搜索结果: 1-13 共查到“应用数学 Pareto”相关记录13条 . 查询时间(0.015 秒)
极值理论主要研究小概率、大影响的极端事件.当前,复合极值分布已经广泛应用于水文、气象、地震、保险、金融等领域.本文以极值类型定理和PBDH定理为理论依据,构建了二项-广义Pareto复合极值分布模型;使用概率加权矩方法,对所建立的复合模型推导参数估计式;利用计算机模拟,得到了Kolmogorov-Smirnov(简称KS)检验统计量的临界值.
广义Pareto分布的广义有偏概率加权矩估计方法
广义Pareto分布 广义有偏概率加权矩估计 次序统计量 截尾样本 概率加权矩估计
2013/10/19
广义Pareto分布(GPD)是统计分析中一个极为重要的分布,被广泛应用于金融、保险、水文及气象等领域.传统的参数估计方法如极大似然估计、矩估计及概率加权矩估计方法等已被广泛应用,但使用中存在一定的局限性.虽然提出很多改进方法如广义概率加权矩估计、L矩和LH矩法等,但都是研究完全样本的估计问题,而在水文及气象等应用领域常出现截尾样本.本文基于概率加权矩理论,利用截尾样本对三参数GPD提出一种应用范...
本文从联合保险市场Pareto最优风险转换出发,考虑保险公司不仅是分出再保险自己公司承保的风险,也可以分入再保险以分保其他公司的风险,整个保险市场的各公司之间是相互承保的,形成一个联合共保的市场整体,依据Borch的市场均衡理论,建立了保险公司之间联合比例分保模型,同时给出了风险转移矩阵的基本性质、各保险公司的安全荷载系数、各公司之间相关度以及各保险公司的破产概率,最后给出了有关联合共保及Pare...
Estimation of reliability based on Pareto distribution
Pareto maximum likelihood asymptotic distribution
2010/11/1
This paper deal with estimation of p(x > y) when x and y are tow independent pareto distribution . the maximum likelihood and its asymptotical distribution is obtain.
On moments of lower generalized order statistics from exponentiated Pareto distribution and its characterization
Lower generalized order statistics lower records single moments
2010/11/1
In this paper we establish explicit expressions and some recurrence relations for single and product moments of lower generalized order statistics from exponentiated Pareto distribution. The results i...
Shannon entropy for the Feller-Pareto (FP) family and order statistics of FP subfamilies
Burr distribution Entropy Feller-Pareto distribution
2010/9/20
In this paper, we derive the exact analytical expressions of entropy for the FellerPareto(FP) family and order statistics of FP subfamilies. The FP family is a very general unimodal distribution which...
By using the definition of the ”Pareto minimum solution” of an inconsistent system, we will find in the paper a connection between this notion and the so-called ”infrasolution” of a such kind of syste...
On estimation of the exponentiated Pareto distribution under different sample schemes
Bayes estimators Maximum likelihood estimator
2010/9/20
Bayes and classical estimators have been obtained for two parameters aexponentiated Pareto distribution when sample is available from complete, type I and type II censoring scheme. Bayes estimators ha...
Bayesian estimation for the Pareto parameters using quasi-likelihood function
Linear Model Bayesian Method of Estimation Quasi-Likelihood
2010/9/10
In this paper, Bayesian estimation for the Pareto distribution, this thesis aims to investigate the possibility of using the quasi-likelihood function in the Bayesian approach. We introduce a new meth...
TL-moments and L-moments estimation for the generalized Pareto distribution
GPD TL-moments L-moments skewness
2010/9/10
In this paper, the trimmed L-moments (TL-moments) and L-moments of the Generalized Pareto distribution (GPD) up to arbitrary order will be derived and used to obtain the first four TL-moments and Lmom...
Relationship between Pareto optimality in MOILP and DEA
DEA Multi-objective 0-1 linear program
2010/9/14
In this paper we present a relationship between efficient solution in Multi-Objective Integer Linear Programming (MOILP) and Data Envelopment Analysis (DEA). The presented paper, develops the J.W. You...
Characterizations of the exponentiated Pareto distribution based on record values
Lower record values Exponentiated Pareto distribution Single
2010/9/13
In this paper, the exact form of the probability density function (pdf) and moments of single, double, triple and quadruple of lower record values from Exponentiated Pareto distribution (EPD) are deri...
刻度平方误差损失下Pareto分布参数的Bayes估计
Pareto分布 刻度平方误差损失函数 Bayes估计 可容许性
2012/11/19
讨论了给定容量n的一个Pareto样本X1，X2，…，Xn，在刻度平方误差损失函数下Pareto分布参数的Bayes估计，证明了这一估计是可容许的,并给出了Bayes的置信下限.