Related papers: Bivariate Exponentaited Generalized Weibull-Gomper…
A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…
Gibbs-type exchangeable random partitions, which is a class of multiplicative measures on the set of positive integer partitions, appear in various contexts, including Bayesian statistics, random combinatorial structures, and stochastic…
This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…
In this present work, we discuss the Bayesian inference for the bivariate pseudo-exponential distribution. Initially, we assume independent gamma priors and then pseudo-gamma priors for the pseudo-exponential parameters. We are primarily…
In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…
Studying overlapping coefficients has recently become of great benefit, especially after its use in goodness-of-fit tests. These coefficients are defined as the amount of similarity between two statistical distributions. This research…
This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…
Regression classes modeling more than the mean of the response have found a lot of attention in the last years. Expectile regression is a special and computationally convenient case of this family of models. Expectiles offer a quantile-like…
In this paper we formulate a four parameter absolute continuous Geometric Marshall-Olkin bivariate Pareto distribution and study its parameter estimation through EM algorithm and also explore the bayesian analysis through slice cum Gibbs…
For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type…
In this paper, we consider bivariate composite models for modeling jointly different types of claims and their associated costs in a flexible manner. For expository purposes, the Gumbel copula is paired with the composite Weibull-Inverse…
The Gumbel-Softmax probability distribution allows learning discrete tokens in generative learning, while the Gumbel-Argmax probability distribution is useful in learning discrete structures in discriminative learning. Despite the efforts…
In this paper a randomized version of the Beverton-Holt type discrete model is proposed. Its solution stochastic process and the random steady state are determined. Its first probability density function and second probability density…
The Median Based Unit Weibull is a new 2 parameter unit Weibull distribution defined on the unit interval (0,1). Estimation of the parameters using MLE encountered some problems like large variance. Using generalized method of moments…
The joint distribution of two off-diagonal Wishart matrix elements was useful in recent work on geometric probability [Finch 2010]. Not finding such formulas in the literature, we report these here.
Using a family of modified Weibull distributions, encompassing both sub-exponentials and super-exponentials, to parameterize the marginal distributions of asset returns and their natural multivariate generalizations, we give exact formulas…
Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…
Asymptotic behavior (with respect to the number of trials) of symmetric generalizations of binomial distributions and their related entropies are studied through three examples. The first one derives from the q-exponential as a generating…
We propose a multivariate probability distribution for categorical and ordinal random variables. To this end, we use the Grassmann distribution in conjunction with dummy encoding of categorical and ordinal variables. To realize the…
The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders…