论文标题

双变量对数对称模型:分布性能,参数估计和疲劳数据分析的应用

Bivariate log-symmetric models: distributional properties, parameter estimation and an application to fatigue data analysis

论文作者

Vila, Roberto, Balakrishnan, Narayanaswamy, Saulo, Helton, Protazio, Ana

论文摘要

双变量高斯分布一直是统计中许多发展的关键模型。但是,许多现实现象会产生遵循不对称分布的数据,因此在这种情况下,双变量正常模型是不合适的。二维对数对称模型具有吸引人的特性,在这些情况下可以被视为良好的替代品。在本文中,我们讨论了双变量对数分布及其特征。我们建立了几种分布属性,并获得模型参数的最大似然估计器。进行了一项蒙特卡洛模拟研究,以检查开发的参数估计方法的性能。最终分析了一个真实的数据集,以说明提出的模型和相关的推论方法。

The bivariate Gaussian distribution has been a key model for many developments in statistics. However, many real-world phenomena generate data that follow asymmetric distributions, and consequently bivariate normal model is inappropriate in such situations. Bidimensional log-symmetric models have attractive properties and can be considered as good alternatives in these cases. In this paper, we discuss bivariate log-symmetric distributions and their characterizations. We establish several distributional properties and obtain the maximum likelihood estimators of the model parameters. A Monte Carlo simulation study is performed for examining the performance of the developed parameter estimation method. A real data set is finally analyzed to illustrate the proposed model and the associated inferential method.

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