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Heuristic techniques for maximum likelihood localization of radioactive sources via a sensor network
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作者 Assem Abdelhakim 《Nuclear Science and Techniques》 SCIE EI CAS CSCD 2023年第8期174-193,共20页
Maximum likelihood estimation(MLE)is an effective method for localizing radioactive sources in a given area.However,it requires an exhaustive search for parameter estimation,which is time-consuming.In this study,heuri... Maximum likelihood estimation(MLE)is an effective method for localizing radioactive sources in a given area.However,it requires an exhaustive search for parameter estimation,which is time-consuming.In this study,heuristic techniques were employed to search for radiation source parameters that provide the maximum likelihood by using a network of sensors.Hence,the time consumption of MLE would be effectively reduced.First,the radiation source was detected using the k-sigma method.Subsequently,the MLE was applied for parameter estimation using the readings and positions of the detectors that have detected the radiation source.A comparative study was performed in which the estimation accuracy and time consump-tion of the MLE were evaluated for traditional methods and heuristic techniques.The traditional MLE was performed via a grid search method using fixed and multiple resolutions.Additionally,four commonly used heuristic algorithms were applied:the firefly algorithm(FFA),particle swarm optimization(PSO),ant colony optimization(ACO),and artificial bee colony(ABC).The experiment was conducted using real data collected by the Low Scatter Irradiator facility at the Savannah River National Laboratory as part of the Intelligent Radiation Sensing System program.The comparative study showed that the estimation time was 3.27 s using fixed resolution MLE and 0.59 s using multi-resolution MLE.The time consumption for the heuristic-based MLE was 0.75,0.03,0.02,and 0.059 s for FFA,PSO,ACO,and ABC,respectively.The location estimation error was approximately 0.4 m using either the grid search-based MLE or the heuristic-based MLE.Hence,heuristic-based MLE can provide comparable estimation accuracy through a less time-consuming process than traditional MLE. 展开更多
关键词 Radioactive source maximum likelihood estimation Multi-resolution MLE k-sigma Firefly algorithm Particle swarm optimization Ant colony optimization Artificial bee colony
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Joint polarization and DOA estimation based on improved maximum likelihood estimator and performance analysis for conformal array
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作者 SUN Shili LIU Shuai +2 位作者 WANG Jun YAN Fenggang JIN Ming 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2023年第6期1490-1500,共11页
The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communic... The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communication fields.The joint polarization and direction-of-arrival(DOA)estimation based on the conformal array and the theoretical analysis of its parameter estimation performance are the key factors to promote the engineering application of the conformal array.To solve these problems,this paper establishes the wave field signal model of the conformal array.Then,for the case of a single target,the cost function of the maximum likelihood(ML)estimator is rewritten with Rayleigh quotient from a problem of maximizing the ratio of quadratic forms into those of minimizing quadratic forms.On this basis,rapid parameter estimation is achieved with the idea of manifold separation technology(MST).Compared with the modified variable projection(MVP)algorithm,it reduces the computational complexity and improves the parameter estimation performance.Meanwhile,the MST is used to solve the partial derivative of the steering vector.Then,the theoretical performance of ML,the multiple signal classification(MUSIC)estimator and Cramer-Rao bound(CRB)based on the conformal array are derived respectively,which provides theoretical foundation for the engineering application of the conformal array.Finally,the simulation experiment verifies the effectiveness of the proposed method. 展开更多
关键词 conformal array maximum likelihood(ML)estimator manifold separation technology(MST) parameter estimation Cramer-Rao bound(CRB).
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Moderate deviation for maximum likelihood estimators from single server queues
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作者 Saroja Kumar Singh 《Probability, Uncertainty and Quantitative Risk》 2020年第1期25-37,共13页
Consider a single server queueing model which is observed over a continuous time interval(0,T],where T is determined by a suitable stopping rule.Let θ be the unknown parameter for the arrival process and θT be the m... Consider a single server queueing model which is observed over a continuous time interval(0,T],where T is determined by a suitable stopping rule.Let θ be the unknown parameter for the arrival process and θT be the maximum likelihood estimator of θ.The main goal of this paper is to obtain a moderate deviation result of the maximum likelihood estimator for the single server queueing model under certain regular conditions. 展开更多
关键词 GI/G/1 queue maximum likelihood estimator Fisher information Moderate deviation
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EXACT MAXIMUM LIKELIHOOD ESTIMATOR FOR DRIFT FRACTIONAL BROWNIAN MOTION AT DISCRETE OBSERVATION 被引量:5
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作者 胡耀忠 Nualart David +1 位作者 肖炜麟 张卫国 《Acta Mathematica Scientia》 SCIE CSCD 2011年第5期1851-1859,共9页
This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both ... This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus. 展开更多
关键词 maximum likelihood estimator fractional Brownian motions strong consistency central limit theorem Berry-Ess′een bounds Stein’s method Malliavin calculus
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Asymptotic properties and expectation-maximization algorithm for maximum likelihood estimates of the parameters from Weibull-Logarithmic model 被引量:2
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作者 GUI Wen-hao ZHANG Huai-nian 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2016年第4期425-438,共14页
In this article, we consider a lifetime distribution, the Weibull-Logarithmic distri- bution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood i... In this article, we consider a lifetime distribution, the Weibull-Logarithmic distri- bution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood inference using EM algorithm. Asymptotic properties of the MLEs are obtained and extensive simulations are conducted to assess the performance of parameter estimation. A numerical example is used to illustrate the application. 展开更多
关键词 maximum likelihood estimate EM algorithm Fisher information Order statistics Asymptoticproperties.
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Maximum Likelihood Estimation of the Identification Parameters and Its Correction 被引量:2
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作者 An Kai, Ma Jiaguang & Fu Chengyu Institute of Optics and Electronics, Chinese Academy of Sciences, Chengdu 610041, P. R. China 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2002年第4期31-38,共8页
By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of ... By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods. 展开更多
关键词 Probability density Noise Least square methods Corrector of maximum likelihood estimation.
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The Maximum Likelihood Method of Aerodynamic Parameter Identification 被引量:1
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作者 Zhao Yanan and Qian XingfangDept. of Flight Vehicle Engineering, Beijing Institute of Technology, 100081, Beijing, China 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 1992年第4期21-28,共8页
In this paper a method of aerodynamic parameter identification of vehicle, the maximum likelihood method, is introduced. The aerodynamic model of vehicle is identified and the basic equations using maximum likelihood ... In this paper a method of aerodynamic parameter identification of vehicle, the maximum likelihood method, is introduced. The aerodynamic model of vehicle is identified and the basic equations using maximum likelihood method are established. After that, the simulation data is identified to verify the correctness of the mathematic model and identification method. Last, the practical flight data is identified and analyzed. 展开更多
关键词 maximum likelihood estimation Aerodynamic parameter Parameter identification .
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Comparisons of Maximum Likelihood Estimates and Bayesian Estimates for the Discretized Discovery Process Model
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作者 GaoChunwen XuJingzhen RichardSinding-Larsen 《Petroleum Science》 SCIE CAS CSCD 2005年第2期45-56,共12页
A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith’s discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method... A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith’s discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method by effectively making use of the information from the prior distribution and that from the discovery sequence according to posterior probabilities. All statistical inferences about the parameters of the model and total resources can be quantified by drawing samples directly from the joint posterior distribution. In addition, statistical errors of the samples can be easily assessed and the convergence properties can be monitored during the sampling. Because the information contained in a discovery sequence is not enough to estimate all parameters, especially the number of fields, geologically justified prior information is crucial to the estimation. The Bayesian approach allows the analyst to specify his subjective estimates of the required parameters and his degree of uncertainty about the estimates in a clearly identified fashion throughout the analysis. As an example, this approach is applied to the same data of the North Sea on which Smith demonstrated his maximum likelihood method. For this case, the Bayesian approach has really improved the overly pessimistic results and downward bias of the maximum likelihood procedure. 展开更多
关键词 Bayesian estimate maximum likelihood estimate discovery process model Markov chain Monte Carlo (MCMC) North Sea
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Convergence Diagnostics for Gibbs Sampler via Maximum Likelihood Estimation
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作者 程杞元 林秀光 《Journal of Beijing Institute of Technology》 EI CAS 2003年第2期212-215,共4页
A diagnostic procedure based on maximum likelihood estimation, to study the convergence of the Markov chain produced by Gibbs sampler, is presented. The unbiasedness, consistent and asymptotic normality are considered... A diagnostic procedure based on maximum likelihood estimation, to study the convergence of the Markov chain produced by Gibbs sampler, is presented. The unbiasedness, consistent and asymptotic normality are considered for the estimation of the parameters produced by the procedure. An example is provided to illustrate the procedure, and the numerical result is consistent with the theoretical one. 展开更多
关键词 Markov chain Monte Carlo Gibbs sampler maximum likelihood estimation
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Immune Clone Maximum Likelihood Estimation of Improved Non-homogeneous Poisson Process Model Parameters
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作者 任丽娜 芮执元 雷春丽 《Journal of Donghua University(English Edition)》 EI CAS 2014年第6期801-804,共4页
Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. Th... Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method. 展开更多
关键词 improved non-homogeneous Poisson process immune clone algorithm maximum likelihood estimation(MLE) interval estimation multiple NC machine tools
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Maximum likelihood spectrum estimation method and its application in seismo-magnet-icrelation
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作者 曾小苹 林云芳 +5 位作者 赵跃辰 赵明 续春荣 于明鑫 汪江田 王居云 《Acta Seismologica Sinica(English Edition)》 CSCD 1996年第3期153-157,共5页
Maximumlikelihoodspectrumestimationmethodanditsapplicationinseismo┐magnet┐icrelationXIAO-PINGZENG1)(曾小苹),YUN... Maximumlikelihoodspectrumestimationmethodanditsapplicationinseismo┐magnet┐icrelationXIAO-PINGZENG1)(曾小苹),YUN-FANGLIN1)(林云芳),... 展开更多
关键词 maximum likelihood spectrum estimation method transfer function.
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Blind Joint Maximum Likelihood Channel Estimation and Data Detection for SIMO Systems
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作者 Lajos Hanzo 《International Journal of Automation and computing》 EI 2007年第1期47-51,共5页
A blind adaptive scheme is proposed for joint maximum likelihood (ML) channel estimation and data detection of singleinput multiple-output (SIMO) systems. The joint ML optimisation over channel and data is decompo... A blind adaptive scheme is proposed for joint maximum likelihood (ML) channel estimation and data detection of singleinput multiple-output (SIMO) systems. The joint ML optimisation over channel and data is decomposed into an iterative optimisation loop. An efficient global optimisation algorithm called the repeated weighted boosting search is employed at the upper level to optimally identify the unknown SIMO channel model, and the Viterbi algorithm is used at the lower level to produce the maximum likelihood sequence estimation of the unknown data sequence. A simulation example is used to demonstrate the effectiveness of this joint ML optimisation scheme for blind adaptive SIMO systems. 展开更多
关键词 Blind space-time equalisation single-input multiple-output (SIMO) systems maximum likelihood (ML) estimation.
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Asymptotic Efficiency of the Maximum Likelihood Estimator for the Box-Cox Transformation Model with Heteroscedastic Disturbances
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作者 Kazumitsu Nawata 《Open Journal of Statistics》 2016年第5期835-841,共8页
This paper considers the asymptotic efficiency of the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic disturbances. The MLE under the normality assumption (BC MLE) is a con... This paper considers the asymptotic efficiency of the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic disturbances. The MLE under the normality assumption (BC MLE) is a consistent and asymptotically efficient estimator if the “small ” condition is satisfied and the number of parameters is finite. However, the BC MLE cannot be asymptotically efficient and its rate of convergence is slower than ordinal order when the number of parameters goes to infinity. Anew consistent estimator of order is proposed. One important implication of this study is that estimation methods should be carefully chosen when the model contains many parameters in actual empirical studies. 展开更多
关键词 maximum likelihood Estimator (MLE) Asymptotic Efficiency Box-Cox Transformation Model HETEROSCEDASTICITY
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Improving Accuracy of Estimating Two-Qubit States with Hedged Maximum Likelihood
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作者 殷琪 项国勇 +1 位作者 李传锋 郭光灿 《Chinese Physics Letters》 SCIE CAS CSCD 2017年第3期1-5,共5页
As a widely used reconstruction algorithm in quantum state tomography, maximum likelihood estimation tends to assign a rank-deficient matrix, which decreases estimation accuracy for certain quantum states. Fortunately... As a widely used reconstruction algorithm in quantum state tomography, maximum likelihood estimation tends to assign a rank-deficient matrix, which decreases estimation accuracy for certain quantum states. Fortunately, hedged maximum likelihood estimation (HMLE) [Phys. Rev. Lett. 105 (2010)200504] was proposed to avoid this problem. Here we study more details about this proposal in the two-qubit case and further improve its performance. We ameliorate the HMLE method by updating the hedging function based on the purity of the estimated state. Both performances of HMLE and ameliorated HMLE are demonstrated by numerical simulation and experimental implementation on the Werner states of polarization-entangled photons. 展开更多
关键词 MLE Improving Accuracy of Estimating Two-Qubit States with Hedged maximum likelihood
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Robust Estimators for Poisson Regression
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作者 Idriss Abdelmajid Idriss Weihu Cheng 《Open Journal of Statistics》 2023年第1期112-118,共7页
The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation st... The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation study to assess the performance of a suggested estimator compared to the maximum likelihood estimator and some robust methods. The result shows that, in general, all robust methods in this paper perform better than the classical maximum likelihood estimators when the model contains outliers. The proposed estimators showed the best performance compared to other robust estimators. 展开更多
关键词 Poisson Regression Model maximum likelihood Estimator Robust Estimation Contaminated Model Weighted maximum likelihood Estimator
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Data-Based Filters for Non-Gaussian Dynamic Systems With Unknown Output Noise Covariance
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作者 Elham Javanfar Mehdi Rahmani 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2024年第4期866-877,共12页
This paper proposes linear and nonlinear filters for a non-Gaussian dynamic system with an unknown nominal covariance of the output noise.The challenge of designing a suitable filter in the presence of an unknown cova... This paper proposes linear and nonlinear filters for a non-Gaussian dynamic system with an unknown nominal covariance of the output noise.The challenge of designing a suitable filter in the presence of an unknown covariance matrix is addressed by focusing on the output data set of the system.Considering that data generated from a Gaussian distribution exhibit ellipsoidal scattering,we first propose the weighted sum of norms(SON)clustering method that prioritizes nearby points,reduces distant point influence,and lowers computational cost.Then,by introducing the weighted maximum likelihood,we propose a semi-definite program(SDP)to detect outliers and reduce their impacts on each cluster.Detecting these weights paves the way to obtain an appropriate covariance of the output noise.Next,two filtering approaches are presented:a cluster-based robust linear filter using the maximum a posterior(MAP)estimation and a clusterbased robust nonlinear filter assuming that output noise distribution stems from some Gaussian noise resources according to the ellipsoidal clusters.At last,simulation results demonstrate the effectiveness of our proposed filtering approaches. 展开更多
关键词 Data-based filter maximum likelihood estimation unknown covariance weighted maximum likelihood estimation weighted sum-of-norms clustering
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Bayesian and Non-Bayesian Analysis for the Sine Generalized Linear Exponential Model under Progressively Censored Data
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作者 Naif Alotaibi A.S.Al-Moisheer +2 位作者 Ibrahim Elbatal Mohammed Elgarhy Ehab M.Almetwally 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第9期2795-2823,共29页
This article introduces a novel variant of the generalized linear exponential(GLE)distribution,known as the sine generalized linear exponential(SGLE)distribution.The SGLE distribution utilizes the sine transformation ... This article introduces a novel variant of the generalized linear exponential(GLE)distribution,known as the sine generalized linear exponential(SGLE)distribution.The SGLE distribution utilizes the sine transformation to enhance its capabilities.The updated distribution is very adaptable and may be efficiently used in the modeling of survival data and dependability issues.The suggested model incorporates a hazard rate function(HRF)that may display a rising,J-shaped,or bathtub form,depending on its unique characteristics.This model includes many well-known lifespan distributions as separate sub-models.The suggested model is accompanied with a range of statistical features.The model parameters are examined using the techniques of maximum likelihood and Bayesian estimation using progressively censored data.In order to evaluate the effectiveness of these techniques,we provide a set of simulated data for testing purposes.The relevance of the newly presented model is shown via two real-world dataset applications,highlighting its superiority over other respected similar models. 展开更多
关键词 Sine G family generalized linear failure rate progressively censored data MOMENTS maximum likelihood estimation Bayesian estimation simulation
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基于信道短化和圆球译码的水声通信迭代序列检测
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作者 瞿逢重 方浩 +3 位作者 涂星滨 魏艳 章旻昊 杨劭坚 《哈尔滨工程大学学报(英文版)》 CSCD 2024年第1期238-246,共9页
The demand for high-data-rate underwater acoustic communications(UACs)in marine development is increasing;however,severe multipaths make demodulation a challenge.The decision feedback equalizer(DFE)is one of the most ... The demand for high-data-rate underwater acoustic communications(UACs)in marine development is increasing;however,severe multipaths make demodulation a challenge.The decision feedback equalizer(DFE)is one of the most popular equalizers in UAC;however,it is not the optimal algorithm.Although maximum likelihood sequence estimation(MLSE)is the optimal algorithm,its complexity increases exponentially with the number of channel taps,making it challenging to apply to UAC.Therefore,this paper proposes a complexity-reduced MLSE to improve the bit error rate(BER)performance in multipath channels.In the proposed algorithm,the original channel is first shortened using a channel-shortening method,and several dominant channel taps are selected for MLSE.Subsequently,sphere decoding(SD)is performed in the following MLSE.Iterations are applied to eliminate inter-symbol interference caused by weak channel taps.The simulation and sea experiment demonstrate the superiority of the proposed algorithm.The simulation results show that channel shortening combined with SD can drastically reduce computational complexity,and iterative SD performs better than DFE based on recursive least squares(RLS-DFE),DFE based on improved proportionate normalized least mean squares(IPNLMS-DFE),and channel estimation-based DFE(CE-DFE).Moreover,the sea experimental results at Zhairuoshan Island in Zhoushan show that the proposed receiver scheme has improved BER performance over RLSDFE,IPNLMS-DFE,and CE-DFE.Compared with the RLS-DFE,the BER,after five iterations,is reduced from 0.0076 to 0.0037 in the 8–12 k Hz band and from 0.1516 to 0.1145 in the 13–17 k Hz band at a distance of 2000 m.Thus,the proposed algorithm makes it possible to apply MLSE in UAC in practical scenarios. 展开更多
关键词 Underwater acoustic communications(UACs) maximum likelihood sequence estimation(MLSE) Channel shortening Sphere decoding(SD) Iterative detection
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A Study of EM Algorithm as an Imputation Method: A Model-Based Simulation Study with Application to a Synthetic Compositional Data
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作者 Yisa Adeniyi Abolade Yichuan Zhao 《Open Journal of Modelling and Simulation》 2024年第2期33-42,共10页
Compositional data, such as relative information, is a crucial aspect of machine learning and other related fields. It is typically recorded as closed data or sums to a constant, like 100%. The statistical linear mode... Compositional data, such as relative information, is a crucial aspect of machine learning and other related fields. It is typically recorded as closed data or sums to a constant, like 100%. The statistical linear model is the most used technique for identifying hidden relationships between underlying random variables of interest. However, data quality is a significant challenge in machine learning, especially when missing data is present. The linear regression model is a commonly used statistical modeling technique used in various applications to find relationships between variables of interest. When estimating linear regression parameters which are useful for things like future prediction and partial effects analysis of independent variables, maximum likelihood estimation (MLE) is the method of choice. However, many datasets contain missing observations, which can lead to costly and time-consuming data recovery. To address this issue, the expectation-maximization (EM) algorithm has been suggested as a solution for situations including missing data. The EM algorithm repeatedly finds the best estimates of parameters in statistical models that depend on variables or data that have not been observed. This is called maximum likelihood or maximum a posteriori (MAP). Using the present estimate as input, the expectation (E) step constructs a log-likelihood function. Finding the parameters that maximize the anticipated log-likelihood, as determined in the E step, is the job of the maximization (M) phase. This study looked at how well the EM algorithm worked on a made-up compositional dataset with missing observations. It used both the robust least square version and ordinary least square regression techniques. The efficacy of the EM algorithm was compared with two alternative imputation techniques, k-Nearest Neighbor (k-NN) and mean imputation (), in terms of Aitchison distances and covariance. 展开更多
关键词 Compositional Data Linear Regression Model Least Square Method Robust Least Square Method Synthetic Data Aitchison Distance maximum likelihood Estimation Expectation-Maximization Algorithm k-Nearest Neighbor and Mean imputation
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On a Novel Extended Lomax Distribution with Asymmetric Properties and Its Statistical Applications
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作者 Aisha Fayomi Christophe Chesneau +1 位作者 Farrukh Jamal Ali Algarni 《Computer Modeling in Engineering & Sciences》 SCIE EI 2023年第9期2371-2403,共33页
In this article,we highlight a new three-parameter heavy-tailed lifetime distribution that aims to extend the modeling possibilities of the Lomax distribution.It is called the extended Lomax distribution.The considere... In this article,we highlight a new three-parameter heavy-tailed lifetime distribution that aims to extend the modeling possibilities of the Lomax distribution.It is called the extended Lomax distribution.The considered distribution naturally appears as the distribution of a transformation of a random variable following the logweighted power distribution recently introduced for percentage or proportion data analysis purposes.As a result,its cumulative distribution has the same functional basis as that of the Lomax distribution,but with a novel special logarithmic term depending on several parameters.The modulation of this logarithmic term reveals new types of asymetrical shapes,implying a modeling horizon beyond that of the Lomax distribution.In the first part,we examine several of its mathematical properties,such as the shapes of the related probability and hazard rate functions;stochastic comparisons;manageable expansions for various moments;and quantile properties.In particular,based on the quantile functions,various actuarial measures are discussed.In the second part,the distribution’s applicability is investigated with the use of themaximumlikelihood estimationmethod.The behavior of the obtained parameter estimates is validated by a simulation work.Insurance claim data are analyzed.We show that the proposed distribution outperforms eight well-known distributions,including the Lomax distribution and several extended Lomax distributions.In addition,we demonstrate that it gives preferable inferences from these competitor distributions in terms of risk measures. 展开更多
关键词 Lomax distribution extended Lomax distribution asymmetry actuarial measures maximum likelihood estimation data analysis
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