Related papers: Letter to the Editor of Annals of Applied Statisti…

We address the issue of performing testing inference in generalized linear models when the sample size is small. This class of models provides a straightforward way of modeling normal and non-normal data and has been widely used in several…

In this article the idea of random variables over the set theoretic universe is investigated. We explore what it can mean for a random set to have a specific probability of belonging to an antecedently given class of sets.

A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…

We adapt the techniques in Stigler [Ann. Statist. 1 (1973) 472--477] to obtain a new, general asymptotic result for trimmed $U$-statistics via the generalized $L$-statistic representation introduced by Serfling [Ann. Statist. 12 (1984)…

Language modeling has shifted in recent years from a distribution over strings to prediction models with textual inputs and outputs for general-purpose tasks. This position paper highlights the often overlooked implications of this shift…

The scientific world is becoming more open to the public and fellow researchers. Open access publishing is becoming accepted, even if some publishers are resisting. The next step is the open code and data paradigm, which was briefly…

A generalization of stable and casual stable probability distribution is proposed. The notion of $\go G$-casual stability can be used to introduce discrete analogues of stable distributions on the sent $\mathbb Z$ of integers. In contrary…

Discussion of "Harold Jeffreys's Theory of Probability revisited," by Christian Robert, Nicolas Chopin, and Judith Rousseau, for Statistical Science [arXiv:0804.3173]

This short note proposes two additive corrections to a pair of relations published in Wan et al. in order to extend them to a small sample size condition. In particular we focus the interest on the possibility to provide an estimate to the…

In this paper a new long-term survival distribution is proposed. The so called long term Fr\'echet distribution allows us to fit data where a part of the population is not susceptible to the event of interest. This model may be used, for…

In the past six years, a considerable attention has been given to the extropy measure proposed by Lad et al. (2015). Weighted Extropy of Ranked Set Sampling was studied and compared with simple random sampling by Qiu et al. (2022). The…

I report a new statistical distribution formulated to confront the infamous, long-standing, computational/modeling challenge presented by highly skewed and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is straightforward,…

In this paper we consider a group sequentially monitored trial on a survival endpoint, monitored using a weighted log-rank (WLR) statistic with deterministic weight function. We introduce a summary statistic in the form of a weighted…

Thousands of experiments are analyzed and papers are published each year involving the statistical analysis of grouped data. While this area of statistics is often perceived -- somewhat naively -- as saturated, several misconceptions still…

In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…

Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…

Various members of the class of weighted insurance premiums and risk capital allocation rules have been researched from a number of perspectives. Corresponding formulas in the case of parametric families of distributions have been derived,…

We derive adjusted signed likelihood ratio statistics for a general class of extreme value regression models. The adjustments reduce the error in the standard normal approximation to the distribution of the signed likelihood ratio…

I present a parametric, bijective transformation to generate heavy tail versions Y of arbitrary RVs X ~ F. The tail behavior of the so-called 'heavy tail Lambert W x F' RV Y depends on a tail parameter delta >= 0: for delta = 0, Y = X, for…

We examine some distributions used extensively within the model-based clustering literature in recent years, paying special attention to} claims that have been made about their relative efficacy. Theoretical arguments are provided as well…