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In this paper we introduce a novel statistical framework based on the first two quantile conditional moments that facilitates effective goodness-of-fit testing for one-sided L\'evy distributions. The scale-ratio framework introduced in this…

Methodology · Statistics 2023-11-28 Kewin Pączek , Damian Jelito , Marcin Pitera , Agnieszka Wyłomańska

Lifetime distributions of social entities, such as enterprises, products, and media contents, are one of the fundamental statistics characterizing the social dynamics. To investigate the lifetime distribution of mutually interacting…

Physics and Society · Physics 2015-08-20 Yohsuke Murase , Takashi Shimada , Nobuyasu Ito , Per Arne Rikvold

This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz…

General Finance · Quantitative Finance 2009-01-31 F. Clementi , T. Di Matteo , M. Gallegati , G. Kaniadakis

The two-time distribution gives the limiting joint distribution of the heights at two different times of a local 1D random growth model in the curved geometry. This distribution has been computed in a specific model but is expected to be…

Probability · Mathematics 2020-12-02 Kurt Johansson

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…

Methodology · Statistics 2025-01-15 Christian Acal , Juan Eloy Ruiz-Castro , David Maldonado , Juan B. Roldán

Most theoretical analysis for lifetime distribution explains origins of specific distribution based on independent failure. We develop a unified framework encompassing different lifetime distribution for failure-coupled network systems. We…

Physics and Society · Physics 2024-07-12 Yimeng Liu , Shaobo Sui , Dan Lu , Rui Peng , Mingyang Bai , Daqing Li

In this work some advances in the theory of curvature of two-dimensional probability manifolds corresponding to families of distributions are proposed. It is proved that location-scale distributions are hyperbolic in the Information…

Statistics Theory · Mathematics 2024-01-24 Giuseppe Giacopelli , Andrea De Gaetano

In this paper, a new class of distributions, called Odds xgamma-G (OXG-G) family of distribu- tions is proposed for modeling lifetime data. A comprehensive account of the mathematical proper- ties of the new class including estimation issue…

Statistics Theory · Mathematics 2018-05-11 Sudhansu S. Maiti , Sukanta Pramanik

We investigate statistical properties of a likelihood approach to nonparametric estimation of a singular distribution using deep generative models. More specifically, a deep generative model is used to model high-dimensional data that are…

Machine Learning · Statistics 2023-03-29 Minwoo Chae , Dongha Kim , Yongdai Kim , Lizhen Lin

For a given data set the problem of selecting either Lindley or xgamma distribution with unknown parameter is investigated in this article. Both these distributions can be used quite effectively for analyzing skewed non-negative data and in…

Methodology · Statistics 2020-02-03 Subhradev Sen , Hazem Al-Mofleh , Sudhansu S. Maiti

Organisms and algorithms learn probability distributions from previous observations, either over evolutionary time or on the fly. In the absence of regularities, estimating the underlying distribution from data would require observing each…

Statistical Mechanics · Physics 2024-12-10 William Bialek , Stephanie E. Palmer , David J. Schwab

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

Methodology · Statistics 2022-04-05 Bowen Liu , Malwane M. A. Ananda

We develop two novel approaches for constructing skewed and bimodal flexible distributions that can effectively generalize classical symmetric distributions. We illustrate the application of introduced techniques by extending normal,…

Methodology · Statistics 2021-07-01 Jamil Ownuk , Ahmad Nezakati , Hossein Baghishani

We formulate a class of angular Gaussian distributions that allows different degrees of isotropy for directional random variables of arbitrary dimension. Through a series of novel reparameterization, this distribution family is indexed by…

Methodology · Statistics 2022-12-13 Zehao Yu , Xianzheng Huang

We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…

Probability · Mathematics 2018-10-26 Chuancun Yin , Xiuyan Sha

This work proposes a parametric probabilistic approach to model damage accumulation using the double linear damage rule (DLDR) considering the existence of limited experimental fatigue data. A probabilistic version of DLDR is developed in…

Computational Engineering, Finance, and Science · Computer Science 2024-10-11 João Paulo Dias , Stephen Ekwaro-Osire , Americo Cunha , Shweta Dabetwar , Abraham Nispel , Fisseha M. Alemayehu , Haileyesus B. Endeshaw

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…

Methodology · Statistics 2025-03-20 Indranil Ghosh , Mina Norouzirad , Filipe J. Marques

Through viewing out the literature, many generated distributions took a new special form of probability density function (PDF) in which it is written as a linear combination of n other distributions. Therefore, we define in this paper a new…

Statistics Theory · Mathematics 2022-11-15 Therar Kadri , Amina Halat

The finite Gamma mixture model is often used to describe randomness in income data, insurance data, and data from other applications. The popular likelihood approach, however, does not work for this model because the likelihood function is…

Statistics Theory · Mathematics 2020-11-10 Mingxing He , Jiahua Chen
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