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In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered. We show,…

Mathematical Physics · Physics 2015-05-30 Iván Calvo , Juan C. Cuchí , José G. Esteve , Fernando Falceto

For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's…

Methodology · Statistics 2009-10-04 DeTao Mao , Wenyuan Li

Benford's law states that many data sets have a bias towards lower leading digits (about $30\%$ are 1s). There are numerous applications, from designing efficient computers to detecting tax, voter and image fraud. It's important to know…

Probability · Mathematics 2016-01-20 Victoria Cuff , Allison Lewis , Steven J. Miller

We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by…

Statistical Mechanics · Physics 2021-07-14 Lior Zarfaty , Eli Barkai , David A. Kessler

We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show convergence of the maximum random walk to the Gumbel or the…

Probability · Mathematics 2020-11-10 Thomas Mikosch , Jorge Yslas

This paper introduces a new three-parameters model called the Weibull-G exponential distribution (WGED) distribution which exhibits bathtub-shaped hazard rate. Some of it's statistical properties are obtained including quantile, moments,…

Statistics Theory · Mathematics 2016-06-24 Abdelfattah Mustafa , B. S. El-Desouky , Shamsan AL-Garash

Let $\{ (\xi_{ni}, \eta_{ni}), 1\leq i \leq n, n\geq 1 \}$ be a triangular array of independent bivariate elliptical random vectors with the same distribution function as $(S_{1}, \rho_{n}S_{1}+\sqrt{1-\rho_{n}^2}S_{2})$, $\rho_{n}\in…

Probability · Mathematics 2016-08-09 Xin Liao , Zhichao Weng , Zuoxiang Peng

In this paper we consider elliptical random vectors X in R^d,d>1 with stochastic representation A R U where R is a positive random radius independent of the random vector U which is uniformly distributed on the unit sphere of R^d and A is a…

Probability · Mathematics 2013-05-14 Enkelejd Hashorva

The paper presents improved mathematical models and methods for statistical regularities in the behavior of some important characteristics of precipitation: duration of a wet period, maximum daily and total precipitation volumes within a…

Statistics Theory · Mathematics 2019-02-01 Victor Korolev , Andrey Gorshenin

The aim of this article is to determine a new six-parameter Beta Weibull distribution and its various associated functions, namely the cumulative distribution, survival, probability density and hazard functions. Next, we determine the…

Statistics Theory · Mathematics 2026-04-07 Didier Alain Njamen Njomen , Fidel Djongreba Ndikwa

In this paper, we introduce a new class of bivariate distributions called the bivariate exponentiated extended Weibull distributions. The model introduced here is of Marshall-Olkin type. This new class of bivariate distributions contains…

Methodology · Statistics 2015-07-28 Rasool Roozegar , Ali Akbar Jafari

It has been shown that sufficiently well mixing dynamical systems with positive entropy have extreme value laws which in the limit converge to one of the three standard distributions known for i.i.d. processes, namely Gumbel, Fr\'echet and…

Probability · Mathematics 2015-08-05 Nicolai Haydn , Michal Kupsa

This paper presents a new methodology for generating continuous statistical distributions, integrating the exponentiated odds ratio within the framework of survival analysis. This new method enhances the flexibility and adaptability of…

Statistics Theory · Mathematics 2024-02-28 Xinyu Chen , Yuanqi Xie , Achraf Cohen , Shusen Pu

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

An exact analytical description of extreme intensity statistics in complex random states is derived. These states have the statistical properties of the Gaussian and Circular Unitary Ensemble eigenstates of random matrix theory. Although…

Quantum Physics · Physics 2011-08-02 Arul Lakshminarayan , Steven Tomsovic , Oriol Bohigas , Satya N. Majumdar

In the framework of Cramer's probabilistic model of primes, we explore the exact and asymptotic distributions of maximal prime gaps. We show that the Gumbel extreme value distribution exp(-exp(-x)) is the limit law for maximal gaps between…

Number Theory · Mathematics 2014-09-30 Alexei Kourbatov

In this paper we introduce, for the first time, the Weibull-Geometric distribution which generalizes the exponential-geometric distribution proposed by Adamidis and Loukas (1998). The hazard function of the last distribution is monotone…

Methodology · Statistics 2010-08-17 Wagner Barreto-Souza , Alice Lemos de Morais , Gauss M. Cordeiro

By recognizing that the main difficulty of the modeling of daily precipitation amounts is the selection of an appropriate probability distribution, this study aims to establish a model selection framework to identify the appropriate…

Applications · Statistics 2020-09-01 Hsien-Wei Chen

The Gutenberg-Richter power law distribution of earthquake sizes is one of the most famous example illustrating self-similarity. It is well-known that the Gutenberg-Richter distribution has to be modified for large seismic moments, due to…

Statistical Mechanics · Physics 2022-12-07 D. Sornette , A. Sornette

Gram's Law describes a pattern that frequently occurs in the distribution of the non-trivial zeros of the Riemann zeta function along the critical line. Whenever Gram's Law holds true, it reduces the difficulty of computing the…

Number Theory · Mathematics 2020-06-02 Cătălin Hanga , Christopher Hughes