Related papers: A new three-parameter lifetime distribution and as…
This paper provides a systematic approach to semiparametric identification that is based on statistical information as a measure of its "quality". Identification can be regular or irregular, depending on whether the Fisher information for…
In survival analysis, the lifetime under study is not always observed. In certain applications, for some individuals, the value of the lifetime is only known to be smaller or larger than some random duration. This framework represent an…
In the context of survival analysis, Marshall and Olkin (1997) introduced families of distributions by adding a scalar parameter to a given survival function, parameterized or not. In that paper, we generalize their approach. We show how it…
The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…
Compound Poisson distributions have been employed by many authors to fit experimental data, typically via the method of moments or maximum likelihood estimation. We propose a new technique and apply it to several sets of published data. It…
The three-parameter generalized extreme value distribution arises from classical univariate extreme value theory and is in common use for analyzing the far tail of observed phenomena. Curiously, important asymptotic properties of…
Microscopy research often requires recovering particle-size distributions in three dimensions from only a few (10 - 200) profile measurements in the section. This problem is especially relevant for petrographic and mineralogical studies,…
A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…
In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…
The two-parameter distribution known as exponential-Poisson (EP) distribution, which has decreasing failure rate, was introduced by Kus (2007). In this paper we generalize the EP distribution and show that the failure rate of the new…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
Weibull distribution is widely used in modelling health data. However, its lack of sufficient tail flexibility often results in poor fit in extreme events. We proposed another three-parameter extension of the Weibull distribution with…
Parameter estimation is one of the most important tasks in statistics, and is key to helping people understand the distribution behind a sample of observations. Traditionally parameter estimation is done either by closed-form solutions…
Maximum likelihood estimators are proposed for the parameters and the densities in a semiparametric density ratio model in which the nonparametric baseline density is approximated by the Bernstein polynomial model. The EM algorithm is used…
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…
A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…
This undergraduate thesis focuses on calculating maximum likelihood estimates of parameters in the generalized Gamma distribution using the SeLF algorithm. As an extension of the Gamma distribution, the generalized Gamma distribution can…
In this paper we provide a new efficient algorithm for approximately computing the profile maximum likelihood (PML) distribution, a prominent quantity in symmetric property estimation. We provide an algorithm which matches the previous best…
Dramatic increases in the size and dimensionality of many recent data sets make crucial the need for sophisticated methods that can exploit inherent structure and handle missing values. In this article we derive an expectation-maximization…
Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…