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Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

There is a growing need for flexible statistical distributions that can accurately model data defined on the unit interval. This paper introduces a new unit distribution, termed the unit Shiha (USh) distribution, which is derived from the…

Methodology · Statistics 2026-02-05 F. A. Shiha

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to…

Machine Learning · Statistics 2015-03-29 Conrado S. Miranda , Fernando J. Von Zuben

Many man-made and natural phenomena, including the intensity of earthquakes, population of cities and size of international wars, are believed to follow power-law distributions. The accurate identification of power-law patterns has…

Data Analysis, Statistics and Probability · Physics 2014-04-15 Yogesh Virkar , Aaron Clauset

Given an arbitrary continuous probability density function, it is introduced a conjugated probability density, which is defined through the Shannon information associated with its cumulative distribution function. These new densities are…

Statistics Theory · Mathematics 2018-01-26 H. M. de Oliveira , R. J. Cintra

Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…

Methodology · Statistics 2014-12-03 Rose Baker

The skewing mechanism of Azzalini for continuous distributions is used for the first time to derive a new generalization of the geometric distribution. Various structural properties of the proposed distribution are investigated.…

Statistics Theory · Mathematics 2020-10-12 Seng Huat Ong , Subrata Chakraborty , Aniket Biswas

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

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

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

Statistical Finance · Quantitative Finance 2010-09-02 Anand Banerjee , Victor M. Yakovenko

We consider the specification of prior distributions for Bayesian model comparison, focusing on regression-type models. We propose a particular joint specification of the prior distribution across models so that sensitivity of posterior…

Methodology · Statistics 2012-07-25 Petros Dellaportas , Jonathan J. Forster , Ioannis Ntzoufras

In this second part of our survey on the social and natural distributions, we investigate some models, which intend to explain the statistical regularity of the natural and social distributions. There is a large variety of models and in…

Physics and Society · Physics 2016-07-05 L. Benguigui , M. Marinov

We demonstrate that distributions of human response times have power-law tails and, among closed-form distributions, are best fit by the generalized inverse gamma distribution. We speculate that the task difficulty tracks the half-width of…

Neurons and Cognition · Quantitative Biology 2013-05-29 Tao Ma , John G. Holden , R. A. Serota

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…

Methodology · Statistics 2015-03-31 Pedro L. Ramos , Francisco Louzada , Vicente G. Cancho

In this paper, we introduce a new extension of the generalized linear failure rate distributions. It includes some well-known lifetime distributions such as extension of generalized exponential and generalized linear failure rate…

Statistics Theory · Mathematics 2016-03-10 Mohammad Reza Kazemi , Ali Akbar Jafari , Saeid Tahmasebi

In this paper a new generalization of the hyper-Poisson distribution is proposed using the Mittag-Leffler function. The hyper-Poisson, displaced Poisson, Poisson and geometric distributions among others are seen as particular cases. This…

Statistics Theory · Mathematics 2014-11-05 Subrata Chakraborty , S. H. Ong

For a given data set the problem of selecting either Lindley or xgamma distribution with unknown parameter is investigated in this article. Both these distributions can be used quite effectively for analyzing skewed non-negative data and in…

Methodology · Statistics 2020-02-03 Subhradev Sen , Hazem Al-Mofleh , Sudhansu S. Maiti

A decision must often be made between heavy-tailed and Gaussian errors for a regression or a time series model, and the t-distribution is frequently used when it is assumed that the errors are heavy-tailed distributed. The performance of…

Computation · Statistics 2015-05-11 J. Martin van Zyl

The aim of this note is to prove the inversion formula, which can be used to compute the Levi measure of an infinitely divisible distribution from its characteristic function. Obtained formula is similar to the well-known inversion formula…

Probability · Mathematics 2021-03-10 Evgeny Burnaev

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky
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