论文标题
伪Lindley alpha功率转化了分布,数学特征和渐近特性
The Pseudo-Lindley Alpha Power transformed distribution, mathematical characterizations and asymptotic properties
论文作者
论文摘要
我们通过应用α功率转换引入了伪林德利分布的新概括。所获得的分布称为伪Lindley alpha功率转换分布(\ textit {pl-apt})。提供了\ textIt {pl-apt}分布的某些可操作数学属性作为可靠性,危险率,订单统计和熵。最大似然方法用于获得参数的估计\ textit {pl-apt}分布。讨论了所提出的分布的渐近特性。同样,进行了仿真研究,以比较\ textit {pl-apt}与林德利和伪林德利分布的建模能力和灵活性。 \ textit {pl-apt}作为林德利和伪林德分布提供了很好的拟合。找到了\ textit {pl-apt}吸引力的极端结构域,并研究了其分位数和极端分位数。最后,提供并表征了相关的渐近统计测试,并表征了双指数山丘的估计器(NGOM和LO,2016年)和相关的渐近统计检验。
We introduce a new generalization of the Pseudo-Lindley distribution by applying alpha power transformation. The obtained distribution is referred as the Pseudo-Lindley alpha power transformed distribution (\textit{PL-APT}). Some tractable mathematical properties of the \textit{PL-APT} distribution as reliability, hazard rate, order statistics and entropies are provided. The maximum likelihood method is used to obtain the parameters' estimation of the \textit{PL-APT} distribution. The asymptotic properties of the proposed distribution are discussed. Also, a simulation study is performed to compare the modeling capability and flexibility of \textit{PL-APT} with Lindley and Pseudo-Lindley distributions. The \textit{PL-APT} provides a good fit as the Lindley and the Pseudo-Lindley distribution. The extremal domain of attraction of \textit{PL-APT} is found and its quantile and extremal quantile functions studied. Finally, the extremal value index is estimated by the double-indexed Hill's estimator (Ngom and Lo, 2016) and related asymptotic statistical tests are provided and characterized.