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A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes…

Statistics Theory · Mathematics 2022-09-07 Barry C. Arnold , B. G. Manjunath

The generalized Marshall-Olkin Lomax distribution is introduced, and its properties are easily obtained from those of the Lomax distribution. A regression model for censored data is proposed. The parameters are estimated through maximum…

Statistics Theory · Mathematics 2025-10-16 Alexsandro A. Ferreira , Gauss M. Cordeiro

In this article, a generalized inverse xgamma distribution (GIXGD) has been introduced as the generalized version of the inverse xgamma distribution. The proposed model exhibits the pattern of non-monotone hazard rate and belongs to family…

Methodology · Statistics 2018-12-13 Harsh Tripathi , Abhimanyu Singh Yadav , Mahendra Saha , Sumit Kumar

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

Statistical Finance · Quantitative Finance 2016-10-04 Asmerilda Hitaj , Friedrich Hubalek , Lorenzo Mercuri , Edit Rroji

This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…

Methodology · Statistics 2017-09-20 Jarod Y. L. Lee , Peter J. Green , Louise M. Ryan

In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…

Methodology · Statistics 2022-07-05 Martin Bladt , Clara Brimnes Gardner

In this paper, we consider the problem of estimating an extreme quantile of a Weibull tail-distribution. The new extreme quantile estimator has a reduced bias compared to the more classical ones proposed in the literature. It is based on an…

Methodology · Statistics 2011-04-01 Jean Diebolt , Laurent Gardes , Stéphane Girard , Armelle Guillou

This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…

Statistics Theory · Mathematics 2019-09-04 Mahendra Saha , Abhimanyu Singh Yadav , Arvind Pandey , Shivanshi Shukla , Sudhansu S Maiti

Modeling is a challenging topic and using parametric models is an important stage to reach flexible function for modeling. Weibull distribution has two parameters which are shape $\alpha$ and scale $\beta$. In this study, bimodality…

Methodology · Statistics 2020-12-03 Roberto Vila , Mehmet Niyazi Çankaya

A new class of distributions, called Generalized One Parameter Polynomial Exponential-G family of distributions is proposed for modelling lifetime data. An account of the structural and reliability properties of the new class is presented.…

Applications · Statistics 2020-06-11 Sudhansu S. Maiti , Sukanta Pramanik

Two approaches are suggested to the definition of asymmetric generalized Weibull distribution. These approaches are based on the representation of the two-sided Weibull distributions as variance-mean normal mixtures or more general…

Probability · Mathematics 2015-06-23 Victor Korolev , Lily Kurmangazieva , Alexander Zeifman

The main aim of this article is to characterize and investigate the three parameter exponentiated exponential Poisson probability distribution ${\rm EEP}(\alpha, \beta, \lambda)$ by giving explicit closed form expressions for its…

Statistics Theory · Mathematics 2014-02-04 Tibor K Pogány

Bivariate observations of binary and ordinal data arise frequently and require a bivariate modelling approach in cases where one is interested in aspects of the marginal distributions as separate outcomes along with the association between…

Methodology · Statistics 2019-10-03 Simon Bang Kristensen , Bo Martin Bibby

In this paper we propose a new family of distribution considering Generalized Marshal-Olkin distribution as the base line distribution in the Beta-G family of Construction. The new family includes Beta-G (Eugene et al. 2002 and Jones, 2004)…

Statistics Theory · Mathematics 2016-09-16 Laba Handique , Subrata Chakraborty

For the extended skew-normal distribution, which represents an extension of the normal (or Gaussian) distribution, we focus on the properties of the log-likelihood function and derived quantities in the the bivariate case. Specifically, we…

Statistics Theory · Mathematics 2023-09-20 Stefano Franco , Adelchi Azzalini

The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…

Statistics Theory · Mathematics 2020-07-27 Roberto Vila , Jeremias Leão , Helton Saulo , Mirza Nabeed , Manoel Santos-Neto

Unifying the generalized Marshall-Olkin (GMO) and Poisson-G (P-G) a new family of distribution is proposed. Density and the survival function are expressed as infinite mixtures of P-G family. The quantile function, asymptotes, shapes,…

Statistics Theory · Mathematics 2020-06-11 Laba Handique , Farrukh Jamal , Subrata Chakraborty

Fertility plans, measured by the number of planned children, have been found to be affected by education and family background via complex tail dependencies. This challenge was previously met with the use of non-parametric jittering…

Methodology · Statistics 2019-11-18 Alina Peluso , Veronica Vinciotti , Keming Yu

The Weibull function is widely used to describe skew distributions observed in nature. However, the origin of this ubiquity is not always obvious to explain. In the present paper, we consider the well-known Galton-Watson branching process…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Junghyo Jo , Jean-Yves Fortin , M. Y. Choi

In this work we propose a semiparametric bivariate copula whose density is defined by a piecewise constant function on disjoint squares. We obtain the maximum likelihood estimators of model parameters and prove that they reduce to the…

Methodology · Statistics 2023-03-10 Luis E. Nieto-Barajas , Ricardo Hoyos-Argüelles