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Full-Text Articles in Applied Statistics
Parameter Estimation For Generalized Pareto Distribution, Der-Chen Lin
Parameter Estimation For Generalized Pareto Distribution, Der-Chen Lin
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
The generalized Pareto distribution was introduced by Pickands (1975). Three methods of estimating the parameters of the generalized Pareto distribution were compared by Hosking and Wallis (1987). The methods are maximum likelihood, method of moments and probability-weighted moments.
An alternate method of estimation for the generalized Pareto distribution, based on least square regression of expected order statistics (REOS), is developed and evaluated in this thesis. A Monte Carlo comparison is made between this method and the estimating methods considered by Hosking and Wallis (1987). This method is shown to be generally superior to the maximum likelihood, method of moments and …
Parameter Estimation In Nonstationary M/M/S Queueing Models, Pensri Vajanaphanich
Parameter Estimation In Nonstationary M/M/S Queueing Models, Pensri Vajanaphanich
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
If either the arrival rate or the service rate in an M/M/S queue exhibit variability over time, then no steady state solution is available for examining the system behavior. The arrival and service rates can be represented through Fourier series approximations. This permits numerical approximation of the system characteristics over time.
An example of an M/M/S representation of the operations of emergency treatment at Logan Regional hospital is presented. It requires numerical integration of the differential equation for L(t), the expected number of customers in the system at time t.