GEVL;
type-II progressive censoring;
binomial random removal;
discrete uniform random removal;
genetic algorithm;
Bayesian estimation;
MIXTURE MODEL;
D O I:
10.3934/math.2024742
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
Several random phenomena have been modeled by using extreme value distributions. Based on progressive type -II censored data with three di ff erent distributions (i.e., fixed, discrete uniform, and binomial random removal), the statistical inference of the generalized extreme value distribution under liner normalization (GEVL distribution) parameters is investigated in this study. Since there is no analytical solution, determining the maximum likelihood parameters for the GEVL distribution is considered to be a problem. Standard numerical methods are frequently insu ffi cient for this dilemma, requiring the use of artificial intelligence algorithms to address this di ffi culty. Here, nonlinear minimization and a genetic algorithm have been used to tackle that problem. In addition, Lindley approximation and Monte Carlo estimation were implemented via Metropolis -Hastings algorithms to carry out the Bayesian point estimation based on both the squared error loss function and LINEX loss functions. Moreover, the highest posterior density intervals were applied. The proposed theoretical inference techniques have been applied in a numerical simulation and a real -life example.
机构:
Zagazig Univ, Fac Sci, Dept Math, Zagazig 44519, EgyptZagazig Univ, Fac Sci, Dept Math, Zagazig 44519, Egypt
Attwa, Rasha Abd El-Wahab
Sadk, Shimaa Wasfy
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机构:
Zagazig Univ, Fac Sci, Dept Math, Zagazig 44519, EgyptZagazig Univ, Fac Sci, Dept Math, Zagazig 44519, Egypt
Sadk, Shimaa Wasfy
Radwan, Taha
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机构:
Qassim Univ, Dept Management Informat Syst, Coll Business & Econ, Buraydah 52571, Saudi Arabia
Port Said Univ, Fac Management Technol & Informat Syst, Dept Math & Stat, Port Said 42521, EgyptZagazig Univ, Fac Sci, Dept Math, Zagazig 44519, Egypt
机构:
Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R ChinaHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
Ye, Zhi-Sheng
Chan, Ping-Shing
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机构:
Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R ChinaHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
Chan, Ping-Shing
Xie, Min
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机构:
Natl Univ Singapore, Dept Ind & Syst Engn, Singapore 117548, Singapore
City Univ Hong Kong, Dept Syst Engn & Engn Management, Kowloon, Hong Kong, Peoples R ChinaHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
Xie, Min
Ng, Hon Keung Tony
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机构:
So Methodist Univ, Dept Stat Sci, Dallas, TX 75275 USAHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
机构:
King Saud Univ, Coll Sci, Dept Stat & Operat Res, Riyadh 11451, Saudi ArabiaKing Saud Univ, Coll Sci, Dept Stat & Operat Res, Riyadh 11451, Saudi Arabia