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The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…

Methodology · Statistics 2007-10-26 J. H. Sepanski , Lingji Kong

A new class of distributions, called Generalized One Parameter Polynomial Exponential-G family of distributions is proposed for modelling lifetime data. An account of the structural and reliability properties of the new class is presented.…

Applications · Statistics 2020-06-11 Sudhansu S. Maiti , Sukanta Pramanik

We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…

Methodology · Statistics 2010-08-17 Wagner Barreto-Souza , Alessandro H. S. Santos , Gauss M. Cordeiro

This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…

Statistics Theory · Mathematics 2019-09-04 Mahendra Saha , Abhimanyu Singh Yadav , Arvind Pandey , Shivanshi Shukla , Sudhansu S Maiti

We approach the Generalized Beta (GB) family of distributions using a mean-reverting stochastic differential equation (SDE) for a power of the variable, whose steady-state (stationary) probability density function (PDF) is a modified GB…

Statistical Finance · Quantitative Finance 2023-07-10 Jiong Liu , R. A. Serota

This paper presents a new class of probability distributions generated from the gamma distribution. For the new class proposed, we present several statistical properties, such as the risk function, the density expansions, Moment-generating…

Statistics Theory · Mathematics 2021-08-16 Cícero Carlos Ramos de Brito , Leandro Chaves Rêgo , Wilson Rosa de Oliveira

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…

Methodology · Statistics 2022-08-02 Kehinde Olobatuyi

We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…

Statistics Theory · Mathematics 2022-06-06 R. J. Cintra , L. C. Rêgo , G. M. Cordeiro , A. D. C. Nascimento

Nadarajah and Gupta (2004) introduced the beta Fr\'echet (BF) distribution, which is a generalization of the exponentiated Fr\'echet (EF) and Fr\'echet distributions, and obtained the probability density and cumulative distribution…

Methodology · Statistics 2011-04-08 Wagner Barreto-Souza , Gauss M. Cordeiro , Alexandre B. Simas

In this paper, we introduce a new generalization of geometric distribution which can also viewed as discrete analogue of weighted exponential distribution introduced by Gupta and Kundu(2009). We study some basic distributional properties…

Methodology · Statistics 2016-02-08 Deepesh Bhati , Savitri Joshi

In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz…

Statistics Theory · Mathematics 2014-07-04 Ali Akbar Jafari , Saeid Tahmasebi , Morad Alizadeh

This working paper describes new results in derivations of the Continuous Ranked Probability Score of a generalized beta-prime distribution and several special cases, such as the Dagum distribution and Singh-Maddala distribution. Comparison…

Computation · Statistics 2026-03-17 Matthew LeDuc

This study introduces a new family of probability distributions, termed the alpha power Harris-generalized (APHG) family. The generator arises by incorporating two shape parameters from the Harris-G framework into the alpha power…

The aim of this article is to introduce a new family of distributions, which generalizes the skew normal distribution (SN). This new family, called Beta skew-normal (BSN), arises naturally when we consider the distributions of order…

Methodology · Statistics 2015-03-19 Valentina Mameli , Monica Musio

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…

Methodology · Statistics 2023-01-16 Fábio Mariano Bayer , Débora Missio Bayer , Guilherme Pumi

We propose new closed-form estimators for the parameters of McKay's bivariate gamma distribution by exploiting monotone transformations of the likelihood equations. As a special case, our framework recovers the estimators recently…

Methodology · Statistics 2025-09-16 Roberto Vila , Helton Saulo

In this paper we introduce a new method to add a parameter to a family of distributions. The additional parameter is completely studied and a full description of its behaviour in the distribution is given. We obtain several mathematical…

Methodology · Statistics 2010-03-10 Wagner Barreto-Souza , Alexandre B. Simas

A new family of Barnes beta distributions on $(0, \infty)$ is introduced and its infinite divisibility, moment determinacy, scaling, and factorization properties are established. The Morris integral probability distribution is constructed…

Probability · Mathematics 2016-09-05 Dmitry Ostrovsky

Unifying the generalized Marshall-Olkin (GMO) and Poisson-G (P-G) a new family of distribution is proposed. Density and the survival function are expressed as infinite mixtures of P-G family. The quantile function, asymptotes, shapes,…

Statistics Theory · Mathematics 2020-06-11 Laba Handique , Farrukh Jamal , Subrata Chakraborty

A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…

Statistics Theory · Mathematics 2021-01-13 Aniket Biswas , Subrata Chakraborty