Related papers: Bayesian Estimation of the Kumaraswamy Inverse Wei…
While the Matrix Generalized Inverse Gaussian ($\mathcal{MGIG}$) distribution arises naturally in some settings as a distribution over symmetric positive semi-definite matrices, certain key properties of the distribution and effective ways…
In this article, we proposed an inverse Lindley distribution and studied its fundamental properties such as quantiles, mode, stochastic ordering and entropy measure. The proposed distribution is observed to be a heavy-tailed distribution…
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 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…
Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…
Estimation of reliability and hazard rate is one of the most important problems raised in many applications especially in engineering studies as well as human lifetime. In this regard, different methods of estimation have been used. Each…
In this paper we introduce the Kumaraswamy autoregressive moving average models (KARMA), which is a dynamic class of models for time series taking values in the double bounded interval $(a,b)$ following the Kumaraswamy distribution. The…
In this paper, we introduce a new class of bivariate distributions called the bivariate exponentiated extended Weibull distributions. The model introduced here is of Marshall-Olkin type. This new class of bivariate distributions contains…
The Weibull distribution can be obtained using a power transformation from the standard exponential distribution. In this article, we will consider a symmetrized power transformation of a random variable with the standard normal…
This paper studies the problem of interacting multiple model (IMM) estimation for jump Markov linear systems with unknown measurement noise covariance. The system state and the unknown covariance are jointly estimated in the framework of…
The four-parameter Johnson's SB (JSB) and three-parameter Weibull distributions have received much attention in the field of forestry for characterizing diameters at breast height (DBH). In this work, we suggest the Bayesian method for…
In this paper, a generalization for the Birnbaum Saunders distribution, which has been applied to the modelling of fatigue failure times and reliability studies, is considered. The maximum likelihood estimators and statistical inference for…
The analysis of progressively censored data has received considerable attention in the last few years. In this paper we consider the joint progressive censoring scheme for two populations. It is assumed that the lifetime distribution of the…
The proportional hazards model represents the most commonly assumed hazard structure when analysing time to event data using regression models. We study a general hazard structure which contains, as particular cases, proportional hazards,…
Stochastic ordering of distributions of random variables may be defined by the relative convexity of the tail functions. This has been extended to higher order stochastic orderings, by iteratively reassigning tail-weights. The actual…
In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…
In this paper, we introduce a new class of distributions which is obtained by compounding the extended Weibull and power series distributions. The compounding procedure follows the same set-up carried out by Adamidis and Loukas (1998) and…
Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…
Compared to mean regression and quantile regression, the literature on modal regression is very sparse. A unifying framework for Bayesian modal regression is proposed, based on a family of unimodal distributions indexed by the mode, along…
In this article,a three parameter generalisation of inverse lindley distribution is obtained, with the purpose of obtaining a more flexible model relative to the behaviour of hazard rate functions. Various statistical properties such as…