Related papers: Explicit expressions for moments of the beta Weibu…
The Weibull distribution is one of the most used tools in reliability analysis. In this paper, assuming a Bayesian approach, we propose necessary and sufficient conditions to verify when improper priors lead to proper posteriors for the…
Empirical-likelihood-based confidence intervals for a mean were introduced by Owen [Biometrika 75 (1988) 237-249], where at least a finite second moment is required. This excludes some important distributions, for example, those in the…
This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…
We present the first general formulas for the central and non-central moments of the multinomial distribution, using a combinatorial argument and the factorial moments previously obtained in Mosimann (1962). We use the formulas to give…
Dombi et al. (2019) introduced a three parameter omega distribution and showed that its asymptotic distribution is the Weibull model. We propose a new record-based transmuted generalization of the unit omega distribution by considering…
We analyze nonparametric estimators for the distribution function of the incubation time in the singly and doubly interval censoring model. The classical approach is to use parametric families like Weibull, log-normal or gamma distributions…
In this paper we propose a new four-parameters distribution with increasing, decreasing, bathtub-shaped and unimodal failure rate, called as the exponentiated Weibull-Poisson (EWP) distribution. The new distribution arises on a latent…
Many applications, including natural language processing, sensor networks, collaborative filtering, and federated learning, call for estimating discrete distributions from data collected in batches, some of which may be untrustworthy,…
This paper explores the extension of the classical two-parameter Weibull distribution to a four-parameter Harris extended Weibull (HEW) distribution. The flexibility of this probability distribution is illustrated by the varying shapes of…
Possible distributions are discussed for intertrade durations and first-passage processes in financial markets. The view-point of renewal theory is assumed. In order to represent market data with relatively long durations, two types of…
Introducing the discrete probability distribution by means of the Prabhakar (or the three--parameter Mittag--Leffler) function, we establish explicit expressions for raw and factorial moments and also general fractional order moments.…
A five-parameter distribution called the McDonald normal distribution is defined and studied. The new distribution contains, as special cases, several important distributions discussed in the literature, such as the normal, skew-normal,…
The progressive censoring scheme has received considerable amount of attention in the last fifteen years. During the last few years joint progressive censoring scheme has gained some popularity. Recently, the authors Mondal and Kundu ("A…
The first step in statistical reliability studies of coherent systems is the estimation of the reliability of each system component. For the cases of parallel and series systems the literature is abundant. It seems that the present paper is…
Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…
We study the probability that one beta-distributed random variable exceeds the maximum of two others, allowing all three to have general parameters. This amounts to studying Euler transforms of products of two incomplete beta functions. We…
This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the regular conditional distribution of a max-stable (or max-infinitely divisible) process $\{\eta(t)\}_{t\in T}$ given…
Models for extreme values are generally derived from limit results, which are meant to be good enough approximations when applied to finite samples. Depending on the speed of convergence of the process underlying the data, these…
We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…
We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…