一个新的灵活的韦布尔扩展模型:不同的估计方法和极端值数据的建模.
Huda M Alshanbari1, Omalsad Hamood Odhah1, Hazem Al-Mofleh2,3
1Department of Mathematical Sciences, College of Science, Princess Nourah bint Abdulrahman University, P.O. Box 84428, Riyadh 11671, Saudi Arabia.
Heliyon
|November 29, 2023
概括
研究人员引入了一个新的灵活的韦布尔扩展分布来模拟极端事件. 这种新的概率分布改善了金融,工程和气象学领域极端价值数据的分析.
科学领域:
- 统计 统计 统计 统计
- 可能性理论概率理论.
- 极端价值理论 极端价值理论
背景情况:
- 极端事件带来了重大的社会和科学挑战.
- 传统的概率分布往往无法充分建模聚类极端观测.
- 需要灵活的分布来分析各种领域的极端值数据.
研究的目的:
- 为模拟极端事件引入一种新的,灵活的概率分布.
- 要推导出拟议模型的分布性质.
- 用现实世界的极端价值数据来证明模型的实用性.
主要方法:
- 新的分布是通过将灵活的韦布尔分布与加权的T-X (变形-X) 策略相结合而形成的.
- 新模型的分布性质是通过数学推导出来的.
- 为新分布的参数探索估计方法.
主要成果:
- 一种新的概率分布,灵活的韦布尔扩展分布,已经成功开发出来.
- 这种新分布的数学属性已经确定.
- 研究了新模型的估计技术的应用.
结论:
- 灵活的韦布尔扩展分布为分析极值数据提供了一个有价值的新工具.
- 这种分布适用于各种领域,包括金融,水文和气象学.
- 该研究通过数据分析证明了拟议的分布的实际实用性.
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