On the Stress-Strength Reliability of Transmuted GEV Random Variables with Applications to Financial Assets Selection

In reliability contexts, probabilities of the type R=P(X

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Bibliographic Details
Published in:Entropy (Basel, Switzerland) Switzerland), 2024-05, Vol.26 (6), p.441
Main Authors: Oliveira, Melquisadec, Quintino, Felipe S, Aguiar, Dióscoros, Rathie, Pushpa N, Saulo, Helton, Fonseca, Tiago A da, Ozelim, Luan Carlos de Sena Monteiro
Format: Article
Language:English
Subjects:
assets selection
Distribution (Probability theory)
Extreme values
extreme-value ℍ-function
Investment analysis
Monte Carlo simulation
Random variables
Reliability
Stock prices
stress–strength reliability
TGEV distribution
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Description
Summary:In reliability contexts, probabilities of the type R=P(X
ISSN:1099-4300
1099-4300
DOI:10.3390/e26060441