Related papers: A quantile-based probabilistic mean value theorem
In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…
This paper proposes a new extension of the linear failure rate (LFR) model to better capture real-world lifetime data. The model incorporates an additional shape parameter to increase flexibility. It helps model the minimum survival time…
We propose a new approach to estimate selection-corrected quantiles of the gender wage gap. Our method employs instrumental variables that explain variation in the latent variable but, conditional on the latent process, do not directly…
Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
Percentiles and more generally, quantiles are commonly used in various contexts to summarize data. For most distributions, there is exactly one quantile that is unbiased. For distributions like the Gaussian that have the same mean and…
We propose a new family of error distributions for model-based quantile regression, which is constructed through a structured mixture of normal distributions. The construction enables fixing specific percentiles of the distribution while,…
The limitations resulting from the dichtomisation of continuous outcomes have been extensively described. But the need to present results based on binary outcomes in particular in health science remains. Alternatives based on the…
Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These entropies are particularly suitable to deal with…
In this paper, we first provide a review of different non-parametric estimators for the cumulative distribution function under left-censoring. We then propose a new estimator based on a non-parametric likelihood approach using reversed…
This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…
The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…
We introduce a new regression method that relates the mean of an outcome variable to covariates, under the "adverse condition" that a distress variable falls in its tail. This allows to tailor classical mean regressions to adverse…
The processes of the averaged regression quantiles and of their modifications provide useful tools in the regression models when the covariates are not fully under our control. As an application we mention the probabilistic risk assessment…
The mid-p-value is a proposed improvement on the ordinary p-value for the case where the test statistic is partially or completely discrete. In this case, the ordinary p-value is conservative, meaning that its null distribution is larger…
Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two…
The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…
In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…
In this paper, we introduce weighted fractional generalized cumulative past entropy of a nonnegative absolutely continuous random variable with bounded support. Various properties of the proposed weighted fractional measure are studied.…
The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…