文章基本信息

标题：A NEW DISTRIBUTION FOR EXTREME VALUES : REGRESSION MODEL , CHARACTERIZATIONS AND APPLICATIONS
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作者：H. M. Yousof ; S. M. A. Jahanshahi ; T. G. Ramires 等
期刊名称：Journal of Data Science
印刷版ISSN：1680-743X
电子版ISSN：1683-8602
出版年度：2018
卷号：16
期号：4
页码：677-706
DOI：10.6339/JDS.201810_16(4).00002
出版社：Tingmao Publish Company
摘要：A new four parameter extreme value distribution is defined and studied. Various structural properties of the proposed distribution including ordinary and incomplete moments, generating functions, residual and reversed residual life functions, order statistics are investigated. Some useful characterizations based on two truncated moments as well as based on the reverse hazard function and on certain functions of the random variable are presented. The maximum likelihood method is used to estimate the model parameters. Further, we propose a new extended regression model based on the logarithm of the new distribution. The new distribution is applied to model three real data sets to prove empirically its flexibility.
关键词：Extreme value distribution;Regression model;Order statistics;Parameter estimation;Simulation.