Some power function distribution processes
Statistics Theory
2023-05-23 v1 Statistics Theory
Abstract
It is known that all the proportional reversed hazard (PRH) processes can be de?rived by a marginal transformation applied to a power function distribution (PFD) process. Kundu [8] investigated PRH processes that can be viewed as being ob?tained by marginal transformations applied to a particular PFD process that will be described and investigated and will be called a Kundu process. In the present note, in addition to studying the Kundu process, we introduce a new PFD process having Markovian and stationarity properties. We discuss distributional features of such processes, explore inferential aspects and include an example of applications of the PFD processes to real-life data.
Keywords
Cite
@article{arxiv.2305.13020,
title = {Some power function distribution processes},
author = {Barry C. Arnold and Sachin Sachdeva and B. G. Manjunath},
journal= {arXiv preprint arXiv:2305.13020},
year = {2023}
}