CCET - DEST - Artigos publicados em periódicos
URI Permanente para esta coleçãohttps://repositorio.ufrn.br/handle/1/162
Navegar
Navegando CCET - DEST - Artigos publicados em periódicos por Autor "Andrade, Thiago A. N. de"
Agora exibindo 1 - 3 de 3
- Resultados por página
- Opções de Ordenação
Artigo The exponentiated generalized extended exponential distribution(Journal of Data Science, 2016) Andrade, Thiago A. N. de; Bourguignon, Marcelo; Cordeiro, Gauss M.We introduce and study a new four-parameter lifetime model named the exponentiated generalized extended exponential distribution. The proposed model has the advantage of including as special cases the exponential and exponentiated exponential distributions, among others, and its hazard function can take the classic shapes: bathtub, inverted bathtub, increasing, decreasing and constant, among others. We derive some mathematical properties of the new model such as a representation for the density function as a double mixture of Erlang densities, explicit expressions for the quantile function, ordinary and incomplete moments, mean deviations, Bonferroni and Lorenz curves, generating function, R´enyi entropy, density of order statistics and reliability. We use the maximum likelihood method to estimate the model parameters. Two applications to real data illustrate the flexibility of the proposed model.Artigo The exponentiated generalized standardized half-logistic distribution(Canadian Center of Science and Education, 2017-05) Cordeiro, Gauss M.; Andrade, Thiago A. N. de; Bourguignon, Marcelo; Silva, Frank GomesWe study a new two-parameter lifetime model called the exponentiated generalized standardized half-logistic distribution, which extends the half-logistic pioneered by Balakrishnan in the eighties. We provide explicit expressions for the moments, generating and quantile functions, mean deviations, Bonferroni and Lorenz curves, and order statistics. The model parameters are estimated by the maximum likelihood method. A simulation study reveals that the estimators have desirable properties such as small biases and variances even in moderate sample sizes. We prove empirically that the new distribution provides a better fit to a real data set than other competitive models.Artigo The gamma generalized pareto distribution with applications in survival analysis(International Journal of Statistics and Probability, 2017-05) Andrade, Thiago A. N. de; Fernandez, Luz Milena Zea; Silva, Frank Gomes; Cordeiro, Gauss M.We study a three-parameter model named the gamma generalized Pareto distribution. This distribution extends the generalized Pareto model, which has many applications in areas such as insurance, reliability, finance and many others. We derive some of its characterizations and mathematical properties including explicit expressions for the density and quantile functions, ordinary and incomplete moments, mean deviations, Bonferroni and Lorenz curves, generating function, R´enyientropy and order statistics. We discuss the estimation of the model parameters by maximum likelihood. A small Monte Carlo simulation study and two applications to real data are presented. We hope that this distribution may be useful for modeling survival and reliability data.