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Characterizing the wind speed distribution properly is essential for the satisfactory production of potential energy in wind farms, being the mixture models usually employed in the description of such data. However, some mixture models…
This paper introduces studies on exponentaited generalized Weibull Gompertz distribution EGWGD which generalizes a lot of distributions. Several properties of the EGWGD such as reversed (hazard) function, moments, maximum likelihood…
We define data transformations that leave certain classes of distributions invariant, while acting in a specific manner upon the parameters of the said distributions. It is shown that under such transformations the maximum likelihood…
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…
Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…
Background. This paper study statistical data gathered from wind turbines located on the territory of the Republic of Poland. The research is aimed to construct the stochastic model that predicts the change of wind speed with time. Purpose.…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
The negative binomial distribution has been widely used as a more flexible model than the Poisson distribution for count data. However, when the true data-generating process is Poisson, it is often challenging to distinguish it from a…
We introduce a new multivariate circular linear distribution suitable for modeling direction and speed in (multiple) animal movement data. To properly account for specific data features, such as heterogeneity and time dependence, a hidden…
The Burr type XII (BXII) distribution has been largely used in different fields due to its great flexibility for fitting data. These applications have typically involved data showing heavy-tailed behaviors. In order to give more flexibility…
The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…
The Birnbaum-Saunders distribution, also known as the fatigue-life distribution, is frequently used in reliability studies. We obtain adjustments to the Birnbaum--Saunders profile likelihood function. The modified versions of the likelihood…
In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…
In this paper, we introduce a new extension of the generalized linear failure rate distributions. It includes some well-known lifetime distributions such as extension of generalized exponential and generalized linear failure rate…
Analysis of matrix-variate data is becoming increasingly common in the literature, particularly in the field of clustering and classification. It is well-known that real data, including real matrix-variate data, often exhibit high levels of…
We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…
Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…
The aim of the present work is to investigate the performances of a specific Bayesian control chart used to compare two processes. The chart monitors the ratio of the percentiles of a key characteristic associated with the processes. The…
This paper investigates the moment monotonicity property of Weibull, Gamma, and Log-normal distributions. We provide the first complete mathematical proofs for the monotonicity of the function $E(X^n)^{\frac{1}{n}}$ specific to these…
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…