Related papers: $\nu$-Generalized Hyperbolic Distributions
A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…
We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are…
Hyperbolic space is a geometry that is known to be well-suited for representation learning of data with an underlying hierarchical structure. In this paper, we present a novel hyperbolic distribution called \textit{pseudo-hyperbolic…
In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…
A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of…
We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…
In order to better fit real-world datasets, studying asymmetric distribution is of great interest. In this work, we derive several mathematical properties of a general class of asymmetric distributions with positive support which shows up…
Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…
This paper introduces a new generalization of the power generalized Weibull distribution called the generalized power generalized Weibull distribution. This distribution can also be considered as a generalization of Weibull distribution.…
We study Birkhoff sums as distributions. We obtain regularity results on such distributions for various dynamical systems with hyperbolicity, as hyperbolic linear maps on the torus and piecewise expanding maps on the interval. We also give…
This paper discusses and analyzes a class of likelihood models which are based on two distributional innovations in financial models for stock returns. That is, the notion that the marginal distribution of aggregate returns of log-stock…
We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a…
Probabilistic submeasures generalizing the classical (numerical) submeasures are introduced and discussed in connection with some classes of aggregation functions. A special attention is paid to triangular norm-based probabilistic…
In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains some new sub-models such as the bivariate generalized…
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…
We study a class of two dimensional partially hyperbolic systems, not necessarily skew products, trying to establish the germ of a general theory. To illustrate the scope of the theory, we apply our results to the case of fast-slow…
The modality is important topic for modelling. Using parametric models is an efficient way when real data set shows trimodality. In this paper we propose a new class of trimodal probability distributions, that is, probability distributions…
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.…
Some properties of the inverse of the Normal distribution are studied. Its derivatives, integrals and asymptotic behavior are presented.