The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which ...The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which the asymptotic optimality and convergence rates are obtained.Finally,an example concerning the main result is given.展开更多
The two-parameter exponential distribution is proposed to be an underlying model,and prediction bounds for future observations are obtained by using Bayesian approach.Prediction intervals are derived for unobserved li...The two-parameter exponential distribution is proposed to be an underlying model,and prediction bounds for future observations are obtained by using Bayesian approach.Prediction intervals are derived for unobserved lifetimes in one-sample prediction and two-sample prediction based on type Ⅱ doubly censored samples.A numerical example is given to illustrate the procedures,prediction intervals are investigated via Monte Carlo method,and the accuracy of prediction intervals is presented.展开更多
In this paper, we establish a generalized extreme Value-Pareto distribution model and derive an analytical expression of Weibull–Pareto distribution model. Based on a data sample of 26-year wave height, we adopt the ...In this paper, we establish a generalized extreme Value-Pareto distribution model and derive an analytical expression of Weibull–Pareto distribution model. Based on a data sample of 26-year wave height, we adopt the new model to estimate the design wave height for 500, 700 and 1000-year return periods. Results show that the design wave height from Weibull–Pareto distribution is between that of the Weibull distribution and that of the Pearson-Ⅲ distribution.For the 500-year return period design wave height, the results from the new model is 1.601% lower than those from the Weibull distribution and 1.319% higher than those from the Pearson-Ⅲ distribution. The Weibull–Pareto distribution innovatively considers the fractal features, extreme-value statistics and the truncated data in the derivation process. Therefore, it is a more holistic and practical model for estimating the design parameters in marine and coastal environments.展开更多
How to choose an optimal threshold is a key problem in the generalized Pareto distribution （GPD） model. This paper attains the exact threshold by testing for GPD,and shows that GPD model allows the actuary to easily...How to choose an optimal threshold is a key problem in the generalized Pareto distribution （GPD） model. This paper attains the exact threshold by testing for GPD,and shows that GPD model allows the actuary to easily estimate high quantiles and the probable maximum loss from the medical insurance claims data.展开更多
This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be ...This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels.展开更多
The generalized Pareto distribution model is a kind of hydrocarbon pool size probability statistical method for resource assessment. By introducing the time variable, resource conversion rate and the geological variab...The generalized Pareto distribution model is a kind of hydrocarbon pool size probability statistical method for resource assessment. By introducing the time variable, resource conversion rate and the geological variable, resource density, such model can describe not only different types of basins, but also any exploration samples at different phases of exploration, up to the parent population. It is a dynamic distribution model with profound geological significance and wide applicability. Its basic principle and the process of resource assessment are described in this paper. The petroleum accumulation system is an appropriate assessment unit for such method. The hydrocarbon resource structure of the Huanghua Depression in Bohai Bay Basin was predicted by using this model. The prediction results accord with the knowledge of exploration in the Huanghua Depression, and point out the remaining resources potential and structure of different petroleum accumulation systems, which are of great significance for guiding future exploration in the Huanghua Depression.展开更多
In this work, the authors proposed a four parameter potentiated lifetime model named as Transmuted Exponentiated Moment Pareto (TEMP) distribution and discussed numerous characteristic measures of proposed model. Para...In this work, the authors proposed a four parameter potentiated lifetime model named as Transmuted Exponentiated Moment Pareto (TEMP) distribution and discussed numerous characteristic measures of proposed model. Parameters are estimated by the method of maximum likelihood and performance of these estimates is also assessed by simulations study. Four suitable lifetime datasets are modeled by the TEMP distribution and the results support that the proposed model provides much better results as compared to its sub-models.展开更多
The Pareto distribution plays an important role in various areas of research. In this paper, the average run length （ARL） unbiased control charts, which monitor the shape and threshold parameters of the Pareto distr...The Pareto distribution plays an important role in various areas of research. In this paper, the average run length （ARL） unbiased control charts, which monitor the shape and threshold parameters of the Pareto distribution respectively, are proposed when the incontrol parameters are known. The effects of parameter estimation on the performance of the proposed control charts are also studied. Results show that the control charts with the estimated parameters are not suitable to be used in the known parameter case, thus the ARL-unbiased control charts for the shape and threshold parameters with the desired ARLo, which consider the variability of the parameter estimates, are further developed. The performance of the proposed control charts is investigated in terms of the ARL. Finally, an example is given to illustrate the proposed control charts.展开更多
The paper deals with the estimation problem for the generalized Pareto distribution based on progressive type-II censoring with random removals. The number of components removed at each failure time is assumed to foll...The paper deals with the estimation problem for the generalized Pareto distribution based on progressive type-II censoring with random removals. The number of components removed at each failure time is assumed to follow a binomial distribution. Maximum likelihood estimators and the asymptotic variance-covariance matrix of the estimates are obtained. Finally, a numerical example is given to illustrate the obtained展开更多
The main purpose of this paper is to obtain the inference of parameters of heterogeneous population represented by finite mixture of two Pareto (MTP) distributions of the second kind. The constant-partially accelerate...The main purpose of this paper is to obtain the inference of parameters of heterogeneous population represented by finite mixture of two Pareto (MTP) distributions of the second kind. The constant-partially accelerated life tests are applied based on progressively type-II censored samples. The maximum likelihood estimates (MLEs) for the considered parameters are obtained by solving the likelihood equations of the model parameters numerically. The Bayes estimators are obtained by using Markov chain Monte Carlo algorithm under the balanced squared error loss function. Based on Monte Carlo simulation, Bayes estimators are compared with their corresponding maximum likelihood estimators. The two-sample prediction technique is considered to derive Bayesian prediction bounds for future order statistics based on progressively type-II censored informative samples obtained from constant-partially accelerated life testing models. The informative and future samples are assumed to be obtained from the same population. The coverage probabilities and the average interval lengths of the confidence intervals are computed via a Monte Carlo simulation to investigate the procedure of the prediction intervals. Analysis of a simulated data set has also been presented for illustrative purposes. Finally, comparisons are made between Bayesian and maximum likelihood estimators via a Monte Carlo simulation study.展开更多
This paper deals with the use of Pareto distribution in models of wage distribution. Pareto distribution cannot generally be used as a model of the whole wage distribution, but only as a model for the distribution of ...This paper deals with the use of Pareto distribution in models of wage distribution. Pareto distribution cannot generally be used as a model of the whole wage distribution, but only as a model for the distribution of higher or of the highest wages. It is usually about wages higher than the median. The parameter b is called the Pareto coefficient and it is often used as a characteristic of differentiation of fifty percent of the highest wages. Pareto distribution is so much the more applicable model of a specific wage distribution, the more specific differentiation of fifty percent of the highest wages will resemble to differentiation that is expected by Pareto distribution. Pareto distribution assumes a differentiation of wages, in which the following ratios are the same： ratio of the upper quartile to the median; ratio of the eighth decile to the sixth decile; ratio of the ninth decile to the eighth decile. This finding may serve as one of the empirical criterions for assessing, whether Pareto distribution is a suitable or less suitable model of a particular wage distribution. If we find only small differences between the ratios of these quantiles in a specific wage distribution, Pareto distribution is a good model of a specific wage distribution. Approximation of a specific wage distribution by Pareto distribution will be less suitable or even unsuitable when more expressive differences of mentioned ratios. If we choose Pareto distribution as a model of a specific wage distribution, we must reckon with the fact that the model is always only an approximation. It will describe only approximately the actual wage distribution and the relationships in the model will only partially reflect the relationships in a specific wage distribution.展开更多
For characterization of Pareto distribution one needs any arbitrary non constant function only by approach of identity of distribution and equality of expectation of function of random variable in place of approaches ...For characterization of Pareto distribution one needs any arbitrary non constant function only by approach of identity of distribution and equality of expectation of function of random variable in place of approaches such as relation （linear） in （economic variation） reported and true income, independency of suitable function of order statistics, mean and the extreme observation of the sample etc. Examples are given for illustrative purpose展开更多
Nuclear charge density distribution plays an important role in both nuclear and atomic physics,for which the two-parameter Fermi(2pF)model has been widely applied as one of the most frequently used models.Currently,th...Nuclear charge density distribution plays an important role in both nuclear and atomic physics,for which the two-parameter Fermi(2pF)model has been widely applied as one of the most frequently used models.Currently,the feedforward neural network has been employed to study the available 2pF model parameters for 86 nuclei,and the accuracy and precision of the parameter-learning effect are improved by introducing A^(1∕3)into the input parameter of the neural network.Furthermore,the average result of multiple predictions is more reliable than the best result of a single prediction and there is no significant difference between the average result of the density and parameter values for the average charge density distribution.In addition,the 2pF parameters of 284(near)stable nuclei are predicted in this study,which provides a reference for the experiment.展开更多
This paper proposes a new methodology to select an optimal threshold level to be used in the peak over threshold （POT） method for the prediction of short-term distributions of load extremes of offshore wind turbines...This paper proposes a new methodology to select an optimal threshold level to be used in the peak over threshold （POT） method for the prediction of short-term distributions of load extremes of offshore wind turbines. Such an optimal threshold level is found based on the estimation of the variance-to-mean ratio for the occurrence of peak values, which characterizes the Poisson assumption. A generalized Pareto distribution is then fitted to the extracted peaks over the optimal threshold level and the distribution parameters are estimated by the method of the maximum spacing estimation. This methodology is applied to estimate the short-term distributions of load extremes of the blade bending moment and the tower base bending moment at the mudline of a monopile-supported 5MW offshore wind turbine as an example. The accuracy of the POT method using the optimal threshold level is shown to be better, in terms of the distribution fitting, than that of the POT methods using empirical threshold levels. The comparisons among the short-term extreme response values predicted by using the POT method with the optimal threshold levels and with the empirical threshold levels and by using direct simulation results further substantiate the validity of the proposed new methodology.展开更多
In this paper, we consider the construction of the approximate profile-</span><span style="font-family:""> </span><span style="font-family:Verdana;">likelihood confiden...In this paper, we consider the construction of the approximate profile-</span><span style="font-family:""> </span><span style="font-family:Verdana;">likelihood confidence intervals for parameters of the 2-parameter Weibull distribution based on small type-2 censored samples. In previous research works, the traditional Wald method has been used to construct approximate confidence intervals for the 2-parameter Weibull distribution</span><span style="font-family:""> </span><span style="font-family:Verdana;">under type-2 censoring scheme. However, the Wald technique is based on normality assumption and thus may not produce accurate interval estimates for small samples. The profile-likelihood and Wald confidence intervals are constructed for the shape and scale parameters of the 2-parameter Weibull distribution based on simulated and real type-2 censored data, and are hence compared using confidence length and coverage probability.展开更多
The experiential adjustment process in an experiment on the ion source of the neutral beam injector system for the HT-7 Tokamak is reported in this paper. With regard to the data obtained in the same condition, in arr...The experiential adjustment process in an experiment on the ion source of the neutral beam injector system for the HT-7 Tokamak is reported in this paper. With regard to the data obtained in the same condition, in arranging the arc current intensities of every shot with a decay rank, the distributions of the arc current intensity correspond to the power laws, and the distribution obtained in the condition with the cryo-pump corresponds to the double Pareto distribution. Using the similar study method, the distributions of the arc duration are close to the power laws too. These power law distributions are formed rather naturally instead of being the results of purposeful seeking.展开更多
A non-Maxwellian collision kernel is employed to study the evolution of wealth distribution in a multi-agent society.The collision kernel divides agents into two different groups under certain conditions. Applying the...A non-Maxwellian collision kernel is employed to study the evolution of wealth distribution in a multi-agent society.The collision kernel divides agents into two different groups under certain conditions. Applying the kinetic theory of rarefied gases, we construct a two-group kinetic model for the evolution of wealth distribution. Under the continuous trading limit, the Fokker–Planck equation is derived and its steady-state solution is obtained. For the non-Maxwellian collision kernel, we find a suitable redistribution operator to match the taxation. Our results illustrate that taxation and redistribution have the property to change the Pareto index.展开更多
The minimum risk equivariant estimator of a quantile of the common marginal distribution in a multivariate Lomax distribution with unknown location and scale parameters under Linex loss function is considered.
Estimation of distribution algorithms are a class of evolutionary optimization algorithms based on probability distribution model. In this article, a Pareto-based multi-objective estimation of distribution algorithm w...Estimation of distribution algorithms are a class of evolutionary optimization algorithms based on probability distribution model. In this article, a Pareto-based multi-objective estimation of distribution algorithm with multivariate T-copulas is proposed. The algorithm employs Pareto-based approach and multivariate T-copulas to construct probability distribution model. To estimate joint distribution of the selected solutions, the correlation matrix of T-copula is firstly estimated by estimating Kendall’s tau and using the relationship of Kendall’s tau and correlation matrix. After the correlation matrix is estimated, the degree of freedom of T-copula is estimated by using the maximum likelihood method. Afterwards, the Monte Carte simulation is used to generate new individuals. An archive with maximum capacity is used to maintain the non-dominated solutions. The Pareto optimal solutions are selected from the archive on the basis of the diversity of the solutions, and the crowding-distance measure is used for the diversity measurement. The archive gets updated with the inclusion of the non-dominated solutions from the combined population and current archive, and the archive which exceeds the maximum capacity is cut using the diversity consideration. The proposed algorithm is applied to some well-known benchmark. The relative experimental results show that the algorithm has better performance and is effective.展开更多
基金Supported by the NNSF of China（70471057）Supported by the Natural Science Foundation of the Education Department of Shannxi Province（03JK065）
文摘The empirical Bayes test problem is considered for scale parameter of twoparameter exponential distribution under type-II censored data.By using wavelets estimation method,the EB test function is constructed,of which the asymptotic optimality and convergence rates are obtained.Finally,an example concerning the main result is given.
文摘The two-parameter exponential distribution is proposed to be an underlying model,and prediction bounds for future observations are obtained by using Bayesian approach.Prediction intervals are derived for unobserved lifetimes in one-sample prediction and two-sample prediction based on type Ⅱ doubly censored samples.A numerical example is given to illustrate the procedures,prediction intervals are investigated via Monte Carlo method,and the accuracy of prediction intervals is presented.
基金supported by the NSFC-Shandong Joint Fund(Grant No.U1706226)Graduate Education Reform and Research Fund(Grant No.HDJG18007)
文摘In this paper, we establish a generalized extreme Value-Pareto distribution model and derive an analytical expression of Weibull–Pareto distribution model. Based on a data sample of 26-year wave height, we adopt the new model to estimate the design wave height for 500, 700 and 1000-year return periods. Results show that the design wave height from Weibull–Pareto distribution is between that of the Weibull distribution and that of the Pearson-Ⅲ distribution.For the 500-year return period design wave height, the results from the new model is 1.601% lower than those from the Weibull distribution and 1.319% higher than those from the Pearson-Ⅲ distribution. The Weibull–Pareto distribution innovatively considers the fractal features, extreme-value statistics and the truncated data in the derivation process. Therefore, it is a more holistic and practical model for estimating the design parameters in marine and coastal environments.
文摘How to choose an optimal threshold is a key problem in the generalized Pareto distribution （GPD） model. This paper attains the exact threshold by testing for GPD,and shows that GPD model allows the actuary to easily estimate high quantiles and the probable maximum loss from the medical insurance claims data.
基金National Natural Science Foundation of China (No.70573077)
文摘This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels.
文摘The generalized Pareto distribution model is a kind of hydrocarbon pool size probability statistical method for resource assessment. By introducing the time variable, resource conversion rate and the geological variable, resource density, such model can describe not only different types of basins, but also any exploration samples at different phases of exploration, up to the parent population. It is a dynamic distribution model with profound geological significance and wide applicability. Its basic principle and the process of resource assessment are described in this paper. The petroleum accumulation system is an appropriate assessment unit for such method. The hydrocarbon resource structure of the Huanghua Depression in Bohai Bay Basin was predicted by using this model. The prediction results accord with the knowledge of exploration in the Huanghua Depression, and point out the remaining resources potential and structure of different petroleum accumulation systems, which are of great significance for guiding future exploration in the Huanghua Depression.
文摘In this work, the authors proposed a four parameter potentiated lifetime model named as Transmuted Exponentiated Moment Pareto (TEMP) distribution and discussed numerous characteristic measures of proposed model. Parameters are estimated by the method of maximum likelihood and performance of these estimates is also assessed by simulations study. Four suitable lifetime datasets are modeled by the TEMP distribution and the results support that the proposed model provides much better results as compared to its sub-models.
基金Supported by Foundation of Ministry of Education of China(13YJC910005,13YJC910010,12YJA910005)Zhejiang Provincial Natural Science Foundation of China(LY16G020003)+2 种基金the Philosophy and Social Science Research Project in Zhejiang Province of China(13NDJC055YB)the National Natural Science Foundation of China(11371322)the Zhejiang Provincial Key Research Base for Humanities and Social Science Research(Statistics)
文摘The Pareto distribution plays an important role in various areas of research. In this paper, the average run length （ARL） unbiased control charts, which monitor the shape and threshold parameters of the Pareto distribution respectively, are proposed when the incontrol parameters are known. The effects of parameter estimation on the performance of the proposed control charts are also studied. Results show that the control charts with the estimated parameters are not suitable to be used in the known parameter case, thus the ARL-unbiased control charts for the shape and threshold parameters with the desired ARLo, which consider the variability of the parameter estimates, are further developed. The performance of the proposed control charts is investigated in terms of the ARL. Finally, an example is given to illustrate the proposed control charts.
文摘The paper deals with the estimation problem for the generalized Pareto distribution based on progressive type-II censoring with random removals. The number of components removed at each failure time is assumed to follow a binomial distribution. Maximum likelihood estimators and the asymptotic variance-covariance matrix of the estimates are obtained. Finally, a numerical example is given to illustrate the obtained
文摘The main purpose of this paper is to obtain the inference of parameters of heterogeneous population represented by finite mixture of two Pareto (MTP) distributions of the second kind. The constant-partially accelerated life tests are applied based on progressively type-II censored samples. The maximum likelihood estimates (MLEs) for the considered parameters are obtained by solving the likelihood equations of the model parameters numerically. The Bayes estimators are obtained by using Markov chain Monte Carlo algorithm under the balanced squared error loss function. Based on Monte Carlo simulation, Bayes estimators are compared with their corresponding maximum likelihood estimators. The two-sample prediction technique is considered to derive Bayesian prediction bounds for future order statistics based on progressively type-II censored informative samples obtained from constant-partially accelerated life testing models. The informative and future samples are assumed to be obtained from the same population. The coverage probabilities and the average interval lengths of the confidence intervals are computed via a Monte Carlo simulation to investigate the procedure of the prediction intervals. Analysis of a simulated data set has also been presented for illustrative purposes. Finally, comparisons are made between Bayesian and maximum likelihood estimators via a Monte Carlo simulation study.
文摘This paper deals with the use of Pareto distribution in models of wage distribution. Pareto distribution cannot generally be used as a model of the whole wage distribution, but only as a model for the distribution of higher or of the highest wages. It is usually about wages higher than the median. The parameter b is called the Pareto coefficient and it is often used as a characteristic of differentiation of fifty percent of the highest wages. Pareto distribution is so much the more applicable model of a specific wage distribution, the more specific differentiation of fifty percent of the highest wages will resemble to differentiation that is expected by Pareto distribution. Pareto distribution assumes a differentiation of wages, in which the following ratios are the same： ratio of the upper quartile to the median; ratio of the eighth decile to the sixth decile; ratio of the ninth decile to the eighth decile. This finding may serve as one of the empirical criterions for assessing, whether Pareto distribution is a suitable or less suitable model of a particular wage distribution. If we find only small differences between the ratios of these quantiles in a specific wage distribution, Pareto distribution is a good model of a specific wage distribution. Approximation of a specific wage distribution by Pareto distribution will be less suitable or even unsuitable when more expressive differences of mentioned ratios. If we choose Pareto distribution as a model of a specific wage distribution, we must reckon with the fact that the model is always only an approximation. It will describe only approximately the actual wage distribution and the relationships in the model will only partially reflect the relationships in a specific wage distribution.
文摘For characterization of Pareto distribution one needs any arbitrary non constant function only by approach of identity of distribution and equality of expectation of function of random variable in place of approaches such as relation （linear） in （economic variation） reported and true income, independency of suitable function of order statistics, mean and the extreme observation of the sample etc. Examples are given for illustrative purpose
基金supported by the Natural Science Foundation of Jilin Province (No. 20220101017JC)the National Natural Science Foundation of China (Nos. 11675063, 11875070, and 11935001)+1 种基金Key Laboratory of Nuclear Data foundation (JCKY2020201C157)the Anhui Project (Z010118169)
文摘Nuclear charge density distribution plays an important role in both nuclear and atomic physics,for which the two-parameter Fermi(2pF)model has been widely applied as one of the most frequently used models.Currently,the feedforward neural network has been employed to study the available 2pF model parameters for 86 nuclei,and the accuracy and precision of the parameter-learning effect are improved by introducing A^(1∕3)into the input parameter of the neural network.Furthermore,the average result of multiple predictions is more reliable than the best result of a single prediction and there is no significant difference between the average result of the density and parameter values for the average charge density distribution.In addition,the 2pF parameters of 284(near)stable nuclei are predicted in this study,which provides a reference for the experiment.
基金supported by the funding of an independent research project from the Chinese State Key Laboratory of Ocean Engineering(Grant No.GKZD010038)
文摘This paper proposes a new methodology to select an optimal threshold level to be used in the peak over threshold （POT） method for the prediction of short-term distributions of load extremes of offshore wind turbines. Such an optimal threshold level is found based on the estimation of the variance-to-mean ratio for the occurrence of peak values, which characterizes the Poisson assumption. A generalized Pareto distribution is then fitted to the extracted peaks over the optimal threshold level and the distribution parameters are estimated by the method of the maximum spacing estimation. This methodology is applied to estimate the short-term distributions of load extremes of the blade bending moment and the tower base bending moment at the mudline of a monopile-supported 5MW offshore wind turbine as an example. The accuracy of the POT method using the optimal threshold level is shown to be better, in terms of the distribution fitting, than that of the POT methods using empirical threshold levels. The comparisons among the short-term extreme response values predicted by using the POT method with the optimal threshold levels and with the empirical threshold levels and by using direct simulation results further substantiate the validity of the proposed new methodology.
文摘In this paper, we consider the construction of the approximate profile-</span><span style="font-family:""> </span><span style="font-family:Verdana;">likelihood confidence intervals for parameters of the 2-parameter Weibull distribution based on small type-2 censored samples. In previous research works, the traditional Wald method has been used to construct approximate confidence intervals for the 2-parameter Weibull distribution</span><span style="font-family:""> </span><span style="font-family:Verdana;">under type-2 censoring scheme. However, the Wald technique is based on normality assumption and thus may not produce accurate interval estimates for small samples. The profile-likelihood and Wald confidence intervals are constructed for the shape and scale parameters of the 2-parameter Weibull distribution based on simulated and real type-2 censored data, and are hence compared using confidence length and coverage probability.
基金Meg-science Engineering Project of the Chinese Academy of Sciences
文摘The experiential adjustment process in an experiment on the ion source of the neutral beam injector system for the HT-7 Tokamak is reported in this paper. With regard to the data obtained in the same condition, in arranging the arc current intensities of every shot with a decay rank, the distributions of the arc current intensity correspond to the power laws, and the distribution obtained in the condition with the cryo-pump corresponds to the double Pareto distribution. Using the similar study method, the distributions of the arc duration are close to the power laws too. These power law distributions are formed rather naturally instead of being the results of purposeful seeking.
基金Project supported by the National Natural Science Foundation of China(Grant No.11471263)the Natural Science Foundation of Xinjiang Uygur Autonomous Region,China(Grant No.2021D01B09)+1 种基金the Initial Research Foundation of Kashi University(Grant No.022024076)“Mathematics and Finance Research Centre Funding Project”,Dazhou Social Science Federation(Grant No.SCMF202305)。
文摘A non-Maxwellian collision kernel is employed to study the evolution of wealth distribution in a multi-agent society.The collision kernel divides agents into two different groups under certain conditions. Applying the kinetic theory of rarefied gases, we construct a two-group kinetic model for the evolution of wealth distribution. Under the continuous trading limit, the Fokker–Planck equation is derived and its steady-state solution is obtained. For the non-Maxwellian collision kernel, we find a suitable redistribution operator to match the taxation. Our results illustrate that taxation and redistribution have the property to change the Pareto index.
文摘The minimum risk equivariant estimator of a quantile of the common marginal distribution in a multivariate Lomax distribution with unknown location and scale parameters under Linex loss function is considered.
文摘Estimation of distribution algorithms are a class of evolutionary optimization algorithms based on probability distribution model. In this article, a Pareto-based multi-objective estimation of distribution algorithm with multivariate T-copulas is proposed. The algorithm employs Pareto-based approach and multivariate T-copulas to construct probability distribution model. To estimate joint distribution of the selected solutions, the correlation matrix of T-copula is firstly estimated by estimating Kendall’s tau and using the relationship of Kendall’s tau and correlation matrix. After the correlation matrix is estimated, the degree of freedom of T-copula is estimated by using the maximum likelihood method. Afterwards, the Monte Carte simulation is used to generate new individuals. An archive with maximum capacity is used to maintain the non-dominated solutions. The Pareto optimal solutions are selected from the archive on the basis of the diversity of the solutions, and the crowding-distance measure is used for the diversity measurement. The archive gets updated with the inclusion of the non-dominated solutions from the combined population and current archive, and the archive which exceeds the maximum capacity is cut using the diversity consideration. The proposed algorithm is applied to some well-known benchmark. The relative experimental results show that the algorithm has better performance and is effective.
