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We consider the parameter estimation problem of a probabilistic generative model prescribed using a natural exponential family of distributions. For this problem, the typical maximum likelihood estimator usually overfits under limited…

Machine Learning · Statistics 2020-10-13 Viet Anh Nguyen , Xuhui Zhang , Jose Blanchet , Angelos Georghiou

The Ewens-Pitman sampling model (EP-SM) is a distribution for random partitions of the set $\{1,\ldots,n\}$, with $n\in\mathbb{N}$, which is index by real parameters $\alpha$ and $\theta$ such that either $\alpha\in[0,1)$ and…

Probability · Mathematics 2021-11-05 Emanuele Dolera , Stefano Favaro

We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…

Probability · Mathematics 2007-05-23 Ph . Barbe , W. P. McCormick , C. Zhang

The Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…

Computation · Statistics 2017-02-07 Man Zhang , Yili Hong , Narayanaswamy Balakrishnan

Expectation Propagation (Minka, 2001) is a widely successful algorithm for variational inference. EP is an iterative algorithm used to approximate complicated distributions, typically to find a Gaussian approximation of posterior…

Computation · Statistics 2016-04-01 Guillaume Dehaene , Simon Barthelmé

Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape parameter within the maximum likelihood framework is quite complex,…

Methodology · Statistics 2025-06-03 Pierdomenico Duttilo , Stefano Antonio Gattone

DUS transformation of lifetime distributions received attention by engineers and researchers in recent years. The present study introduces a new class of distribution using exponentiation of DUS transformation. A new distribution using the…

Methodology · Statistics 2021-11-30 Beenu Thomas , Chacko V M

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

Four new probability models are derived which generalize the common univariate continuous distributions. Classical distributional measures are derived from Hoel, et al., Introduction to Probability Theory, 1971. Measures include probability…

General Mathematics · Mathematics 2014-05-09 Francis J. O'Brien

A new lifetime model, named the Modi linear failure rate distribution, is suggested. This flexible model is capable of accommodating a wide range of hazard rate shapes, including decreasing, increasing, bathtub, upside-down bathtub, and…

Methodology · Statistics 2026-02-26 Lazhar Benkhelifa

We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…

Statistics Theory · Mathematics 2014-09-29 Bent Jørgensen , Célestin C. Kokonendji

Modeling is a challenging topic and using parametric models is an important stage to reach flexible function for modeling. Weibull distribution has two parameters which are shape $\alpha$ and scale $\beta$. In this study, bimodality…

Methodology · Statistics 2020-12-03 Roberto Vila , Mehmet Niyazi Çankaya

In this paper, we propose a new distribution with unitary support which can be characterized as a ratio of the type $W=X_1/(X_1+X_2)$, where $(X_1, X_2)^\top$ follows a bivariate extreme distribution with Fr\'echet margins, that is, $X_1$…

Methodology · Statistics 2025-01-03 Roberto Vila , Felipe Quintino

We consider the classical problem of particle diffusion in $d$-dimensional radially-symmetric systems with absorbing boundaries. A key quantity to characterise such diffusive transport is the evolution of the proportion of particles…

Computational Physics · Physics 2022-09-07 Elliot J. Carr

In this paper, we propose a new class of bivariate distributions, called the bivariate discrete inverse Weibull (BDsIW) distribution, whose marginals are discrete inverse Weibull (DsIW) distributions. Some statistical and mathematical…

Statistics Theory · Mathematics 2018-08-24 M. S. Eliwa , M. El-Morshedy

While the hurdle Poisson regression is a popular class of models for count data with excessive zeros, the link function in the binary component may be unsuitable for highly imbalanced cases. Ordinary Poisson regression is unable to handle…

Applications · Statistics 2020-08-14 Shuang Yin , Dipak K. Dey , Emiliano A. Valdez , Xiaomeng Li

This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…

Statistics Theory · Mathematics 2019-09-04 Mahendra Saha , Abhimanyu Singh Yadav , Arvind Pandey , Shivanshi Shukla , Sudhansu S Maiti

In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…

Methodology · Statistics 2021-09-28 Cira E. G. Otiniano , Bianca Sousa , Roberto Vila , Marcelo Bourguignon

In this paper, we introduce a new probability distribution, the Lasso distribution. We derive several fundamental properties of the distribution, including closed-form expressions for its moments and moment-generating function.…

Statistical modeling of rainfall data is an active research area in agro-meteorology. The most common models fitted to such datasets are exponential, gamma, log-normal, and Weibull distributions. As an alternative to some of these models,…

Methodology · Statistics 2024-02-08 Arnab Hazra