Related papers: Letter to the Editor of Annals of Applied Statisti…
We respond to comments on our paper, titled "Instrumental variable estimation of the causal hazard ratio."
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
Motivated by the need for parametric families of rich and yet tractable distributions in financial mathematics, both in pricing and risk management settings, but also considering wider statistical applications, we investigate a novel…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent the subject of a rich and active literature. They provide a probabilistic framework for a wide range of theoretical and applied problems…
The normal-inverse-Wishart (NIW) distribution is commonly used as a prior distribution for the mean and covariance parameters of a multivariate normal distribution. The family of NIW distributions is also a minimal exponential family. In…
This is a reply to the comment by Gilbert and Sanders [arXiv:1111.6271 (2011)]. We point out that their comment is a follow-up of a previous discussion which we briefly summarize before we refute their new criticism.
The main purpose of this paper is to introduce a new class of regression models for bounded continuous data, commonly encountered in applied research. The models, named the power logit regression models, assume that the response variable…
Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, a new generalization of…
Four new probability models are derived which generalize the common univariate continuous distributions. Classical distributional measures are derived from Hoel, et al., Introduction to Probability Theory, 1971. Measures include probability…
A response to a letter to the editor by Schilling regarding Bartroff, Lorden, and Wang ("Optimal and fast confidence intervals for hypergeometric successes" 2022, arXiv:2109.05624)
In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…
Modern data analysis frequently involves variables with highly non-Gaussian marginal distributions. However, commonly used analysis methods are most effective with roughly Gaussian data. This paper introduces an automatic transformation…
The skew-normal and the skew-$t$ distributions are parametric families which are currently under intense investigation since they provide a more flexible formulation compared to the classical normal and $t$ distributions by introducing a…
We introduce and study deferred N\"{o}rlund statistical convergence in probability, mean of order $r,$ distribution, and study the interrelation among them. Based upon the proposed method to illustrate the findings, we present new Korovkin…
The Lambert W function, implicitly defined by W(x) exp{W(x)}=x, is a "new" special function that has recently been the subject of an extended upsurge in interest and applications. In this note, I point out that the Lambert W function can…
Distorted distributions were introduced in the context of actuarial science for several variety of insurance problems. In this paper we consider the quantile-based probabilistic mean value theorem given in Di Crescenzo et al. [4] and…
Recently Richard Stanley initiated a study of the distribution of the length as(w) of the longest alternating subsequence in a random permutation w from the symmetric group $S_n$. Among other things he found an explicit formula for the…
We describe an algorithm to evaluate all the complex branches of the Lambert W function with rigorous error bounds in interval arithmetic, which has been implemented in the Arb library. The classic 1996 paper on the Lambert W function by…
The Extended Generalized Pareto Distribution (EGPD) (Naveau et al. 2016) is a family of distribution that has been introduced to model the full range of a positive random variable but with the lower and the upper tails distributed according…
The lifetimes of subjects which are left-censored lie below a threshold value or a limit of detection. A popular tool used to handle left-censored data is the reversed hazard rate. In this work, we study the properties and develop…