Related papers: Bayesian Estimation of the Kumaraswamy Inverse Wei…
We present a Bayesian inference approach to estimating the cumulative mass profile and mean squared velocity profile of a globular cluster given the spatial and kinematic information of its stars. Mock globular clusters with a range of…
The first step in statistical reliability studies of coherent systems is the estimation of the reliability of each system component. For the cases of parallel and series systems the literature is abundant. It seems that the present paper is…
Multivariate stochastic volatility models with skew distributions are proposed. Exploiting Cholesky stochastic volatility modeling, univariate stochastic volatility processes with leverage effect and generalized hyperbolic skew…
Another new family of continuous probability distribution is proposed by using Generalized Marshal-Olkin distribution as the base line distribution in the Kumaraswamy-G distribution. This family includes (Cordeiro and de Castro, 2011) and…
The Weibull distribution is a commonly used model for the strength of brittle materials and earthquake return intervals. Deviations from Weibull scaling, however, have been observed in earthquake return intervals and in the fracture…
In this paper, we consider two finite mixture models (FMMs), with inverted-Kumaraswamy distributed components' lifetimes. Several stochastic ordering results between the FMMs have been obtained. Mainly, we focus on three different cases in…
In engineering systems, it is usually assumed that lifetimes of components are independent and identically distributed (iid). But, the failure of a component results in a higher load on the remaining components and hence causes the…
In this paper, we develop double acceptance sampling plan and group acceptance sampling plan for an inverse Weibull distribution based on a truncated life test. We consider the median lifetime of the test units as a quality parameter and…
The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies. In this work, we have introduced a bimodal generalization of…
Mendelian randomization (MR) has become a popular approach to study the effect of a modifiable exposure on an outcome by using genetic variants as instrumental variables. A challenge in MR is that each genetic variant explains a relatively…
This paper presents a hierarchical Bayesian approach to the estimation of components' reliability (survival) using a Weibull model for each of them. The proposed method can be used to estimation with general survival censored data, because…
In presence of nuisance parameters, profile likelihood inference is often unreliable and biased, particularly in small sample scenario. Over past decades several adjustments have been proposed to modify profile likelihood function in…
This article is aimed at the investigation of some properties of the Weibull cumulative exposure model on multiple-step step-stress accelerated life test data. Although the model includes a probabilistic idea of Miner's rule in order to…
Descriptive statistics for parametric models are currently highly sensative to departures, gross errors, and/or random errors. Here, leveraging the structures of parametric distributions and their central moment kernel distributions, a…
Nonparametric maximum likelihood estimators (MLEs) in inverse problems often have non-normal limit distributions, like Chernoff's distribution. However, if one considers smooth functionals of the model, with corresponding functionals of the…
Characterizing the wind speed distribution properly is essential for the satisfactory production of potential energy in wind farms, being the mixture models usually employed in the description of such data. However, some mixture models…
For the first time, the Generalized Gamma Burr III (GGBIII) is introduced as an important model for problems in several areas such as actuarial sciences, meteorology, economics, finance, environmental studies, reliability, and censored data…
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…
A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…
Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly modeled, e.g. random-intercept, random-slope models. A Bayesian analysis of…