Related papers: Comparing the Shape Parameters of Two Weibull Dist…
The Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…
We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…
We address the problem of estimating the Weibull tail-coefficient which is the regular variation exponent of the inverse failure rate function. We propose a family of estimators of this coefficient and an associate extreme quantile…
We consider universal inference in variance components models, focusing on settings where the parameter is near or at the boundary of the parameter set. Two cases, which are not handled by existing state-of-the-art methods, are of…
The classical paradigm of scoring rules is to discriminate between two different forecasts by comparing them with observations. The probability distribution of the observed record is assumed to be perfect as a verification benchmark. In…
This paper introduces a new generalization of the flexible Weibull distribution with three parameters this model called the Marshall-Olkin flexible Weibull extension (MO-FWE) distribution which exhibits bathtub-shaped hazard rate. We…
We provide a distribution-free test that can be used to determine whether any two joint distributions $p$ and $q$ are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we…
The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…
A fundamental class of inferential problems are those characterised by there having been a substantial degree of pre-data (or prior) belief that the value of a model parameter was equal or lay close to a specified value, which may, for…
Profile likelihood intervals of large quantiles in Extreme Value distributions provide a good way to estimate these parameters of interest since they take into account the asymmetry of the likelihood surface in the case of small and…
In this paper, we introduce a new distribution called Burr III-Weibull(BW) distribution using the concept of competing risk. We derive moments, conditional moments, mean deviation and quantiles of the proposed distribution. Also the Renyi's…
In engineering systems, it is usually assumed that lifetimes of components are independent and identically distributed (iid). But, the failure of a component results in a higher load on the remaining components and hence causes the…
In the statistical analysis of objects, samples and populations with quantitative variables, in many occasions we are interested in knowing the proportions that exist between the different variables from a same object; if these proportions…
The predominant method for evaluating the quality of causal models is to measure the graphical accuracy of the learned model structure. We present an alternative method for evaluating causal models that directly measures the accuracy of…
Probabilistic graphical models are a powerful concept for modeling high-dimensional distributions. Besides modeling distributions, probabilistic graphical models also provide an elegant framework for performing statistical inference;…
Our interest is whether two binomial parameters differ, which parameter is larger, and by how much. This apparently simple problem was addressed by Fisher in the 1930's, and has been the subject of many review papers since then. Yet there…
This paper proposes a new approach for estimating the failure time distribution using the indicator data. The indicators, which are checked by periodic inspection of a standby redundant system, only convey whether at least one failure…
This work studies the problem of content-based image retrieval, specifically, texture retrieval. It focuses on feature extraction and similarity measure for texture images. Our approach employs a recently developed method, the so-called…
Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula…
We apply the Weibull distribution -- a two-parameter family from extreme-value theory -- as a diagnostic framework for element-wise weight magnitude distributions in transformers. At initialization, i.i.d. Gaussian weights give |w| ~…