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系統識別號 U0002-2607202100561000
DOI 10.6846/TKU.2021.00701
論文名稱(中文) 修正的冪次方廣義線性指數分配
論文名稱(英文) A Modified Exponentiated Generalized Linear Exponential Distribution
第三語言論文名稱
校院名稱 淡江大學
系所名稱(中文) 數學學系數學與數據科學碩士班
系所名稱(英文) Master's Program, Department of Mathematics
外國學位學校名稱
外國學位學院名稱
外國學位研究所名稱
學年度 109
學期 2
出版年 110
研究生(中文) 劉羽
研究生(英文) Yu Liu
學號 609190094
學位類別 碩士
語言別 英文
第二語言別
口試日期 2021-06-30
論文頁數 26頁
口試委員 指導教授 - 林千代(chien@mail.tku.edu.tw)
委員 - 陳麗霞(lschen@nccu.edu.tw)
委員 - 吳碩傑(shuo@mail.tku.edu.tw)
關鍵字(中) 漸進分配
廣義線性指數分配
故障函數
平均餘命時間
關鍵字(英) Asymptotic Distribution
Generalized Linear Exponential Distribution
Hazard Function
Mean Residual Lifetime
第三語言關鍵字
學科別分類
中文摘要
本論文修正 Mahmoud 和 Alam (2010)的廣義線性指數分配及 Sarhan et al. (2013)的冪次方廣義線性指數分配提出一個新的分配—修正的冪次方廣義線性指數分配。此分配的重要性在於它可以靈活地分析不同類型的壽命資料,從加速壽命測試到地震、洪水、降雨量、超市及醫院的排隊等候資料。針對此一新的分配,我們推導出一些數學和統計上的特性,以及樣本最大及最小統計量的漸近分配。
英文摘要
A generalization of the generalized linear exponential distribution proposed by Mahmoud and Alam (2010) and its extension, exponentiated generalized liner exponential distribution proposed by Sarhan et al. (2013), is introduced and studied. The importance of this distribution lies in its flexibility for analyzing different types of lifetime data ranging from accelerated life testing through to earthquakes, floods, rainfall, queues in supermarkets and others. We discuss some mathematical and statistical properties. In addition, we give results on the asymptotic distributions for sample extreme order statistics.
第三語言摘要
論文目次
1 Introduction 1
2 Some Mathematical Properties 4
3 Some Statistical Properties 8
3.1 Moments of Order Statistics 8
3.2 Mean Residual Lifetime 11
3.3 Asymptotic Distributions 14
4 Maximum Likelihood Estimation 16
5 Concluding Remarks 18
6 Appendix 19
7 References 25
Figure 1 Plots of the density functions of the MEGLED 5
Figure 2 Plots of the hazard rate functions of the MEGLED 6
參考文獻
Arnold, B. C., Shnan N. B., Nagaraja, H. N. (1992). A First Course in Order Statistics. Wiley, New York.
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Cheng, R. C. H. and Iles, T. C. (1987). Corrected maximum likelihood in non-regular problems. Journal of the Royal Statistical Society Series B 49, 95–101.
Gupta, R. C., Gupta, P. L. and Gupta, R. D. (1998). Modeling failure time data by Lehman alternatives. Communications in Statistics – Theory and Methods 27, 887–904.
Harter, H. L. and Moore, A. H. (1966). Local-maximum-likelihood estimation of the parameters of the three-parameter lognormal populations from complete and censored samples. Journal of the American Statistical Association 61, 842–851.
Johnson, N. L., Kotz, S. and Balakrishnan, N. (1994). Continuous Univariate Distributions, Vol.1. Second Edition. Wiley, New York.
Lee, C. S. and Tsai, H. J. (2017). A note on the generalized linear exponential distribution. Statistics and Probability Letters 124, 49–54.
Lemonte, A. J., Souza, W. B. and Cordeiro G. M. (2013). The exponential Kumaraswamy distribution and its log-transform. Brazilian Journal of Probability and Statistics 27, 31–53.
Mahmoud, M. A. W. and Alam, F. M. A. (2010). The generalized linear exponential distribution. Statistics and Probability Letters 80, 1005–1014.
Shakhartreh, M. K., Yusuf, A. and Mugdadi, A. R. (2016). The beta generalized linear exponential distribution. Statistics 50, 1346–1362.
Sarhan, A. M., Ahmad, A. E. B. A. and Alasbahi, I. A. (2013). Exponentiated generalized linear exponential distribution. Applied Mathematical Modelling 37, 2838–2849.
Smith, R. L. (1985). Maximum likelihood estimation in a class of nonregular cases. Biometrika 72, 67–90.
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