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Using a family of modified Weibull distributions, encompassing both sub-exponentials and super-exponentials, to parameterize the marginal distributions of asset returns and their natural multivariate generalizations, we give exact formulas…

Statistical Mechanics · Physics 2008-12-10 Y. Malevergne , D. Sornette

In this paper, we introduce the generalized Gompertz-power series class of distributions which is obtained by compounding generalized Gompertz and power series distributions. This compounding procedure follows same way that was previously…

Methodology · Statistics 2015-09-01 Saeid Tahmasebi , Ali Akbar Jafari

This note introduces a new range of modified gamma and beta $k$ functions. The authors present new modified gamma and beta $k$-functions, first and second summation relations, various functionals, Mellin transforms, and integral…

General Mathematics · Mathematics 2025-02-12 S Mubeen , I. Aslam , Ghazi S. Khammash , Saralees Nadarajah , Ayman Shehata

We introduce a new notion of generalization -- Distributional Generalization -- which roughly states that outputs of a classifier at train and test time are close *as distributions*, as opposed to close in just their average error. For…

Machine Learning · Computer Science 2020-10-16 Preetum Nakkiran , Yamini Bansal

We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of…

Machine Learning · Statistics 2019-05-16 Hao Song , Tom Diethe , Meelis Kull , Peter Flach

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

We define an integral, the distributional integral of functions of one real variable, that is more general than the Lebesgue and the Denjoy-Perron-Henstock-Kurzweil integrals, and which allows the integration of functions with…

Functional Analysis · Mathematics 2013-11-12 Ricardo Estrada , Jasson Vindas

Matrix variate beta (MVB) distributions are used in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. In this approach a unified methodology is proposed to…

Statistics Theory · Mathematics 2014-09-05 A. Bekker , M. Arashi

The generalized inverse Gaussian, denoted $\mathrm{GIG}(p, a, b)$, is a flexible family of distributions that includes the gamma, inverse gamma, and inverse Gaussian distributions as special cases. In addition to its applications in…

Computation · Statistics 2025-01-28 Victor Peña , Michael Jauch

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Methodology · Statistics 2012-10-17 B. N. Pandey , Pulastya Bandyopadhyay

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

A statistical model for describing the scaling of the distribution of inter-event times is described. By considering the diverse region seismicity (natural and induced) at different scale levels the self-similarity of the distribution has…

Other Condensed Matter · Physics 2009-11-11 V. German

This paper introduces a new four-parameter lifetime model called the Weibull Birnbaum-Saunders distribution. This new distribution represents a more flexible model for the lifetime data. Its failure rate function can be increasing,…

Applications · Statistics 2016-04-19 Lazhar Benkhelifa

Diffusion generative models unlock new possibilities for inverse problems as they allow for the incorporation of strong empirical priors in scientific inference. Recently, diffusion models are repurposed for solving inverse problems using…

We develop a fractional extension of the classical binomial distribution and the associated Bernstein operator, formulated within the framework of the generalized binomial theorem (Hara and Hino [Bull.\ London Math.\ Soc. \textbf{42}…

Probability · Mathematics 2026-02-26 Masanori Hino , Ryuya Namba

This paper is devoted to study a new three- parameters model called the Exponential Flexible Weibull extension (EFWE) distribution which exhibits bathtub-shaped hazard rate. Some of it's statistical properties are obtained including…

Statistics Theory · Mathematics 2016-05-27 Beih S. El-Desouky , Abdelfattah Mustafa , Shamsan AL-Garash

A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…

Statistical Finance · Quantitative Finance 2025-02-18 Stephen H. Lihn

In this paper, a new bivariate discrete distribution is introduced which called bivariate discrete exponentiated Weibull (BDEW) distribution. Several of its mathematical statistical properties are derived such as the joint cumulative…

Statistics Theory · Mathematics 2018-05-15 M. El- Morshedy , A. A. Khalil

In order to assess future damage caused by natural disasters, it is desirable to estimate the damage caused by single events. So called damage functions provide -- for a natural disaster of certain magnitude -- a specific damage value.…

Physics and Society · Physics 2015-09-08 J. Micha Steinhäuser , Diego Rybski , Jürgen P. Kropp

In this paper we derive the maximum entropy characteristics of a particular rank order distribution, namely the discrete generalized beta distribution, which has recently been observed to be extremely useful in modelling many several…

Physics and Society · Physics 2019-09-30 Abhik Ghosh , Preety Shreya , Banasri Basu
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