On the transmuted extreme value distribution with application

被引：79

作者：

Aryal, Gokarna R. ^{[1
]}

Tsokos, Chris P. ^{[2
]}

机构：

[1] Purdue Univ Calumet, Dept Math CS & Stat, Hammond, IN 46323 USA

[2] Univ S Florida, Dept Math & Stat, Tampa, FL 33620 USA

来源：

NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2009年 / 71卷 / 12期

关键词：

Generalized extreme value distribution; Transmutation map; Gumbel distribution; Return level;

D O I：

10.1016/j.na.2009.01.168

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A functional composition of the cumulative distribution function of one probability distribution with the inverse cumulative distribution function of another is called the transmutation map. In this article, we will use the quadratic rank transmutation map (QRTM) in order to generate a flexible family of probability distributions taking extreme value distribution as the base value distribution by introducing a new parameter that would offer more distributional flexibility. It will be shown that the analytical results are applicable to model real world data. (C) 2009 Elsevier Ltd. All rights reserved.

引用

页码：E1401 / E1407

页数：7

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