• 文献检索
  • 文档翻译
  • 深度研究
  • 学术资讯
  • Suppr Zotero 插件Zotero 插件
  • 邀请有礼
  • 套餐&价格
  • 历史记录
应用&插件
Suppr Zotero 插件Zotero 插件浏览器插件Mac 客户端Windows 客户端微信小程序
定价
高级版会员购买积分包购买API积分包
服务
文献检索文档翻译深度研究API 文档MCP 服务
关于我们
关于 Suppr公司介绍联系我们用户协议隐私条款
关注我们

Suppr 超能文献

核心技术专利：CN118964589B侵权必究
粤ICP备2023148730 号-1Suppr @ 2026

文献检索

告别复杂PubMed语法，用中文像聊天一样搜索，搜遍4000万医学文献。AI智能推荐，让科研检索更轻松。

立即免费搜索

文件翻译

保留排版，准确专业，支持PDF/Word/PPT等文件格式，支持 12+语言互译。

免费翻译文档

深度研究

AI帮你快速写综述，25分钟生成高质量综述，智能提取关键信息，辅助科研写作。

立即免费体验

一个带有精算度量及应用的扩展瑞利-威布尔模型。

An extended Rayleigh Weibull model with actuarial measures and applications.

作者信息

Elgarhy Mohammed, Johannssen Arne, Kayid Mohamed

机构信息

Mathematics and Computer Science Department, Faculty of Science, Beni-Suef University, Beni-Suef 62521, Egypt.

Department of Basic Sciences, Higher Institute of Administrative Sciences, Belbeis, AlSharkia, Egypt.

出版信息

Heliyon. 2024 May 31;10(11):e32143. doi: 10.1016/j.heliyon.2024.e32143. eCollection 2024 Jun 15.

DOI:10.1016/j.heliyon.2024.e32143
PMID:39668969
原文链接:https://pmc.ncbi.nlm.nih.gov/articles/PMC11637057/
Abstract

In this article, we discuss a new extension of the Rayleigh-Weibull model using the Marshall-Olkin family of distributions. The proposed model is called the Marshall-Olkin-Rayleigh-Weibull (MORW) model. Various statistical properties of the MORW distribution are discussed, including explicit expressions for quantiles, moments, incomplete and conditional moments, some inequality measures, moment generating function, moments of the residual and reversed residual life, the Rényi entropy, and order statistics. Six different estimation methods are considered to investigate the behavior of the model parameters within the MORW model. A Monte Carlo simulation study is conducted to evaluate the performance of these different estimators. In addition, some actuarial measures, such as the Value-at-Risk, the expected shortfall, the tail Value-at-Risk, the tail variance, the tail variance premium, the tail conditional expectation, and the tail standard deviation premium, are calculated. Finally, applying the model to real data sets illustrates the applicability and usefulness of the MORW distribution.

摘要

在本文中，我们讨论了一种使用马歇尔 - 奥尔金分布族对瑞利 - 威布尔模型的新扩展。所提出的模型称为马歇尔 - 奥尔金 - 瑞利 - 威布尔（MORW）模型。讨论了MORW分布的各种统计特性，包括分位数、矩、不完全矩和条件矩的显式表达式、一些不等式度量、矩生成函数、剩余寿命和反向剩余寿命的矩、雷尼熵以及顺序统计量。考虑了六种不同的估计方法来研究MORW模型中模型参数的行为。进行了蒙特卡罗模拟研究以评估这些不同估计量的性能。此外，还计算了一些精算度量，如风险价值、预期短缺、尾部风险价值、尾部方差、尾部方差溢价、尾部条件期望和尾部标准差溢价。最后，将该模型应用于实际数据集说明了MORW分布的适用性和实用性。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/4183d3016fcd/gr020.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/eafaf0003e54/gr004.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/5a3a587ec239/gr005.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/a283718302b0/gr006.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/4c194e781313/gr007.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/4236f5286b92/gr008.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/620ed9a7f98a/gr009.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/3ec78cbc4530/gr010.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/f9bab105f8dd/gr011.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/d0b94a8c4e40/gr012.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/4975d82c2557/gr013.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/f1d0b2a5d650/gr014.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/de2bc310be84/gr015.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/81ee916f5543/gr016.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/98896f0c9bad/gr017.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/c7c485128a3f/gr018.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/c0fbd4663128/gr019.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/4183d3016fcd/gr020.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/eafaf0003e54/gr004.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/5a3a587ec239/gr005.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/a283718302b0/gr006.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/4c194e781313/gr007.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/4236f5286b92/gr008.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/620ed9a7f98a/gr009.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/3ec78cbc4530/gr010.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/f9bab105f8dd/gr011.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/d0b94a8c4e40/gr012.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/4975d82c2557/gr013.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/f1d0b2a5d650/gr014.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/de2bc310be84/gr015.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/81ee916f5543/gr016.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/98896f0c9bad/gr017.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/c7c485128a3f/gr018.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/c0fbd4663128/gr019.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/bd70/11637057/4183d3016fcd/gr020.jpg

相似文献

1
An extended Rayleigh Weibull model with actuarial measures and applications.一个带有精算度量及应用的扩展瑞利-威布尔模型。
Heliyon. 2024 May 31;10(11):e32143. doi: 10.1016/j.heliyon.2024.e32143. eCollection 2024 Jun 15.
2
Generalized Marshall-Olkin exponentiated exponential distribution: Properties and applications.广义 Marshall-Olkin 指数型指数分布：性质与应用。
PLoS One. 2023 Jan 18;18(1):e0280349. doi: 10.1371/journal.pone.0280349. eCollection 2023.
3
A family of Gamma-generated distributions: Statistical properties and applications.Gamma 分布族：统计性质与应用。
Stat Methods Med Res. 2021 Aug;30(8):1850-1873. doi: 10.1177/09622802211009262. Epub 2021 May 18.
4
Survival analysis based on an enhanced Rayleigh-inverted Weibull model.基于增强瑞利-逆威布尔模型的生存分析。
Heliyon. 2024 Aug 10;10(16):e35851. doi: 10.1016/j.heliyon.2024.e35851. eCollection 2024 Aug 30.
5
The Marshall-Olkin Gumbel-Lomax distribution: properties and applications.马歇尔 - 奥尔金冈贝尔 - 洛马克斯分布：性质与应用
Heliyon. 2020 Mar 13;6(3):e03569. doi: 10.1016/j.heliyon.2020.e03569. eCollection 2020 Mar.
6
Type II exponentiated half-logistic Topp-Leone Marshall-Olkin-G family of distributions with applications.具有应用的II型指数化半逻辑Topp-Leone Marshall-Olkin-G分布族
Heliyon. 2021 Dec 22;7(12):e08590. doi: 10.1016/j.heliyon.2021.e08590. eCollection 2021 Dec.
7
Modified generalized Weibull distribution: theory and applications.修正广义威布尔分布：理论与应用
Sci Rep. 2023 Aug 7;13(1):12828. doi: 10.1038/s41598-023-38942-9.
8
Modeling of lifetime scenarios with non-monotonic failure rates.具有非单调故障率的寿命情景建模。
PLoS One. 2025 Jan 22;20(1):e0314237. doi: 10.1371/journal.pone.0314237. eCollection 2025.
9
A new generalized family of distributions based on combining Marshal-Olkin transformation with T-X family.基于马歇尔-奥尔金变换与 T-X 族相结合的新广义分布族。
PLoS One. 2022 Feb 9;17(2):e0263673. doi: 10.1371/journal.pone.0263673. eCollection 2022.
10
A new extended rayleigh distribution with applications of COVID-19 data.一种适用于新冠疫情数据的新型扩展瑞利分布。
Results Phys. 2021 Apr;23:104012. doi: 10.1016/j.rinp.2021.104012. Epub 2021 Mar 12.

本文引用的文献

1
A novel weighted family of probability distributions with applications to world natural gas, oil, and gold reserves.一种新型加权概率分布族及其在世界天然气、石油和黄金储量中的应用。
Math Biosci Eng. 2023 Nov 1;20(11):19871-19911. doi: 10.3934/mbe.2023880.
2
Alpha-Power Exponentiated Inverse Rayleigh distribution and its applications to real and simulated data.指数幂反瑞利分布及其在真实和模拟数据中的应用。
PLoS One. 2021 Jan 14;16(1):e0245253. doi: 10.1371/journal.pone.0245253. eCollection 2021.
3
Statistical Inference of the Half-Logistic Inverse Rayleigh Distribution.
半逻辑逆瑞利分布的统计推断
Entropy (Basel). 2020 Apr 15;22(4):449. doi: 10.3390/e22040449.