Research ArticleOpen accessIn the keywordsA Discrete-Time Hazard Model for Loans: Some Evidence from Italian Banking SystemGiambona FrancescaProblem statement: The probability of default, PD, is a crucial problem for banks. In the last years international accords (Basel, Basel 2 and Basel 3) have incentived banks to adopt objectives systems to evaluating and monitoring risk of default in order to predict PD for new loans based on borrower’s characteristics. The aim of this study is to introduce a … …American Journal of Applied Sciences, Vol. 9, Issue 9 · 14 Jul 2012 · 7,394 accessesView PDFCite
Research ArticleOpen accessIn the keywordsReliability Equivalence Factors of a Parallel System Subject to Weibull Distribution Using Multivariate FGM CopulaNeama Salah Youssef TemrazThis paper analyze a parallel system consisted of n dependent components with lifetimes follow Weibull distribution. FGM Copula in multivariate case is used to generate the reliability function of the original system. Reduction method is introduced to improve system reliability. Other methods of hot, cold and warm duplication are established to improve system reliability. An application using real time data … …American Journal of Applied Sciences, Vol. 15, Issue 1 · 3 Feb 2018 · 7,940 accessesView PDFCite
Research ArticleOpen accessIn the keywordsProportional Hazard Inverse Weibull Distribution and Associated InferenceSuja M. Aboukhamseen, Mohamed E. Ghitany, Ramesh C. GuptaIn this study, we have considered the proportional hazard version of the inverse Weibull distribution. It has been shown that the density and hazard rate functions are unimodal and the mean residual life function is bathtub shaped. For the considered model, many functions of the parameters, such as the mean, variance, coefficient of variation and the critical points of the … …Journal of Mathematics and Statistics, Vol. 12, Issue 2 · 18 Apr 2016 · 7,385 accessesView PDFCite
Research ArticleOpen accessIn the keywordsComparison the Proposed Probabilistic-Based Time-History and the Traditional PSHA ApproachA. NicknamThe main objective of this article is to demonstrate the ability of our technique in estimating the probabilistic-based time-history to be used in dynamic analysis of structures. The result of using our technique is compared with that of traditional approach proposed by Cornell (Cornell, 1968), in the form of response spectrum through a case study. Good agreement of the two … …American Journal of Applied Sciences, Vol. 6, Issue 4 · 30 Apr 2009 · 6,945 accessesView PDFCite
Research ArticleOpen accessIn the abstractThe Dual Exponentiated Weibull ModelMona Mustafa ElbielyA new lifetime model with various shapes of the hazard rate function for modeling uni-modal and bimodal data sets is introduced and studied along with its statistical properties. Before using the maximum likelihood method for estimating the unknown model parameters, we assessed its performance via a simulation study. The flexibility of the new model is illustrated via plots of the … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 29 Jun 2019 · 6,511 accessesView PDFCite
Research ArticleOpen accessIn the abstractRisk Assessment of Heavy Metals in Fish in Saudi ArabiaOthman M. HakamiHeavy metals such as arsenic, cadmium, mercury and lead constitute a serious threat to human health. Generally, regular consumption of fish is recommended because it is a good source of omega-3 fatty acids, which have been associated with health benefits. However, flesh of some fish species contains heavy metals in high concentration, which may pose health risk for individuals that … …American Journal of Environmental Sciences, Vol. 12, Issue 6 · 3 Dec 2016 · 8,702 accessesView PDFCite
Research ArticleOpen accessIn the abstractA New Bivariate Distribution with Generalized Quadratic Hazard Rate MarginalsAbdelfattah MustafaRecently, Sarhan (2009) introduced a new distribution named generalized quadratic hazard rate distribution. In this study, we define a bivariate Generalized Quadratic Hazard Rate Distribution (BGQHRD). The joint cumulative distribution function and joint survival function are derived in compact forms. Several properties of BGQFRD have been discussed. The conditional probability density function, rth moments and joint and marginal moment generating … …Journal of Mathematics and Statistics, Vol. 12, Issue 4 · 3 Nov 2016 · 6,749 accessesView PDFCite
Research ArticleOpen accessIn the abstractA NEW FAMILY OF GENERALIZED GAMMA DISTRIBUTION AND ITS APPLICATIONSatsayamon Suksaengrakcharoen, Winai BodhisuwanThe mixture distribution is defined as one of the most important ways to obtain new probability distributions in applied probability and several research areas. According to the previous reason, we have been looking for more flexible alternative to the lifetime data. Therefore, we introduced a new mixed distribution, namely the Mixture Generalized Gamma (MGG) distribution, which is obtained by mixing … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 9 Apr 2014 · 7,930 accessesView PDFCite
Research ArticleOpen accessIn the abstractLENGTH BIASED BETA-PARETO DISTRIBUTION AND ITS STRUCTURAL PROPERTIES WITH APPLICATIONNareerat Nanuwong, Winai BodhisuwanThe concept of length biased distribution can be employed in development of proper models for lifetime data. Its method is adjusting the original probability density function from real data and the expectation of those data. This adjustment can bring about to correct conclusions of models. Therefore, we introduced the Length Biased Beta-Pareto (LBBP) distribution, so-called a new generalized of Pareto … …Journal of Mathematics and Statistics, Vol. 10, Issue 1 · 11 Jan 2014 · 7,237 accessesView PDFCite