Related papers: The Kumaraswamy Pareto distribution
Let $\{X_{1},\ldots,X_{N_1}\}$ and $\{Y_{1},\ldots,Y_{N_2}\}$ be two sequences of interdependent heterogeneous samples, where for $i=1,\ldots,N_{1},$ $X_{i}\sim \text{Kw-G}(x, \alpha_{i}, \gamma_{i};G)$ and for $i=1,\ldots,N_{2},$…
In the present paper, the author discusses the derivation of unit distributions and the derivation of the generalized form using the order statistics. The author discusses the Kumaraswamy as the smallest order statistic of the unit power…
Recent studies of cluster distribution in various ecosystems revealed Pareto statistics for the size of spatial colonies. These results were supported by cellular automata simulations that yield robust criticality for endogenous pattern…
The unit-Lindley distribution was recently introduced in the literature as a viable alternative to the Beta and the Kumaraswamy distributions with support in (0; 1). This distribution enjoys many virtuous properties over the named…
Randomized algorithms sometimes employ a restart strategy. After a certain number of steps, the current computation is aborted and restarted with a new, independent random seed. In some cases, this results in an improved overall expected…
In this paper we introduce the Kumaraswamy autoregressive moving average models (KARMA), which is a dynamic class of models for time series taking values in the double bounded interval $(a,b)$ following the Kumaraswamy distribution. The…
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,…
Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, a new generalization of…
Laplace distribution is popular in the field of economics and finance. Still, data sets often show a lack of symmetry and a tendency of being bounded from either side of their support. In view of this, we introduce a new family of skew…
In this paper we present a new characterization of Pareto distribution and consider goodness of fit tests based on it. We provide an integral and Kolmogorov- Smirnov type statistics based on U-statistics and we calculate Bahadur efficiency…
Probability distributions defined on the unit interval are widely used in fields ranging from econometrics to reliability studies. Traditional models such as the beta and Kumaraswamy distributions are well-established due to their…
In this study an attempt has been made to propose a way to develop new distribution. For this purpose, we need only idea about distribution function. Some important statistical properties of the new distribution like moments, cumulants,…
We discuss superstatistics theory of labour productivity. Productivity distribution across workers, firms and industrial sectors are studied empirically and found to obey power-distributions, in sharp contrast to the equilibrium theories of…
We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…
Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and…
In extreme value statistics, the peaks-over-threshold method is widely used. The method is based on the generalized Pareto distribution characterizing probabilities of exceedances over high thresholds in $\mathbb {R}^d$. We present a…
A new probability distribution to study lifetime data in reliability is introduced in this paper. This one is a first approach to a non-homogeneous phase-type distribution. It is built by considering one cut-point in the non-negative…
Statistical modeling of claim severity distributions is essential in insurance and risk management, where achieving a balance between robustness and efficiency in parameter estimation is critical against model contaminations. Two \( L…
The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…
The Gompertz-Makeham distribution, which is used commonly to represent lifetimes based on laws of mortality, is one of the most popular choices for mortality modelling in the field of actuarial science. This paper investigates ordering…