Related papers: Explicit expressions for moments of the beta Weibu…
Profile likelihood intervals of large quantiles in Extreme Value distributions provide a good way to estimate these parameters of interest since they take into account the asymmetry of the likelihood surface in the case of small and…
Several bivariate beta distributions have been proposed in the literature. In particular, Olkin and Liu (2003) proposed a 3 parameter bivariate beta model, which Arnold and Ng (2011) extend to 5 and 8 parameter models. The 3 parameter model…
Stochastic ordering of distributions of random variables may be defined by the relative convexity of the tail functions. This has been extended to higher order stochastic orderings, by iteratively reassigning tail-weights. The actual…
We calculate moments and moment generating functions of two distributions: the so called $q-$Normal and the so called conditional $q-$Normal distributions. These distributions generalize both Normal ($q=1),$ Wigner ($% q=0,$ $q-$Normal) and…
Using the proposed by us thinning approach to describe extreme matrices, we find an explicit exponentiation formula linking classical extreme laws of Fr\'echet, Gumbel and Weibull given by Fisher-Tippet-Gnedenko classification and free…
A statistical model for describing the scaling of the distribution of inter-event times is described. By considering the diverse region seismicity (natural and induced) at different scale levels the self-similarity of the distribution has…
Extreme value theory has constructed asymptotic properties of the sample maximum. This study concerns probability distribution estimation of the sample maximum. The traditional approach is parametric fitting to the limiting distribution --…
Reliability inference based on parametric distributions is an important problem in electrical and mechanical engineering. Most existing methods rely on approximations or bootstrap procedures, which may not perform satisfactorily when data…
This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…
Emotion annotation is inherently subjective and cognitively demanding, producing signals that reflect diverse perceptions across annotators rather than a single ground truth. In continuous affect prediction, this variability is typically…
In this short note, we derive a new bias adjusted maximum likelihood estimate for the shape parameter of the Weibull distribution with complete data and type I censored data. The proposed estimate of the shape parameter is significantly…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
In a comparative study, the q-exponential and Weibull distributions are employed to investigate frequency distributions of basketball baskets, cyclone victims, brand-name drugs by retail sales, and highway length. In order to analyze the…
It is argued that there is a need for fat-tailed distributions that become thin in the extreme tail. A 3-parameter distribution is introduced that visually resembles the t-distribution and interpolates between the normal distribution and…
Taking $t$ at random, uniformly from $[0,T]$, we consider the $k$th moment, with respect to $t$, of the random variable corresponding to the $2\beta$th moment of $\zeta(1/2+ix)$ over the interval $x\in(t, t+1]$, where $\zeta(s)$ is the…
The Weibull distribution, with shape parameter $k>0$ and scale parameter $\lambda>0$, is one of the most popular parametric distributions in survival analysis with complete or censored data. Although inference of the parameters of the…
We analyze waiting times for price changes in a foreign currency exchange rate. Recent empirical studies of high frequency financial data support that trades in financial markets do not follow a Poisson process and the waiting times between…
In this paper, we derive closed-form exact expressions for the main statistics of the ratio of squared alpha-mu random variables, which are of interest in many scenarios for future wireless networks where generalized distributions are more…
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for transition density is proposed and…
Characterizing the wind speed distribution properly is essential for the satisfactory production of potential energy in wind farms, being the mixture models usually employed in the description of such data. However, some mixture models…