利用四次方变换 Weibull 分布和不同估算方法建立气候数据模型

IF 1.1 Q3 STATISTICS & PROBABILITY Pakistan Journal of Statistics and Operation Research Pub Date : 2023-12-06 DOI:10.18187/pjsor.v19i4.4423
D. J. Moloy, M. A. Ali, F. Alam
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引用次数: 0

摘要

来自不同科学领域的研究人员遇到感兴趣的现象,他们寻求科学地建立这些现象的模型。执行建模的一个重要方法是使用概率分布。概率分布是一种概率模型,在不同的研究领域有很多应用,包括但不限于环境和金融研究。本文从广义的四次嬗变分布族出发,研究了一个四次嬗变威布尔分布,作为威布尔分布的一种推广和替代。我们还通过对气候相关数据集进行建模来研究这种推广的实际应用,并检查所提出模型的拟合优度。推导了该模型的统计特性,包括非中心矩、生成函数、生存函数和危险函数。采用不同的估计方法对所提出的四次变形分布的参数进行估计:最大似然估计法、间隔最大积估计法、两种基于最小二乘的估计方法和三种基于拟合优度的估计方法。数值说明和广泛的比较蒙特卡罗模拟研究进行了调查估计的性能所考虑的推理方法。在估计方法方面,仿真结果表明,对于大样本量,极大似然估计(MLE)、安德森-达林估计(ADE)和右安德森-达林估计(RADE)方法的估计效率总体上优于其他考虑的方法,而无论形状参数和变形参数的值如何,所有考虑的估计方法的拟合优度几乎相同。使用两个真实数据集来演示建议的估计方法,以及与威布尔分布、变形威布尔分布和三次变形威布尔分布相比,所提出分布的适用性和灵活性。加权最小二乘估计(WLSE)和最小二乘估计(LSE)方法分别为惠顿河和降雨数据提供了最佳的模型拟合估计。与其他分布相比,所提出的四次变换威布尔分布显著改善了两个数据集的拟合。
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Modeling Climate data using the Quartic Transmuted Weibull Distribution and Different Estimation Methods
Researchers from various fields of science encounter phenomena of interest, and they seek to model the occurrences scientifically. An important approach of performing modeling is to use probability distributions. Probability distributions are probabilistic models that have many applications in different research areas, including, but not limited to, environmental and financial studies. In this paper, we study a quartic transmuted Weibull distribution from a general quartic transmutation family of distributions as a generalization and an alternative to the well-known Weibull distribution. We also investigate the practical application of this generalization by modeling climate-related data sets and check the goodness-of-fit of the proposed model. The statistical properties of the proposed model, which includes non-central moments, generating functions, survival function, and hazard function, are derived. Different estimation methods to estimate the parameters of the proposed quartic transmuted distribution: the maximum likelihood estimation method, the maximum product of spacings method, two least-squares-based methods, and three goodness-of-fit-based estimation methods. Numerical illustration and an extensive comparative Monte Carlo simulation study are conducted to investigate the performance of the estimators of the considered inferential methods. Regarding estimation methods, simulation outcomes indicated that the maximum likelihood estimation (MLE), Anderson-Darling estimation (ADE) and right Anderson-Darling (RADE) methods in general outperformed the other considered methods in terms of estimation efficiency for large sample size, while all considered estimation methods performed almost same in terms of goodness-of-fit regardless the values of shape and transmuted parameters. Two real-life data sets are used to demonstrate the suggested estimation methods, the applicability and flexibility of the proposed distribution compared to Weibull, transmuted Weibull, and cubic transmuted Weibull distributions. Weighted least squares estimation (WLSE) and least squares estimation (LSE) methods provided best model fitting estimates of the proposed distribution for Wheaton River and rainfall data respectively. The proposed quartic transmuted Weibull distribution provide significantly improved fit for the two datasets as compared with other distributions.
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来源期刊
CiteScore
3.30
自引率
26.70%
发文量
53
期刊介绍: Pakistan Journal of Statistics and Operation Research. PJSOR is a peer-reviewed journal, published four times a year. PJSOR publishes refereed research articles and studies that describe the latest research and developments in the area of statistics, operation research and actuarial statistics.
期刊最新文献
Characterizations of the Recently Introduced Discrete Distributions A New Family of Heavy-Tailed Generalized Topp-Leone-G Distributions with Application A new class of probability distributions with an application in engineering science Approximations to the Moments of Order Statistics for Normal Distribution Approximation Methods for the Bivariate Compound Truncated Poisson Gamma Distribution
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