two- sided power distribution

نویسندگان: ثبت نشده
چکیده مقاله:

In this paper, a new family of distributions with many applications in financial engineering have been introduced. This distribution contains important statistical distributions such as the triangular, exponential and uniform distribution. Initially considered a special case of this distribution And then survey The important features of it. How to calculate maximum likelihood estimates are presented along with a numerical example. Finally, using real data We have presented an application example.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

ON THE POWER FUNCTION OF THE LRT AGAINST ONE-SIDED AND TWO-SIDED ALTERNATIVES IN BIVARIATE NORMAL DISTRIBUTION

This paper addresses the problem of testing simple hypotheses about the mean of a bivariate normal distribution with identity covariance matrix against restricted alternatives. The LRTs and their power functions for such types of hypotheses are derived. Furthermore, through some elementary calculus, it is shown that the power function of the LRT satisfies certain monotonicity and symmetry p...

متن کامل

On the General Class of Two - Sided Power Distribution

Van Dorp and Kotz (2003) introduced a general class of two-sided power distribution. We provide several examples of this distribution by considering a non negative, non decreasing differentiable function g on 0 1 satisfying g 1 − g 0 = 1. For the considered distributions the maximum likelihood estimation and moment estimation of parameters are obtained. Moments, moment generating functions, and...

متن کامل

Two-Sided Tolerance Interval for Exponential Distribution Based on Records

Tolerance interval is a random interval that contains a proportion of the population with a determined confidence level and is applied in many application fields such as reliability and quality control. In this paper, based on record data, we obtain a two-sided tolerance interval for the exponential population. An example of real record data is presented. Finally, we discuss the accuracy of ...

متن کامل

on the power function of the lrt against one-sided and two-sided alternatives in bivariate normal distribution

this paper addresses the problem of testing simple hypotheses about the mean of a bivariate normal distribution with identity covariance matrix against restricted alternatives. the lrts and their power functions for such types of hypotheses are derived. furthermore, through some elementary calculus, it is shown that the power function of the lrt satisfies certain monotonicity and symmetry prope...

متن کامل

The Standard Two-Sided Power Distribution and its Properties: With Applications in Financial Engineering

This article discusses a family of distributions which would seem not to receive proper attention in the literature. The twoparameter distribution is introduced with an application in the financial engineering domain. Special cases of this family include the triangular distribution, the standard power function distribution, and the uniform distribution. Properties of the distribution are invest...

متن کامل

Confidence Intervals for the Power of Two-Sided Student’s t-test

For the power of two-sided hypothesis testing about the mean of a normal population, we derive a 100(1 − alpha)% confidence interval. Then by using a numerical method we will find a shortest confidence interval and consider some special cases.

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ذخیره در منابع من قبلا به منابع من ذحیره شده

{@ msg_add @}


عنوان ژورنال

دوره 17  شماره 2

صفحات  45- 50

تاریخ انتشار 2013-03

با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.

کلمات کلیدی

کلمات کلیدی برای این مقاله ارائه نشده است

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023