Related papers: A New Class of Gamma distribution
Exact distribution of the moment estimator of shape parameter for the gamma distribution for small samples is derived. Order preserving properties of this estimator are presented.
The class of Cressie-Read empirical likelihoods are constructed with weights derived at a minimum distance from the empirical distribution in the Cressie-Read family of divergences indexed by $\gamma$ under the constraint of an unbiased set…
The probability distributions of the order parameter for two models in the directed percolation universality class were evaluated. Monte Carlo simulations have been performed for the one-dimensional generalized contact process and the…
We establish large deviation formulas for linear statistics on the $N$ transmission eigenvalues $\{T_i\}$ of a chaotic cavity, in the framework of Random Matrix Theory. Given any linear statistics of interest $A=\sum_{i=1}^N a(T_i)$, the…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
The beta normal distribution is a generalization of both the normal distribution and the normal order statistics. Some of its mathematical properties and a few applications have been studied in the literature. We provide a better foundation…
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…
The modeling and analysis of lifetimes is an important aspect of statistical work in a wide variety of scientific and technological fields. For the first time, the called Kumaraswamy Pareto distribution is introduced and studied. The new…
This paper presents an extensive survey of regular distributions in natural and social sciences. The survey includes studies from a wide scope of academic disciplines, in order to create an inventory of the different mathematical functions…
This note corrects a technical error in Guardiola (2020, Journal of Statistical Distributions and Applications), presents updated derivations, and offers an extended discussion of the properties of the spherical Dirichlet distribution.…
We propose a new method for the calculation of the statistical properties, as e.g. the entropy, of unknown generators of symbolic sequences. The probability distribution $p(k)$ of the elements $k$ of a population can be approximated by the…
Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…
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…
This paper introduces a new distribution to improve tail risk modeling. Based on the classical normal distribution, we define a new distribution by a series of heat equations. Then, we use market data to verify our model.
The majority of traditional classification ru les minimizing the expected probability of error (0-1 loss) are inappropriate if the class probability distributions are ill-defined or impossible to estimate. We argue that in such cases class…
Goodness--of--fit tests for the distribution of the composed error term in a Stochastic Frontier Model (SFM) are suggested. The focus is on the case of a normal/gamma SFM and the heavy--tailed stable/gamma SFM. In the first case the moment…
In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…
The collective risk model differentiates usually between claims frequencies (and their distribution) and claim sizes (and their distribution). For the claims frequencies typically classical discrete distributions are considered, such as…
Generative models aim to learn the distribution of datasets, such as images, so as to be able to generate samples that statistically resemble real data. However, learning the underlying probability distribution can be very challenging and…
Counts in cells are used to analyse the higher order properties of the statistics of the EDSGC survey. The probability distribution is obtained from an equal area projection source catalog with infinite oversampling over the range…