الفهرس | Only 14 pages are availabe for public view |
Abstract we develop the modeling of extreme events under exponential normalization. One aim is to suggest the generalized Pareto distribution under exponential normalization. Another aim is to adapt some popular estimation methods to use for the generalized of Pareto distribution under power and exponential normalization. a new computational technique for improving fitting quality is proposed and is tested on two real-world data sets using the probability-weighted moments. An additional aim is to derive the Pikand and Hill estimators based on the generalized Pareto distribution under exponential normalization. The new suggested methods and estimators are applied to real data examples. |