Displaying similar documents to “Asymptotic behaviour of the probability-weighted moments and penultimate approximation”

Asymptotic behaviour of the probability-weighted moments and penultimate approximation

Jean Diebolt, Armelle Guillou, Rym Worms (2010)

ESAIM: Probability and Statistics

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The P.O.T. (Peaks-Over-Threshold) approach consists of using the Generalized Pareto Distribution (GPD) to approximate the distribution of excesses over a threshold. We use the probability-weighted moments to estimate the parameters of the approximating distribution. We study the asymptotic behaviour of these estimators (in particular their asymptotic bias) and also the functional bias of the GPD as an estimate of the distribution function of the excesses. We adapt penultimate approximation...

Inference on overlap coefficients under the Weibull distribution : equal shape parameter

Obaid Al-Saidy, Hani M. Samawi, Mohammad F. Al-Saleh (2005)

ESAIM: Probability and Statistics

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In this paper we consider three measures of overlap, namely Matusia’s measure ρ , Morisita’s measure λ and Weitzman’s measure Δ . These measures are usually used in quantitative ecology and stress-strength models of reliability analysis. Herein we consider two Weibull distributions having the same shape parameter and different scale parameters. This distribution is known to be the most flexible life distribution model with two parameters. Monte Carlo evaluations are used to study the bias...