A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions
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DOI: 10.1007/s00184-018-0697-5
Abstract: It is proved that within a proper class of distributions, the Pareto and the shifted exponential distribution are the only distributions with the property of no loss of information due to type-I censoring and random… read more here.
Keywords: regularity conditions; information; pareto distribution; characterization pareto ... See more keywords
Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares
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DOI: 10.1080/03610926.2016.1202286
Abstract: ABSTRACT Generalized Pareto distribution (GPD) is widely used to model exceedances over thresholds. In this paper, we propose a new method, called weighted non linear least squares (WNLS), to estimate the parameters of the three-parameter… read more here.
Keywords: linear least; non linear; weighted non; generalized pareto ... See more keywords
Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2018.1549253
Abstract: Abstract Modeling excesses over a high threshold and estimating extreme tail risk are two utmost studies in the extreme value literature. Traditional techniques are limited on handling these two challenges. To better analyze this type… read more here.
Keywords: tail risk; extreme tail; tail; generalized pareto ... See more keywords
Fisher–Rao geometry and Jeffreys prior for Pareto distribution
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DOI: 10.1080/03610926.2020.1771593
Abstract: Abstract In this paper, we investigate the Fisher–Rao geometry of the two-parameter family of Pareto distribution. We prove that its geometrical structure is isometric to the Poincaré upper half-plane model, and then study the corresponding… read more here.
Keywords: jeffreys prior; pareto distribution; geometry; distribution ... See more keywords
Mixture Modeling of Exponentiated Pareto Distribution in Bayesian Framework With Applications of Wind-Speed and Tensile Strength of Carbon Fiber
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DOI: 10.1109/access.2020.3027369
Abstract: Mixture modelling has stunning applications to explain the composite problems in simple way. Bayesian demonstration of 3-Component mixture model of Exponentiated Pareto distribution in right-type-I censoring scheme is presented in this article. The posterior densities… read more here.
Keywords: mixture; loss; pareto distribution; loss function ... See more keywords
Bayesian Survival Analysis for Generalized Pareto Distribution Under Progressively Type II Censored Data
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DOI: 10.1142/s0218539320500011
Abstract: In this paper, based on the progressively type II censoring data of generalized Pareto distribution, we consider the maximum likelihood estimation and asymptotic interval estimations of survival function and hazard function by using the Fisher… read more here.
Keywords: bayesian survival; generalized pareto; pareto distribution; progressively type ... See more keywords
On Statistical Inference of Generalized Pareto Distribution with Jointly Progressive Censored Samples with Binomial Removal
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DOI: 10.1155/2023/1821347
Abstract: A jointly censored sample is a very useful sampling technique in conducting comparative life tests of the products, its efficiency appears in permitting the selection of two samples from two manufacturing lines at the same… read more here.
Keywords: generalized pareto; inference generalized; binomial removal; pareto distribution ... See more keywords
Trusting Others: A Pareto Distribution of Source and Message Credibility Among News Reporters
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DOI: 10.1177/0093650220911814
Abstract: This study uses the case study of journalists to explore the socio-cognitive nature of interpersonal trust in growingly deceptive ecosystems. Journalists are ideal test subjects to explore these is... read more here.
Keywords: source message; trusting others; message credibility; distribution source ... See more keywords
Alpha-Power Pareto distribution: Its properties and applications
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DOI: 10.1371/journal.pone.0218027
Abstract: In Statistical theory, inclusion of an additional parameter to standard distributions is a usual practice. In this study, a new distribution referred to as Alpha-Power Pareto distribution is introduced by including an extra parameter. Several… read more here.
Keywords: power pareto; pareto distribution; alpha power; distribution ... See more keywords
New Characterizations of the Pareto Distribution
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DOI: 10.18187/pjsor.v13i1.1742
Abstract: Characterization results have great importance in statistics and probability applications. Some characterizations of Pareto of the rst kind and Pareto of the second kind distributions are presented by using conditional expectation in terms of their… read more here.
Keywords: characterizations pareto; new characterizations; pareto distribution;
Modeling Extreme Values with Alpha Power Inverse Pareto Distribution
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DOI: 10.2478/msr-2023-0007
Abstract: Abstract The study focuses on the development of a new probability distribution with applications to extreme values. The distribution is proposed by incorporating an additional parameter into the inverse Pareto distribution using the α-Power Transformation.… read more here.
Keywords: inverse pareto; distribution; extreme values; pareto distribution ... See more keywords