|Table of Contents|

Estimating Density of Near-Extreme Events for Right-Censored Data(PDF)

《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2010年04期
Page:
33-38
Research Field:
数学
Publishing date:

Info

Title:
Estimating Density of Near-Extreme Events for Right-Censored Data
Author(s):
Zhu Jianguo1; Chen Guo2; Huang Chao2
1.Department of Mathematics,Nanjing Institute of Industry Technology,Nanjing 210046,China 2. Dep artm en t ofM athem atics, S outheastUn ivers ity, N an jing 210096, C h ina
Keywords:
r ight- censored data;  density o f states;  ex trem e va lue statistics;  dom a in of attraction;  Monte-Carlo m ethod;  kerne l density estim ation
PACS:
O211.67
DOI:
-
Abstract:
R igh t-censored data o ften occur in the ac tua l data, such as the fatigue test and so on. This paper studies the estim ation o f dens ity o f states( DOS) fo r r ight-censored data. W e first rede fine theDOS and the exac t expression o fm ean DOS is der ived. W e show the approx ima te form s of them ean DOS by the theo ry o f ex trem e value sta tistics and dom a ins o f attraction under the large- sam ple cases. F ina lly, Som eM on teC arlo simu la tions and Yam a l Peninsu la summe r tempera ture da ta are been used to study the density o f near-ex trem e events, wh ich a re found to ag ree w ith the theo re tica l resu lts.

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Last Update: 2013-04-08