Related papers: A new 3-parameter extension of generalized lindley…
This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…
The Lindley distribution and its numerous generalizations are widely used in statistical and engineering practice. Recently, a power transformation of Lindley distribution, called the power Lindley distribution, has been introduced by M. E.…
We define a four-parameter extended Rayleigh distribution, and obtain several mathematical properties including a stochastic representation. We construct a regression from the new distribution. The estimation is done by maximum likelihood.…
Divergence From Randomness (DFR) ranking models assume that informative terms are distributed in a corpus differently than non-informative terms. Different statistical models (e.g. Poisson, geometric) are used to model the distribution of…
In order to improve the already existing models that are used extensively in bio sciences and applied sciences research, a new class of Weighted Power function distribution (WPFD) has been proposed with its various properties and different…
The past few years have seen impressive progress in the development of deep generative models capable of producing high-dimensional, complex, and photo-realistic data. However, current methods for evaluating such models remain incomplete:…
In this paper the maximum likelihood equations for the parameters of the Weight Lindley distribution are studied considering different types of censoring, such as, type I, type II and random censoring mechanism. A numerical simulation study…
The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback--Leibler from the normal and half normal distributions are approximated using…
The linear exponential distribution is a generalization of the exponential and Rayleigh distributions. This distribution is one of the best models to fit data with increasing failure rate (IFR). But it does not provide a reasonable fit for…
The paper concerns the optimal upper bounds on the expectations of the kth record values (k >= 1) centered about the sample mean. We consider the case, when the records are based on the infinite sequence of the independent identically…
The Birnbaum-Saunders distribution, also known as the fatigue-life distribution, is frequently used in reliability studies. We obtain adjustments to the Birnbaum--Saunders profile likelihood function. The modified versions of the likelihood…
Rigorous guarantees about the performance of predictive algorithms are necessary in order to ensure their responsible use. Previous work has largely focused on bounding the expected loss of a predictor, but this is not sufficient in many…
The possibilities of the use of the coefficient of variation over a high threshold in tail modelling are discussed. The paper also considers multiple threshold tests for a generalized Pareto distribution, together with a threshold selection…
In this paper, we investigate the robust models for $\Lambda$-quantiles with partial information regarding the loss distribution, where $\Lambda$-quantiles extend the classical quantiles by replacing the fixed probability level with a…
We extend the construction principle of multivariate phase-type distributions to establish an analytically tractable class of heavy-tailed multivariate random variables whose marginal distributions are of Mittag-Leffler type with arbitrary…
Excess hazard modeling is one of the main tools in population-based cancer survival research. Indeed, this setting allows for direct modeling of the survival due to cancer even in the absence of reliable information on the cause of death,…
This paper proposes a new method of bandwidth selection in kernel estimation of density and distribution functions motivated by the connection between maximisation of the entropy of probability integral transforms and maximum likelihood in…
The extreme cases of risk measures, when considered within the context of distributional ambiguity, provide significant guidance for practitioners specializing in risk management of quantitative finance and insurance. In contrast to the…
Lately, a New Transmuted Logistic-exponential (NTLE) distribution was introduced and studied as an extension of the Logistic-Exponential Distribution (LED) with wider applicability in lifetime modelling. However, the maximum likelihood…
In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…