Related papers: Constructions for a bivariate beta distribution
We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…
In this paper, we introduce the BMT distribution as an unimodal alternative to continuous univariate distributions supported on a bounded interval. The ideas behind the mathematical formulation of this new distribution come from computer…
A new distribution is introduced, which we call the twin-t distribution. This distribution is heavy-tailed like the t distribution, but closer to normality in the central part of the curve. Its properties are described, e.g. the pdf, the…
This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…
Binomial distributions capture the probabilities of `heads' outcomes when a (biased) coin is tossed multiple times. The coin may be identified with a distribution on the two-element set {0,1}, where the 1 outcome corresponds to `head'. One…
In this paper, we develop a family of bivariate beta distributions that encapsulate both positive and negative correlations, and which can be of general interest for Bayesian inference. We then invoke a use of these bivariate distributions…
In two recent articles we have examined a generalization of the binomial distribution associated with a sequence of positive numbers, involving asymmetric expressions of probabilities that break the symmetry {\it win-loss}. We present in…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
The beta family owes its privileged status within unit interval distributions to several relevant features such as, for example, easyness of interpretation and versatility in modeling different types of data. However, its flexibility at the…
This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…
The break-by-one gamma distribution has a probability density function resembling the Schechter function, but with the small-argument behavior modified so it is normalizable in commonly arising cases where the Schechter function is not. Its…
Recently, extensions of gamma and beta functions have been studied by many researchers due to their nice properties and variety of applications in different fields of science. The aim of this note is to investigate generalized inequalities…
The beta distribution is a two-parameter family of probability distributions whose distribution function is the (regularised) incomplete beta function. In this paper, the inverse incomplete beta function is studied analytically as…
Set-valued quantiles for multivariate distributions with respect to a general convex cone are introduced which are based on a family of (univariate) distribution functions rather than on the joint distribution function. It is shown that…
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…
In this article, we define a matrix multinomial distribution. We prove some properties of the matrix multinomial distribution. We prove that the matrix Poisson distribution can be used as an approximation to the matrix multinomial…
A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…
The literature has covered the features and uses of the traditional univariate and bivariate logistic distributions in great detail. It is reasonable to wonder, though, if logistic marginals and conditionals could exhibit a similar…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…