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The modified odd Burr XII-G family is developed, capable of incorporating bimodal and bathtub shapes in its baseline distributions, with properties derived from the exponentiated-G class. A regression model is developed within this family.…

Methodology · Statistics 2025-10-21 Alexsandro A. Ferreira , Gauss M. Cordeiro

A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…

Applications · Statistics 2020-06-25 Rose Baker

The proportional odds model gives a method of generating new family of distributions by adding a parameter, called tilt parameter, to expand an existing family of distributions. The new family of distributions so obtained is known as…

Statistics Theory · Mathematics 2020-07-28 Pradip Kundu , Asok K. Nanda

Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape parameter within the maximum likelihood framework is quite complex,…

Methodology · Statistics 2025-06-03 Pierdomenico Duttilo , Stefano Antonio Gattone

In this paper, we introduce a new three-parameter distribution based on the combination of re-parametrization of the so-called EGNB2 and transmuted exponential distributions. This combination aims to modify the transmuted exponential…

Statistics Theory · Mathematics 2020-02-11 Christophe Chesneau , Hassan S. Bakouch , Muhammad Nauman Khan

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…

Methodology · Statistics 2012-12-05 Marcelo B. Pereira , Rodrigo B. Silva , Luz M. Zea , Gauss M. Cordeiro

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

Methodology · Statistics 2014-03-18 Giuliano Galimberti , Elena Scardovi , Gabriele Soffritti

We propose an extension of the regular Cox's proportional hazards model which allows the estimation of the probabilities of rare events. It is known that when the data are heavily censored at the upper end of the survival distribution, the…

Methodology · Statistics 2019-01-23 Ion Grama , Kevin Jaunatre

This paper derives the elliptical matrix variate version of the well known univariate Birnbaum and Saunders distribution. A generalisation based on a matrix transformation is proposed, instead of the independent element by element…

Statistics Theory · Mathematics 2019-12-19 Jose A. Diaz-Garcia , Francisco J. Caro-Lopera

A new generator of univariate continuous distributions, with two additional parameters, called the Log-Lindley generated family is introduced. Some special distributions in the new family are presented. Some mathematical properties of the…

Methodology · Statistics 2017-05-11 Lazhar Benkhelifa

The Gompertz-Makeham distribution, which is used commonly to represent lifetimes based on laws of mortality, is one of the most popular choices for mortality modelling in the field of actuarial science. This paper investigates ordering…

Applications · Statistics 2019-12-10 Amarjit Kundu , Shovan Chowdhury , Narayanaswamy Balakrishnan

The analysis of a truncated sample can be hindered by censoring. Survival information may be lost to follow-up or the birthdate may be missing. The data can still be modeled as a truncated point process and it is close to a Poisson process,…

Methodology · Statistics 2025-08-12 Fiete Sieg , Anne-Marie Toparkus , Rafael Weissbach

The efficient modeling for disorder in a phenomena depends on the chosen score and objective functions. The main parameters in modeling are location, scale and shape. The exponential power distribution known as generalized Gaussian is…

Statistics Theory · Mathematics 2021-02-08 Mehmet Niyazi Çankaya

In this paper we develop a bivariate discrete generalized exponential distribution, whose marginals are discrete generalized exponential distribution as proposed by Nekoukhou, Alamatsaz and Bidram ("Discrete generalized exponential…

Methodology · Statistics 2017-01-16 Vahid Nekoukhou , Debasis Kundu

We propose a versatile and computationally efficient estimating equation method for a class of hierarchical multiplicative generalized linear mixed models with additive dispersion components, based on explicit modelling of the covariance…

Methodology · Statistics 2010-08-18 René Holst , Bent Jørgensen

This paper describes the Elliptical Quartic Exponential distribution in $\mathbb{R}^D$, obtained via a maximum entropy construction by imposing second and fourth moment constraints. I discuss relationships to related work, analytical…

Methodology · Statistics 2022-10-11 Christopher K I Williams

The maximum likelihood principle is widely used in statistics, and the associated estimators often display good properties. indeed maximum likelihood estimators are guaranteed to be asymptotically efficient under mild conditions. However in…

Statistics Theory · Mathematics 2016-12-01 Christophe Culan , Claude Adnet

For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…

Probability · Mathematics 2019-02-20 Antonio Di Crescenzo , Barbara Martinucci , Julio Mulero

This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz…

General Finance · Quantitative Finance 2009-01-31 F. Clementi , T. Di Matteo , M. Gallegati , G. Kaniadakis

We study the distribution of the occurrence of rare patterns in sufficiently mixing Gibbs random fields on the lattice $\mathbb{Z}^d$, $d\geq 2$. A typical example is the high temperature Ising model. This distribution is shown to converge…

Probability · Mathematics 2009-11-10 M. Abadi , J. -R. Chazottes , F. Redig , E. Verbitskiy
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