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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2021, Volume 31, Issue 3, Pages 18–35
DOI: https://doi.org/10.14357/08696527210302
(Mi ssi778)
 

This article is cited in 2 scientific papers (total in 2 papers)

Some probability-statistical properties of the gamma-exponential distribution

M. O. Vorontsova, A. A. Kudryavtseva, O. V. Shestakovab

a Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, M. V. Lomonosov Moscow State University, 1-52 Leninskie Gory, GSP-1, Moscow 119991, Russian Federation
b Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
Full-text PDF (302 kB) Citations (2)
References:
Abstract: Currently, much attention of researchers is paid to generalizations of well-known mathematical objects in order to obtain adequate models describing real phenomena. An important role in the applied theory of probability and mathematical statistics is played by the gamma class of distributions, which has proven to be a convenient and effective tool for modeling a lot of real processes. The gamma class is quite wide and includes distributions that have such useful properties as, for example, infinite divisibility and stability, which makes it possible to use distributions from this class as asymptotic approximations in various limit theorems. One of the most important tasks of applied statistics is to obtain estimates of the parameters of the model distribution from the available real data. The paper considers the gamma-exponential distribution which is a generalization of the distributions from the gamma class. Estimates and asymptotic confidence intervals are given for some parameters of this distribution. The problems of computer modeling of sample realizations from the gamma-exponential distribution and the numerical estimation of parameters for the sample are discussed. The results of the work can be widely used in the study of probabilistic models based on continuous distributions with an unbounded nonnegative support.
Keywords: computer modeling, parameter estimation, gamma-exponential distribution, mixed distributions, generalized gamma distribution.
Funding agency Grant number
Russian Foundation for Basic Research 20-07-00655
Moscow Center of Fundamental and Applied Mathematics
The work was partly supported by the Russian Foundation for Basic Research (project 20-07-00655). The research was conducted in accordance with the program of Moscow Center for Fundamental and Applied Mathematics.
Received: 19.06.2021
Document Type: Article
Language: Russian
Citation: M. O. Vorontsov, A. A. Kudryavtsev, O. V. Shestakov, “Some probability-statistical properties of the gamma-exponential distribution”, Sistemy i Sredstva Inform., 31:3 (2021), 18–35
Citation in format AMSBIB
\Bibitem{VorKudShe21}
\by M.~O.~Vorontsov, A.~A.~Kudryavtsev, O.~V.~Shestakov
\paper Some probability-statistical properties of~the~gamma-exponential distribution
\jour Sistemy i Sredstva Inform.
\yr 2021
\vol 31
\issue 3
\pages 18--35
\mathnet{http://mi.mathnet.ru/ssi778}
\crossref{https://doi.org/10.14357/08696527210302}
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  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Системы и средства информатики
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