Related papers: The Quantile Based Flattened Logistic Distribution…
Consider a pair of cumulative distribution functions $F$ and $G$, where $F$ is unknown and $G$ is a known reference distribution. Given a sample from $F$, we propose tests to detect the convexity or the concavity of $G^{-1}\circ F$ versus…
Conditional expectation \mathbb{E}(Y \mid X) often fails to capture the complexity of multimodal conditional distributions \mathcal{L}(Y \mid X). To address this, we propose using n-point conditional quantizations--functional mappings of X…
The roundoff errors in computer simulations of continuous dynamical systems, caused by finiteness of machine arithmetic, can lead to qualitative discrepancies between phase portraits of the resulting spatially discretized systems and the…
The classic censored regression model (tobit model) has been widely used in the economic literature. This model assumes normality for the error distribution and is not recommended for cases where positive skewness is present. Moreover, in…
The selection of a specific statistical distribution is seldom a simple problem. One strategy consists in testing different distributions (normal, lognormal, Weibull, etc.), and selecting the one providing the best fit to the observed data…
Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where…
The shortcomings of the traditional univariate distributions in the past greatly encouraged mathematical statisticians to develop new generalizations of distributions. The New Generalized Fisk distribution, a unique distribution presented…
A functional composition of the cumulative distribution function of one probability distribution with the inverse cumulative distribution function of another is called the transmutation map. In this article, we will use the quadratic rank…
The univariate quantile-quantile (Q-Q) plot is a well-known graphical tool for examining whether two data sets are generated from the same distribution or not. It is also used to determine how well a specified probability distribution fits…
A new method is developed for the study of transport properties of 1D models with random potentials. It is based on an exact transformation that reduces discrete Schr\"odinger equation in the tight-binding model to a two-dimensional…
This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…
In this paper a new lifetime distribution which is obtained by compounding Lindley and geometric distributions, named Lindley-geometric (LG) distribution, is introduced. Several properties of the new distribution such as density, failure…
We show that the estimating equations for quantile regression can be solved using a simple EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…
Recent work has leveraged the popular distributionally robust optimization paradigm to combat overfitting in classical logistic regression. While the resulting classification scheme displays a promising performance in numerical experiments,…
We propose three novel consistent specification tests for quantile regression models which generalize former tests in three ways. First, we allow the covariate effects to be quantile-dependent and nonlinear. Second, we allow parameterizing…
This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…
Uncertainty in past lifetime distributions and the timing of inactivity in systems and their components can be effectively measured using the fractional generalized cumulative past entropy (FGCPE) and its dynamic extension (DFGCPE),…
A new distribution on (0, 1), generalized Log-Lindley distribution, is proposed by extending the Log-Lindley distribution. This new distribution is shown to be a weighted Log-Lindley distribution. Important probabilistic and statistical…
We develop a novel approach for the construction of quantile processes governing the stochastic dynamics of quantiles in continuous time. Two classes of quantile diffusions are identified: the first, which we largely focus on, features a…
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…