The gamma generalized pareto distribution with applications in survival analysis

Página do item simplificado Estatísticas
dc.contributor.authorAndrade, Thiago A. N. de
dc.contributor.authorFernandez, Luz Milena Zea
dc.contributor.authorSilva, Frank Gomes
dc.contributor.authorCordeiro, Gauss M.
dc.date.accessioned2022-10-31T22:04:11Z
dc.date.available2022-10-31T22:04:11Z
dc.date.issued2017-05
dc.description.resumoWe 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.pt_BR
dc.identifier.citationANDRADE, Thiago A. N. et al. The Gamma Generalized Pareto Distribution with Applications in Survival Analysis. Iinternational Journal of Statistics and Probability, v. 6, p. 141-156, 2017. Disponível em: http://www.ccsenet.org/journal/index.php/ijsp/article/view/67750. Acesso em: 07 dez. 2017pt_BR
dc.identifier.doi10.5539/ijsp.v6n3p141
dc.identifier.urihttps://repositorio.ufrn.br/handle/123456789/49660
dc.languagept_BRpt_BR
dc.publisherInternational Journal of Statistics and Probabilitypt_BR
dc.rightsAcesso Abertopt_BR
dc.subjectGeneralized pareto distributionpt_BR
dc.subjectHazard rate functionpt_BR
dc.subjectSurvival functionpt_BR
dc.titleThe gamma generalized pareto distribution with applications in survival analysispt_BR
dc.typearticlept_BR

Arquivos

Pacote Original

Agora exibindo 1 - 1 de 1
Nenhuma Miniatura disponível
Nome:
TheGammaGeneralized_2017.pdf
Tamanho:
957.01 KB
Formato:
Adobe Portable Document Format
Nenhuma Miniatura disponível
Baixar

Licença do Pacote

Agora exibindo 1 - 1 de 1
Nenhuma Miniatura disponível
Nome:
license.txt
Tamanho:
1.71 KB
Formato:
Item-specific license agreed upon to submission
Nenhuma Miniatura disponível
Baixar

Coleções

CCET - DEST - Artigos publicados em periódicos
Repositório Institucional - UFRN Campus Universitário Lagoa NovaCEP 59078-970 Caixa postal 1524 Natal/RN - BrasilUniversidade Federal do Rio Grande do Norte© Copyright 2025. Todos os direitos reservados.
Contato+55 (84) 3342-2260 - R232Setor de Repositórios Digitaisrepositorio@bczm.ufrn.br
DSpaceIBICT
OasisBR
LAReferencia
Customizado pela CAT - BCZM