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During the recent years there was an increased interest in studying the performance of different types of control charts, under various distributional models for continuous proportions, such as percentages and rates. In this work we…
Transmuted geometric distribution with two parameters and is proposed as a new generalization of the geometric distribution by employing the quadratic transmutation techniques of Shaw and Buckley (2007). Its important distributional and…
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, $X_1$…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
Classical stochastic control assumes perfect knowledge of the uncertainty affecting the plant. In practice, however, such information is often incomplete. To address this limitation, we consider a distributionally robust control (DRC)…
State-space models are pivotal for dynamic system analysis but often struggle with outlier data that deviates from Gaussian distributions, frequently exhibiting skewness and heavy tails. This paper introduces a robust extension utilizing…
In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…
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…
We propose an optimisation method for the inverse structural design of self-assembly of anisotropic patchy particles. The anisotropic interaction can be expressed by the spherical harmonics of the surface pattern on a patchy particle, and…
The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders…
In this paper, we propose a novel optimization criterion that leverages features of the skew normal distribution to better model the problem of personalized recommendation. Specifically, the developed criterion borrows the concept and the…
This paper examines eight measures of skewness and Mardia measure of kurtosis for skew-elliptical distributions. Multivariate measures of skewness considered include Mardia, Malkovich-Afifi, Isogai, Song, Balakrishnan-Brito-Quiroz,…
Three-way data can be conveniently modelled by using matrix variate distributions. Although there has been a lot of work for the matrix variate normal distribution, there is little work in the area of matrix skew distributions. Three matrix…
Two-component mixture models are particularly useful for identifying differentially expressed genes, but their performance can deteriorate markedly when the alternative distribution departs from parametric assumptions or symmetry. We…
A 6-parameter fat-tailed distribution is proposed that generalises the t-distribution and allows asymmetry of scale and also of tail power, whilst avoiding the discontinuity of the second derivative of the split-t (AST) distribution. With…
We propose new small-sphere distributional families for modeling multivariate directional data on $(\mathbb{S}^{p-1})^K$ for $p \ge 3$ and $K \ge 1$. In a special case of univariate directions in $\Re^3$, the new densities model random…
We consider a class of biologically-motivated stochastic processes in which a unicellular organism divides its resources (volume or damaged proteins, in particular) symmetrically or asymmetrically between its progeny. Assuming the final…
Using a quadratic saddle-point approximation, we show how information about a particle-emitting source can be extracted from gaussian fits to two-particle correlation data. Although the formalism is completely general, extraction of the…
We propose a flexible formulation of the multivariate non-central skew t (NCST) distribution, defined by scaling skew-normal random vectors with independent chi-squared variables. This construction extends the classical multivariate t…
Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…