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A Study of Properties on Generalized Beta and Mixture of Two Modified Log-normal Distributions

The objective of this research is to study the statistical properties of two newly proposed distributions which are the generalized Beta distribution from the Beta family and the mixture of 2 modified Log-Normal distributions from the Skew Normal family (Chuah, 2016). Properties such as the moment...

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Main Author: Ng, Dennis Wen Wei
Format: Final Year Project / Dissertation / Thesis
Published: 2019
Subjects:
QA Mathematics
TA Engineering (General). Civil engineering (General)
Online Access:http://eprints.utar.edu.my/3614/1/SCA%2D2019%2D1607640%2D1.pdf
http://eprints.utar.edu.my/3614/
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spelling my-utar-eprints.36142019-12-05T06:29:00Z A Study of Properties on Generalized Beta and Mixture of Two Modified Log-normal Distributions Ng, Dennis Wen Wei QA Mathematics TA Engineering (General). Civil engineering (General) The objective of this research is to study the statistical properties of two newly proposed distributions which are the generalized Beta distribution from the Beta family and the mixture of 2 modified Log-Normal distributions from the Skew Normal family (Chuah, 2016). Properties such as the moment generating function are derived for the two mentioned distributions. The advantages of the proposed distributions are their versatility and flexibility where they could provide a good description to various data with properties such as unimodal/uniantimodal increasing, decreasing, bath-tub shape distributions and etc. Other distributions such as Beta, Gauss Hypergeometric, Exponential and Gamma distributions are selected to compare their fitting ability with the proposed distributions. An empirical study is performed using simulated data and real rainfall volume data collected from Sungai Lui (river) with Maximum Likelihood Estimation (MLE) as the parameter estimation method. Model selection criteria such as Kolmogorov-Smirnov K-S test, Akaike’s Information Criteria (AIC) and Root Mean Square Error (RMSE) are used to identify the better fitted model in this study. The empirical results show that the proposed mixture is the better fit in its Skew Normal family while the proposed generalized Beta is the worst performed in its Beta family. 2019 Final Year Project / Dissertation / Thesis NonPeerReviewed application/pdf http://eprints.utar.edu.my/3614/1/SCA%2D2019%2D1607640%2D1.pdf Ng, Dennis Wen Wei (2019) A Study of Properties on Generalized Beta and Mixture of Two Modified Log-normal Distributions. Master dissertation/thesis, UTAR. http://eprints.utar.edu.my/3614/
institution Universiti Tunku Abdul Rahman
building UTAR Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Tunku Abdul Rahman
content_source UTAR Institutional Repository
url_provider http://eprints.utar.edu.my
topic QA Mathematics
TA Engineering (General). Civil engineering (General)
spellingShingle QA Mathematics
TA Engineering (General). Civil engineering (General)
Ng, Dennis Wen Wei
A Study of Properties on Generalized Beta and Mixture of Two Modified Log-normal Distributions
description The objective of this research is to study the statistical properties of two newly proposed distributions which are the generalized Beta distribution from the Beta family and the mixture of 2 modified Log-Normal distributions from the Skew Normal family (Chuah, 2016). Properties such as the moment generating function are derived for the two mentioned distributions. The advantages of the proposed distributions are their versatility and flexibility where they could provide a good description to various data with properties such as unimodal/uniantimodal increasing, decreasing, bath-tub shape distributions and etc. Other distributions such as Beta, Gauss Hypergeometric, Exponential and Gamma distributions are selected to compare their fitting ability with the proposed distributions. An empirical study is performed using simulated data and real rainfall volume data collected from Sungai Lui (river) with Maximum Likelihood Estimation (MLE) as the parameter estimation method. Model selection criteria such as Kolmogorov-Smirnov K-S test, Akaike’s Information Criteria (AIC) and Root Mean Square Error (RMSE) are used to identify the better fitted model in this study. The empirical results show that the proposed mixture is the better fit in its Skew Normal family while the proposed generalized Beta is the worst performed in its Beta family.
format Final Year Project / Dissertation / Thesis
author Ng, Dennis Wen Wei
author_facet Ng, Dennis Wen Wei
author_sort Ng, Dennis Wen Wei
title A Study of Properties on Generalized Beta and Mixture of Two Modified Log-normal Distributions
title_short A Study of Properties on Generalized Beta and Mixture of Two Modified Log-normal Distributions
title_full A Study of Properties on Generalized Beta and Mixture of Two Modified Log-normal Distributions
title_fullStr A Study of Properties on Generalized Beta and Mixture of Two Modified Log-normal Distributions
title_full_unstemmed A Study of Properties on Generalized Beta and Mixture of Two Modified Log-normal Distributions
title_sort study of properties on generalized beta and mixture of two modified log-normal distributions
publishDate 2019
url http://eprints.utar.edu.my/3614/1/SCA%2D2019%2D1607640%2D1.pdf
http://eprints.utar.edu.my/3614/
_version_ 1654964133102092288
score 13.211869

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