Related papers: Fisher information matrix for three-parameter expo…
In this paper we propose a new lifetime model, called the odd generalized exponential gompertz distribution, We obtain some of its mathematical properties. Some structural properties of the new distribution are studied. The method of…
The stratified proportional hazards model represents a simple solution to account for heterogeneity within the data while keeping the multiplicative effect on the hazard function. Strata are typically defined a priori by resorting to the…
In this paper, we introduce a new three-parameter distribution based on the combination of re-parametrization of the so-called EGNB2 and transmuted exponential distributions. This combination aims to modify the transmuted exponential…
We consider the processing of statistical samples $X\sim P_\theta$ by a channel $p(y|x)$, and characterize how the statistical information from the samples for estimating the parameter $\theta\in\mathbb{R}^d$ can scale with the mutual…
In algebraic statistics, the maximum likelihood degree of a statistical model refers to the number of solutions (counted with multiplicity) of the score equations over the complex field. In this paper, the maximum likelihood degree of the…
A generalized spiked Fisher matrix is considered in this paper. We establish a criterion for the description of the support of the limiting spectral distribution of high-dimensional generalized Fisher matrix and study the almost sure limits…
The proposed paper discusses the problem of discrimination between close hypotheses about distributions belonging to the Gumbel maximum domain of attraction. The distinctive feature of the proposed work is using only k higher order…
Extreme value analysis in the presence of censoring is receiving much attention as it has applications in many disciplines, including survival and reliability studies. Estimation of extreme value index (EVI) is of primary importance as it…
The Fisher-matrix formalism is used routinely in the literature on gravitational-wave detection to characterize the parameter-estimation performance of gravitational-wave measurements, given parametrized models of the waveforms, and…
In this paper, we focus on the parametric inference based on the Tampered Random Variable (TRV) model for simple step-stress life testing (SSLT) using Type-II censored data. The baseline lifetime of the experimental units, under normal…
Let $X_{1}=(W_{1},Y_{1}),\ldots,X_{n}=(W_{n},Y_{n})$ be $n$ pairs of independent random variables. We assume that, for each $i\in\{1,\ldots,n\}$, the conditional distribution of $Y_{i}$ given $W_{i}$ belongs to a one-parameter exponential…
In many applied fields, such as genomics, different types of data are collected on the same system, and it is not uncommon that some of these datasets are subject to censoring as a result of the measurement technologies used, such as data…
In this paper, a competing risks model is analyzed based on improved adaptive type-II progressive censored sample (IAT-II PCS). Two independent competing causes of failures are considered. It is assumed that lifetimes of the competing…
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…
In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…
Transformation models provide a common tool for regression analysis of censored failure time data. The most common approach towards parameter estimation in these models is based on the nonparametric profile likelihood method. Several…
In Bayesian hypothesis testing and model selection, prior distributions must be chosen carefully. For example, setting arbitrarily large prior scales for location parameters, which is common practice in estimation problems, can lead to…
This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…
When the observations are not quantified and are known to be less than a threshold value, the concept of left censoring needs to be included in the analysis of such datasets. In many real multi component lifetime systems left censored data…
Thompson Sampling has been demonstrated in many complex bandit models, however the theoretical guarantees available for the parametric multi-armed bandit are still limited to the Bernoulli case. Here we extend them by proving asymptotic…