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The Burr distribution as an asymptotic law for extreme order statistics and its application to the analysis of statistical regularities in the interplanetary magnetic fieldстатья
Статья опубликована в журнале из списка RSCI Web of Science
Информация о цитировании статьи получена из
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Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 15 мая 2024 г.
- Авторы: Bening Vladimir, Korolev Victor, Sukhareva Natalia, Xiaoyang Hong, Khaydarpashich Ruslan
- Журнал: Russian Journal of Numerical Analysis and Mathematical Modelling
- Том: 39
- Номер: 2
- Год издания: 2024
- Издательство: V S P
- Местоположение издательства: Netherlands
- Первая страница: 61
- Последняя страница: 74
- DOI: 10.1515/rnam-2024-0006
- Аннотация: The representability of the Burr distribution as a mixture of Weibull distribution is studied in rder to justify its utility for modelling the statistical regularities in extreme values registered in non-stationary flows of informative events. A result of [24] is improved by extending the domain of admissible values of the parameters which provide the representability of the (generalized) Burr distribution as a scale mixture of the Weibull distribution. This result gives an argument in favour of application of the Burr distribution as a model of statistical regularities of extreme values registered within moderate regular time intervals, say, daily (short-term) extremes. In turn, if we are interested in the statistical regularities of the behaviour of the absolute extreme observation over a long period, say, a decade (the long-term extreme), then it can be noted that the daily extreme values form a sample of the Burr-distributed random variables. As is known, the Burr distribution belongs to the domain of max-attraction of the Fréchet distribution. The problem of improving the accuracy of the approximation of the distribution of the absolute extreme by the Fréchet distribution by the construction of an asymptotic expansion for the distribution of the extreme order statistics in the sample of independent identically Burr-distributed random variables is also considered. These results are illustrated by an example of fitting the Burr distribution to the data representing the extreme values of characteristics of the interplanetary magnetic field.
- Добавил в систему: Сухарева Наталия Александровна