Related papers: Exponentiated Weibull-logarithmic Distribution: Mo…
The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole…
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…
The use of expectiles in risk management has recently gathered remarkable momentum due to their excellent axiomatic and probabilistic properties. In particular, the class of elicitable law-invariant coherent risk measures only consists of…
Flexible distributions for modelling angular data have received considerable attention in recent years, with ongoing work extending existing circular models to provide greater flexibility in capturing diverse angular behaviours. In this…
Fertility plans, measured by the number of planned children, have been found to be affected by education and family background via complex tail dependencies. This challenge was previously met with the use of non-parametric jittering…
Recently several authors have proposed stochastic evolutionary models for the growth of complex networks that give rise to power-law distributions. These models are based on the notion of preferential attachment leading to the ``rich get…
Despite many applications, dimensionality reduction in the $\ell_1$-norm is much less understood than in the Euclidean norm. We give two new oblivious dimensionality reduction techniques for the $\ell_1$-norm which improve exponentially…
A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…
In this paper non-asymptotic exponential estimates are derived for tail of maximum martingale distribution by naturally norming in the spirit of the classical Law of Iterated Logarithm. Key words: Martingales, exponential estimations,…
The proportional hazards model represents the most commonly assumed hazard structure when analysing time to event data using regression models. We study a general hazard structure which contains, as particular cases, proportional hazards,…
The Median Based Unit Weibull is a new 2 parameter unit Weibull distribution defined on the unit interval (0,1). Estimation of the parameters using MLE encountered some problems like large variance. Using generalized method of moments…
In this paper, we propose a new class of bivariate distributions, called the bivariate discrete inverse Weibull (BDsIW) distribution, whose marginals are discrete inverse Weibull (DsIW) distributions. Some statistical and mathematical…
The generalized extreme value (GEV) distribution is commonly employed to help estimate the likelihood of extreme events in many geophysical and other application areas. The recently proposed blended generalized extreme value (bGEV)…
In this communication, we introduce a new statistical model and study its various mathematical properties. The expressions for hazard rate, reversed hazard rate, and odd functions are provided. We explore the asymptotic behaviors of the…
The statistical distribution of the largest value drawn from a sample of a given size has only three possible shapes: it is either a Weibull, a Fr\'echet or a Gumbel extreme value distributions. I describe in this short review how to relate…
In this article, bootstrap and Shewhart type process control monitoring schemes are proposed for the quantiles of generalized Weibull distribution under hybrid censoring. Monitoring schemes for the quantiles of Weibull, generalized…
In [1], we introduced a new, matrix algebraic, performance analysis framework for wireless systems with fading channels based on the matrix exponential distribution. The main idea was to use the compact, powerful, and easy-to-use, matrix…
The generalized Laplace (GL) distribution, which falls in the larger family of generalized hyperbolic distributions, provides a versatile model to deal with a variety of applications thanks to its shape parameters. The elliptically…
Most theoretical analysis for lifetime distribution explains origins of specific distribution based on independent failure. We develop a unified framework encompassing different lifetime distribution for failure-coupled network systems. We…
This research develops a Bayesian framework for analyzing failure times using the Weibull distribution, addressing challenges in prior selection due to the lack of conjugate priors and multi-dimensional sufficient statistics. We propose an…