Order Statistics
| Autor: | Serap Yörübulut, Omer L. Gebizlioglu |
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| Přispěvatelé: | Gebizlioǧlu, Ömer Lütfi, Kırıkkale Üniversitesi |
| Jazyk: | angličtina |
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
Exponential-logarithmic distribution General Mathematics Order statistic Hazard function 010103 numerical & computational mathematics 01 natural sciences Normal-gamma distribution Dirichlet distribution Order statistics 010104 statistics & probability symbols.namesake Heavy-tailed distribution Statistics Defaultable bonds symbols Applied mathematics Concomitants Pareto distribution Complementing cumulative distribution function 0101 mathematics Marginal distribution Inverse distribution Mathematics Pseudo-Pareto distribution |
| Popis: | 7th International Workshop on Applied Probability (IWAP) -- JUN 16-19, 2014 -- Antalya, TURKEY Gebizlioglu, Omer/0000-0002-3824-281X WOS: 000387113000008 Pareto distributions are very flexible probability models with various forms and kinds. In this paper, a new bivariate Pseudo-Pareto distribution and its properties are presented and discussed. Main variables, order statistics and concomitants of this distribution are studied and their importance for risk and reliability analysis is explained. Joint and marginal distributions, complementing cumulative distributions and hazard functions of the variables are derived. Numerical illustrations, graphical displays and interpretations for the obtained distributions and derived functions are provided. An implementation example on defaultable bonds is performed. |
| Databáze: | OpenAIRE |
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