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On the Application of Generalized Beta-G Family of Distributions to Prices of Cereals

机译：关于广义β-G系列分布对谷物价格的应用

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摘要

Generalized Beta-G family of distributions proposed has alternative distributions to unbounded distributions for modeling price returns. In contrast to Gaussian and other unbounded distributions that take values from , Generalized Beta-G family of distributions takes values from so as to properly contain only positive valued observations like that of price returns. In line with this, Nine (9) befitting candidates of the Generalized Beta-G family of distributions were proposed and subjected to monthly prices of cereals. Chen distributional random noise outstripped other candidates of the Generalized Beta-G family of distributions to produce minimum monthly standard deviations of 0.2686 (26.86%), 0.2572 (25.72%), 0.2404 (24.40%), 0.2267 (22.67%), 0.2257 (22.57%), 0.2544 (25.44%), 0.2343 (23.43%), 0.2391 (23.91%), 0.2273 (22.73%) and 0.2465 (24.65%) for prices of Rice, Maize, Sorghum, Millet, G-corn, Cowpea, Groundnut, Beans, Wheat and Cassava respectively. Chen and Loglogistic distributional random noises are the leading candidates among the Generalized Beta-G family of distributions in modelling price returns of the cereals, followed by Fréchet, Weibull and Birnbaum-Saunders random noises in order of significant. Lomax and Linear Failure Rate (LFR) are the ineffective random noises in modeling the price returns.
机译：广义的Beta-G系列的分布族提出了对Unbounded Pressions的替代分布，用于建模价格回报。与Gaussian和其他无界的分布相比，占据了来自的，广义的Beta-G系列的分布，从而正确地占据了价格返回的肯定价值观察的价值。符合这一点，提出了九（9）份广泛的β-G系列分布候选人，并进行了每月谷物价格。陈氏分类随机噪声超出了广义β-G系列的其他候选者，产生最低每月标准偏差0.2686（26.86％），0.2572（25.72％），0.2404（24.40％），0.2267（22.67％），0.2257（22.57 ％），0.2544（25.44％），0.2343（23.43％），0.2391（23.91％），0.2273（22.73％）和0.2465（24.65％），用于水稻，玉米，高粱，小米，G-玉米，豇豆，地生。分别为豆类，小麦和木薯。陈和标志性分布随机噪声是谷物建模价格回报中的广义β-G系列的领先候选者，其次是Fréchet，威布尔和Birnbaum-Saunders按大致的秩序。 Lomax和线性故障率（LFR）是在价格回报率建模中的无效随机噪声。

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