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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…

Statistical Mechanics · Physics 2015-05-13 N. R. Moloney , J. Davidsen

In the setting of dominated statistical models, we provide conditions yielding strong continuity of the posterior distribution with respect to the observed data. We show some applications, with special focus on exponential models.

Statistics Theory · Mathematics 2019-09-24 Emanuele Dolera , Edoardo Mainini

The Generalized Mallows Model (GMM) is a well known family of models for ranking data. A GMM is a distribution over $\mathbb{S}_n$, the set of permutations of n objects, characterized by a location parameter $\sigma \in \mathbb{S}_n$, known…

Statistics Theory · Mathematics 2025-03-25 Marina Meilă

In this paper a new generalization of the hyper-Poisson distribution is proposed using the Mittag-Leffler function. The hyper-Poisson, displaced Poisson, Poisson and geometric distributions among others are seen as particular cases. This…

Statistics Theory · Mathematics 2014-11-05 Subrata Chakraborty , S. H. Ong

In this paper, we introduce the flexible interpretable gamma (FIG) distribution which has been derived by Weibullisation of the body-tail generalised normal distribution. The parameters of the FIG have been verified graphically and…

Statistics Theory · Mathematics 2023-08-23 Matthias Wagener , Andriette Bekker , Mohammad Arashi , Antonio Punzo

The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…

Methodology · Statistics 2016-12-19 Rose Baker

In this communication, we introduce a new statistical model and study its various mathematical properties. The expressions for hazard rate, reversed hazard rate, and odd functions are provided. We explore the asymptotic behaviors of the…

Methodology · Statistics 2023-04-24 Tuhin Subhra Mahatao , Subhankar Dutta , Suchandan Kayal

In this paper, we introduce a generalized composite fading distribution (termed extended generalized-K (EGK)) to model the envelope and the power of the received signal in millimeter wave (60 GHz or above) and free-space optical channels.…

Information Theory · Computer Science 2010-12-14 Ferkan Yilmaz , Mohamed-Slim Alouini

According to Benford's Law, many data sets have a bias towards lower leading digits (about $30\%$ are $1$'s). The applications of Benford's Law vary: from detecting tax, voter and image fraud to determining the possibility of match-fixing…

The univariate generalized extreme value (GEV) distribution is the most commonly used tool for analyzing the properties of rare events. The ever greater utilization of Bayesian methods for extreme value analysis warrants detailed…

Statistics Theory · Mathematics 2023-07-03 Likun Zhang , Benjamin A. Shaby

In this paper, a Bayesian accelerated life testing model is presented. The Weibull distribution is used as the life distribution and the generalised Eyring model as the time transformation function. This is a model that allows for the use…

Methodology · Statistics 2021-11-30 Neill Smit , Lizanne Raubenheimer

With the progress of information technology, large amounts of asymmetric, leptokurtic and heavy-tailed data are arising in various fields, such as finance, engineering, genetics and medicine. It is very challenging to model those kinds of…

Methodology · Statistics 2024-01-26 Chengdi Lian , Yaohua Rong , Weihu Cheng

Several characterizations of the Generalized Inverse Gaussian (GIG) distribution have been proposed in the literature, especially over the past two decades. These characterization theorems are surveyed, and two new characterizations are…

Probability · Mathematics 2013-12-30 Angelo Efoevi Koudou , Christophe Ley

Growth mixture models (GMMs) incorporate both conventional random effects growth modeling and latent trajectory classes as in finite mixture modeling; therefore, they offer a way to handle the unobserved heterogeneity between subjects in…

Methodology · Statistics 2017-11-15 Yuhong Wei , Yang Tang , Emilie Shireman , Paul D. McNicholas , Douglas L. Steinley

In this paper, we propose a new class of bivariate distributions, called the bivariate discrete inverse Weibull (BDsIW) distribution, whose marginals are discrete inverse Weibull (DsIW) distributions. Some statistical and mathematical…

Statistics Theory · Mathematics 2018-08-24 M. S. Eliwa , M. El-Morshedy

In this article, we consider the estimation of unknown parameters of Weibull distribution when the lifetime data are observed in the presence of progressively type-I hybrid censoring scheme. The Newton-Raphson algorithm,…

Statistics Theory · Mathematics 2019-11-12 Yasin Asar , R. Arabi Belaghi

Bayesian spatial modeling of heavy-tailed distributions has become increasingly popular in various areas of science in recent decades. We propose a Weibull regression model with spatial random effects for analyzing extreme economic loss.…

Applications · Statistics 2019-12-10 Hou-Cheng Yang , Lijiang Geng , Yishu Xue , Guanyu Hu

In this survey we present an extensive research of the vast literature about the Generalized Lambda Distribution (GLD) and propose a hurdle, or two-way, model whose associated distribution is the GLD in order to meet the demand for a highly…

Applications · Statistics 2019-01-04 Diego Marcondes , Cláudia Peixoto , Ana Carolina Maia

The Weibull distribution is one of the most used tools in reliability analysis. In this paper, assuming a Bayesian approach, we propose necessary and sufficient conditions to verify when improper priors lead to proper posteriors for the…

Statistics Theory · Mathematics 2020-05-19 Eduardo Ramos , Pedro L. Ramos

Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…

Optimization and Control · Mathematics 2025-01-28 Tam Le , Jérôme Malick