A Pseudo-Pareto Distribution and Concomitants of Its Order Statistics
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Tarih
2016
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
Pareto distributions are very flexible probability models with various forms and kinds. In this paper, a new bivariate Pseudo-Pareto distribution and its properties are presented and discussed. Main variables, order statistics and concomitants of this distribution are studied and their importance for risk and reliability analysis is explained. Joint and marginal distributions, complementing cumulative distributions and hazard functions of the variables are derived. Numerical illustrations, graphical displays and interpretations for the obtained distributions and derived functions are provided. An implementation example on defaultable bonds is performed.
Açıklama
7th International Workshop on Applied Probability (IWAP) -- JUN 16-19, 2014 -- Antalya, TURKEY
Gebizlioglu, Omer/0000-0002-3824-281X
Gebizlioglu, Omer/0000-0002-3824-281X
Anahtar Kelimeler
Pseudo-Pareto distribution, Order statistics, Concomitants, Complementing cumulative distribution function, Hazard function, Defaultable bonds
Kaynak
Methodology And Computing In Applied Probability
WoS Q Değeri
Q3
Scopus Q Değeri
Q2
Cilt
18
Sayı
4
Künye
closedAccess
