Related papers: The Kumaraswamy Pareto distribution
Karlin and Altschul in their statistical analysis for multiple high-scoring segments in molecular sequences introduced a distribution function which gives the probability there are at least r distinct and consistently ordered segment pairs…
We propose new classes of tests for the Pareto type I distribution using the empirical characteristic function. These tests are $U$ and $V$ statistics based on a characterisation of the Pareto distribution involving the distribution of the…
According to the published papers and books since the turn of the century, Pareto optimization is the dominating assessment method for multi-objective nonlinear optimization problems treated by population-based optimizers like Evolutionary…
In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…
In quantitative finance, it is often necessary to analyze the distribution of the sum of specific functions of observed values at discrete points of an underlying process. Examples include the probability density function, the hedging…
Nadarajah and Gupta (2004) introduced the beta Fr\'echet (BF) distribution, which is a generalization of the exponentiated Fr\'echet (EF) and Fr\'echet distributions, and obtained the probability density and cumulative distribution…
This paper proposes a statistical mechanics approach to the analysis of income distribution and inequality. A new distribution function, having its roots in the framework of k-generalized statistics, is derived that is particularly suitable…
We study productivity dispersions across workers, firms and industrial sectors. Empirical study of the Japanese data shows that they all obey the Pareto law, and also that the Pareto index decreases with the level of aggregation. In order…
Spectral statistics of quantum systems have been studied in detail using the nearest neighbour level spacings, which for generic chaotic systems follows random matrix theory predictions. In this work, the probability density of the closest…
Deep probabilistic forecasting is gaining attention in numerous applications ranging from weather prognosis, through electricity consumption estimation, to autonomous vehicle trajectory prediction. However, existing approaches focus on…
Birnbaum and Saunders introduced a two-parameter lifetime distribution to model fatigue life of a metal, subject to cyclic stress. Since then, extensive work has been done on this model providing different interpretations, constructions,…
In a recent paper, Mazucheli et al. (2019) introduced the unit-Gompertz (UG) distribution and studied some of its properties. It is a continuous distribution with bounded support, and hence may be useful for modelling life-time phenomena.…
Skewness and kurtosis are fundamental statistical moments commonly used to quantify asymmetry and tail behavior in probability distributions. Despite their widespread application in statistical mechanics, condensed matter physics, and…
In this paper, we introduce the Gompertz power series class of distributions which is obtained by compounding Gompertz and power series distributions. This distribution contains several lifetime models such as Gompertz-geometric,…
We consider a Ramsey model with several households with heterogeneous preferences who are able to borrow capital to each other. Since the capital constraints of one household then depends on the others' capital, one can no longer optimize…
Comparison of two univariate distributions based on independent samples from them is a fundamental problem in statistics, with applications in a wide variety of scientific disciplines. In many situations, we might hypothesize that the two…
A class of semi-parametric hazard/failure rates with a bathtub shape is of interest. It does not only provide a great deal of flexibility over existing parametric methods in the modeling aspect but also results in a closed and tractable…
Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those…
The International Swimming Federation (FINA) uses a very simple points system with the aim to rank swimmers across all Olympic events. The points acquired is a function of the ratio of the recorded time and the current world record for that…
Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…