单元正方形上的双变分布家族:理论属性和应用
Roberto Vila1,2, Narayanaswamy Balakrishnan2, Helton Saulo1,3
1Department of Statistics, University of Brasília, Brasília, Brazil.
Journal of applied statistics
|June 27, 2024
概括
我们开发了一种新的双变量单位-日志-对称模型,用于对单位平方的灵活数据分析. 这种统计模型提供了有价值的属性,并成功地应用于足球数据.
科学领域:
- 统计 统计 统计 统计
- 可能性理论概率理论.
- 数据科学数据科学数据科学
背景情况:
- 单位平方是概率分布的常用域,但灵活的双变量模型是有限的.
- 现有的双变量逻辑对称分布为开发新的统计家族提供了基础.
研究的目的:
- 引入和定义双变量单位日志对称 (BULS) 模型.
- 探索BULS模型的数学属性,包括随机表示和条件分布.
- 通过模拟来评估BULS模型最大概率估计方法的性能.
主要方法:
- 二变量单位-日志-对称分布的定义.
- 导出关键的数学属性:随机表示,定量,有条件分布,独立性和边际时刻.
- 应用最大概率估计 (MLE) 和通过蒙特卡洛模拟进行评估.
主要成果:
- 布尔斯模型是作为一个灵活的,在单位平方上定义的双变量分布家族建立的.
- 导出和分析了BULS模型的关键数学属性.
- 蒙特卡洛模拟证明了最大概率估计方法对拟议模型的可行性.
结论:
- 双变量单位-日志-对称模型提供了一种灵活的方法,用于模拟单元平方上的双变量数据.
- 该研究提供了对模型的数学属性和估计方法的全面分析.
- 通过对现实世界足球数据的分析,BULS模型证明了其实际适用性.
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