The Gamma Generalized Pareto Distribution with Applications in Survival Analysis

Andrade, Thiago A. N. de; Fernandez, Luz Milena Zea; Gomes-Silva, Frank; Cordeiro, Gauss M.

doi:10.5539/ijsp.v6n3p141

Cited by 8 publications

(8 citation statements)

References 29 publications

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“…We also fit the three-parameter model that arises by inserting the EP baseline distribution in the gamma-G family. So, we consider the gamma extended Pareto (GEP) distribution (by [11]).…”

Section: Applicationmentioning

confidence: 99%

The Exponentiated Generalized Extended Pareto Distribution

Andrade¹,

Zea²

2021

Journal of Data Science

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We define and study a three-parameter model with positive real support called the exponentiated generalized extended Pareto distribution. We provide a comprehensive mathematical treatment and prove that the formulas related to the new model are simple and manageable. We study the behaviour of the maximum likelihood estimates for the model parameters using Monte Carlo simulation. We take advantage of applied studies and offer two applications to real data sets that proves empirically the power of adjustment of the new model when compared to another twelve lifetime distributions.

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“…We also fit the three-parameter model that arises by inserting the EP baseline distribution in the gamma-G family. So, we consider the gamma extended Pareto (GEP) distribution (by [11]).…”

Section: Applicationmentioning

confidence: 99%

The Exponentiated Generalized Extended Pareto Distribution

Andrade¹,

Zea²

2021

Journal of Data Science

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“…Drought events have been modeled by many probabilistic distributions such as Gamma [10,34,35], Exponential [34,35], Normal [8], Log-Normal and Weibull [35]. Gamma distribution is among the most commonly used probability distributions for characterizing drought properties [10,11,34,36,37]. The Gamma distribution has a density function [36] as follows:…”

Section: Gamma-gpd Mixture Modelmentioning

confidence: 99%

A Probabilistic Approach for Characterization of Sub-Annual Socioeconomic Drought Intensity-Duration-Frequency (IDF) Relationships in a Changing Environment

Heidari

Arabi

Ghanbari

et al. 2020

Water

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Changes in climate, land use, and population can increase annual and interannual variability of socioeconomic droughts in water-scarce regions. This study develops a probabilistic approach to improve characterization of sub-annual socioeconomic drought intensity-duration-frequency (IDF) relationships under shifts in water supply and demand conditions. A mixture Gamma-Generalized Pareto (Gamma-GPD) model is proposed to enhance characterization of both the non-extreme and extreme socioeconomic droughts. Subsequently, the mixture model is used to determine sub-annual socioeconomic drought intensity-duration-frequency (IDF) relationships, return period, amplification factor, and drought risk. The application of the framework is demonstrated for the City of Fort Collins (Colorado, USA) water supply system. The water demand and supply time series for the 1985–2065 are estimated using the Integrated Urban water Model (IUWM) and the Soil and Water Assessment Tool (SWAT), respectively, with climate forcing from statistically downscaled CMIP5 projections. The results from the case study indicate that the mixture model leads to enhanced estimation of sub-annual socioeconomic drought frequencies, particularly for extreme events. The probabilistic approach presented in this study provides a procedure to update sub-annual socioeconomic drought IDF curves while taking into account changes in water supply and demand conditions.

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“…x > 0. The random variable X has pdf (14) if and only if the function η defined in Theorem 1 has the form…”

Section: Characterizations Based On Two Truncated Momentsmentioning

confidence: 99%

“…Let X : Ω → (0, ∞) be a continuous random variable and let q 1 (x) be as in Proposition 1.7. The pdf of X is (14) if and only if there exist functions q 2 and ξ defined in Theorem 1 satisfying the differential equation…”

Section: Characterizations Based On Two Truncated Momentsmentioning

confidence: 99%

See 1 more Smart Citation

Characterizations and infinite divisibility of certain 2016 univariate continuous distributions

Hamedani¹,

Safavimanesh²

2017

imf

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Twenty univariate continuous distributions appearing in 2016 were discussed and characterized in Hamedani and Safavimanesh (2017). These characterizations were intended to complete, in some way, the cited papers. The present work is a continuation of their (2017) paper dealing with other interesting univariate continuous distributions, some of which will appear in 2017-2018. These characterizations are also intended to complete, in the same way, the new cited papers. The present work deals with certain characterizations of these new distributions established in various directions. The infinite divisibility of some of these distributions will be determined as well.

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The Gamma Generalized Pareto Distribution with Applications in Survival Analysis

Cited by 8 publications

References 29 publications

The Exponentiated Generalized Extended Pareto Distribution

The Exponentiated Generalized Extended Pareto Distribution

A Probabilistic Approach for Characterization of Sub-Annual Socioeconomic Drought Intensity-Duration-Frequency (IDF) Relationships in a Changing Environment

Characterizations and infinite divisibility of certain 2016 univariate continuous distributions

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