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Negative Weibull taildistributions
, 2013
"... We propose a new family of distributions referred to as Weibull taildistributions. This family is designed to model left tails with exponential behavior. The exponent can be estimated using inference procedures adapted from the Weibull taildistributions literature. Let us define a negative Weibull ..."
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We propose a new family of distributions referred to as Weibull taildistributions. This family is designed to model left tails with exponential behavior. The exponent can be estimated using inference procedures adapted from the Weibull taildistributions literature. Let us define a negative Weibull
Pitfalls in Using Weibull Tailed Distributions
, 2009
"... By assuming that the underlying distribution belongs to the domain of attraction of an extreme value distribution, one can extrapolate the data to a far tail region so that a rare event can be predicted. However, when the distribution is in the domain of attraction of a Gumbel distribution, the extr ..."
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Cited by 3 (0 self)
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, the extrapolation is quite limited generally in comparison with a heavy tailed distribution. In view of this drawback, a Weibull tailed distribution has been studied recently. Some methods for choosing the sample fraction in estimating the Weibull tail coefficient and some bias reduction estimators have been
Weibull taildistributions revisited: a new look at some tail estimators
 JOURNAL OF STATISTICAL PLANNING AND INFERENCE
, 2011
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(3)
, 2013
"... Abstract. Inthispaper,weconsidertheproblemofestimatinganextremequantileofaWeibull taildistribution. The new extreme quantile estimator has a reduced bias compared to the more classicalonesproposedintheliterature. Itisbasedonanexponentialregressionmodelthatwas introducedinDieboltetal. (2008). Theasy ..."
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Abstract. Inthispaper,weconsidertheproblemofestimatinganextremequantileofaWeibull taildistribution. The new extreme quantile estimator has a reduced bias compared to the more classicalonesproposedintheliterature. Itisbasedonanexponentialregressionmodelthatwas introducedinDieboltetal. (2008
1 Tail Asymptotics under Beta Random Scaling
, 2009
"... Abstract: Let X, Y, B be three independent random variables such that X has the same distribution function as Y B. Assume that B is a beta random variable with positive parameters α, β and Y has distribution function H with H(0) = 0. Pakes and Navarro (2007) show under some mild conditions that the ..."
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Cited by 7 (5 self)
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of sample maxima; conditional limiting results, estimation of conditional distribution; Weibulltail distribution; GardesGirard estimator.
Fitting Mixtures Of Exponentials To LongTail Distributions To Analyze Network Performance Models
, 1997
"... Traffic measurements from communication networks have shown that many quantities characterizing network performance have longtail probability distributions, i.e., with tails that decay more slowly than exponentially. File lengths, call holding times, scene lengths in MPEG video streams, and interva ..."
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Cited by 202 (13 self)
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, and intervals between connection requests in Internet traffic all have been found to have longtail distributions, being well described by distributions such as the Pareto and Weibull. It is known that longtail distributions can have a dramatic effect upon performance, e.g., longtail service
1.2 Weibull distribution
"... yk−1e−ydy be the upper incomplete gamma function, and let Γ(k) = Γ(k, 0) be the gamma function. The gamma distribution with shape parameter k> 0 and scale parameter σ> 0 has the probability density and tail functions f0(x) = 1 σkΓ(k) xk−1e−x/σ and F̄0(x) = 1 Γ(k) Γ(k, x/σ), respectively, and ..."
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yk−1e−ydy be the upper incomplete gamma function, and let Γ(k) = Γ(k, 0) be the gamma function. The gamma distribution with shape parameter k> 0 and scale parameter σ> 0 has the probability density and tail functions f0(x) = 1 σkΓ(k) xk−1e−x/σ and F̄0(x) = 1 Γ(k) Γ(k, x/σ), respectively
estimation method for Weibull type tails
, 2007
"... Studying the right tail of a distribution, one can classify the distributions into three classes based on the extreme value index γ. The class γ> 0 corresponds to Pareto type or heavy tailed distributions, while γ < 0 indicates that the underlying distribution has a finite endpoint. The Weibul ..."
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. The Weibull type distributions form an important subgroup within the Gumbel class with γ = 0. The tail behavior can then be specified using the Weibull tail index. Classical estimators of this index show severe bias. In this paper we present a new estimation approach based on the mean excess function, which
On the WeibullX family of distributions
"... In this paper, the WeibullX family is proposed and some of its properties are discussed. A member of the WeibullX family, the Weibulllogistic distribution, is defined and studied. Various properties of the Weibulllogistic distribution are obtained. The distribution is found to be unimodal and th ..."
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In this paper, the WeibullX family is proposed and some of its properties are discussed. A member of the WeibullX family, the Weibulllogistic distribution, is defined and studied. Various properties of the Weibulllogistic distribution are obtained. The distribution is found to be unimodal
Results 1  10
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