Research Article
A New Probability Heavy-Tail Model for Stochastic Modeling under Engineering Data
Table 2
E (X), Var (X), Skew (Y), and Kur (Y) of the GOLLRW model.
| a1 | a2 | a3 | E (Y) | Var (Y) | Skew (Y) | Kur (Y) |
| 5 | 3 | 5 | 1.345101 | 0.00505689 | 0.6318044 | 5.061672 | 15 | 30 | 10 | 1.457796 | 0.00016184 | 0.1697300 | 4.254602 | 10 | 10 | 10 | 1.306376 | 0.00029275 | 0.2534783 | 4.321513 | 3 | 3 | 3 | 1.662868 | 0.06496940 | 1.446316 | 9.454736 | 6 | 2 | 4 | 1.307624 | 0.00517879 | 0.584800 | 4.970088 | 4 | 10 | 1.25 | 8.880579 | 6.72013100 | 2.530743 | 31.17977 | 20 | 1 | 1.25 | 1.343270 | 0.00498280 | 0.3517877 | 4.511826 | 5 | 5 | 25 | 1.082753 | 0.00012864 | 0.4177994 | 4.468587 | 5 | 4 | 2 | 2.435783 | 0.10874430 | 1.098394 | 7.35003 | 10 | 4 | 2 | 2.410562 | 0.02529735 | 0.5168014 | 4.862499 | 5 | 3.25 | 110 | 1.014244 | 5.922422 × 10−6 | −7.363551 | 3226.473 | 5 | 3.25 | 110 | 1.014928 | 5.850545 × 10−6 | −1.786044 | 911.3018 | 5 | 3 | 2 | 2.10945 | 0.08155823 | 1.0983940 | 7.35003 | | | 3 | 1.641584 | 0.02132604 | 0.8260043 | 5.833843 | | | 4 | 1.449212 | 0.00923430 | 0.7025623 | 5.317628 | | | 5 | 1.345101 | 0.00505689 | 0.6318044 | 5.061672 | | | 10 | 1.159385 | 0.00092786 | 0.4951955 | 4.687103 | | | 50 | 1.029963 | 2.945824 × 10−5 | −2.294597 | 512.6364 | | | 55 | 1.027201 | 2.428456 × 10−5 | −3.185613 | 747.5396 | | | 60 | 1.024905 | 2.037847 × 10−5 | −4.239300 | 1052.191 | | | 65 | 1.022967 | 1.735751 × 10−5 | −5.470000 | 1438.862 | | | 75 | 1.019874 | 1.305848 × 10−6 | −8.510591 | 2509.386 | | | 80 | 1.01862 | 1.149769 × 10−6 | −10.34218 | 3219.91 | | | 100 | 1.014867 | 7.449114 × 10−6 | −19.95313 | 7553.195 | | | 110 | 1.013506 | 6.209712 × 10−6 | −26.22742 | 10810.18 | 25 | 0.5 | 2.5 | 0.877862 | 0.00033823 | 0.2040570 | 3.038384 | | 1 | | 1.158345 | 0.00058918 | 0.1803159 | 4.161341 | | 5 | | 2.205088 | 0.00213523 | 0.1778989 | 4.276042 | | 10 | | 2.909631 | 0.00371766 | 0.1778995 | 4.276013 | | 50 | | 5.538931 | 0.01347241 | 0.1778979 | 4.276089 | | 100 | | 7.308664 | 0.02345683 | 0.1778996 | 4.276008 | 5 | 2 | 1.5 | 2.072792 | 0.14499560 | 1.4195490 | 9.958146 | 10 | | | 2.038083 | 0.03241762 | 0.6331623 | 5.224646 | 15 | | | 2.031779 | 0.01411739 | 0.4139129 | 4.630934 | 20 | | | 2.029582 | 0.00788481 | 0.3083409 | 4.43794 | 30 | | | 2.028015 | 0.00348664 | 0.2045775 | 4.304321 | 50 | | | 2.027214 | 0.00125194 | 0.1224461 | 4.237321 | 60 | | | 2.027076 | 0.00086901 | 0.1019976 | 4.225757 | 70 | | | 5.10 × 10−5 | 4.10933900 | 1.0001580 | 1.000521 |
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