Related papers: The Beta Flexible Weibull Distribution
Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…
Many datasets are observed on a finite set of equally spaced directions instead of the exact angles, such as the wind direction data. However, in the statistical literature, bivariate models are only available for continuous circular random…
Usual estimation methods for the parameters of extreme values distribution employ only a few values, wasting a lot of information. More precisely, in the case of the Gumbel distribution, only the block maxima values are used. In this work,…
The aim of the present work is to investigate the performances of a specific Bayesian control chart used to compare two processes. The chart monitors the ratio of the percentiles of a key characteristic associated with the processes. The…
Here, we introduce a new class of Lindley generated distributions which results in more flexible model with increasing failure rate (IFR), decreasing failure rate(DFR) and up-side down hazard functions for different choices of parametric…
In this paper we propose a new lifetime model, called the odd generalized exponential gompertz distribution, We obtain some of its mathematical properties. Some structural properties of the new distribution are studied. The method of…
Recently, the modified BFW model on random graph [Phys. Rev. Lett., 106, 115701 (2011)], which shows a strongly discontinuous percolation transition with multiple giant components, has attracted much attention from physicists, statisticians…
This paper proposes factor stochastic volatility models with skew error distributions. The generalized hyperbolic skew t-distribution is employed for common-factor processes and idiosyncratic shocks. Using a Bayesian sparsity modeling…
Randomized algorithms sometimes employ a restart strategy. After a certain number of steps, the current computation is aborted and restarted with a new, independent random seed. In some cases, this results in an improved overall expected…
Two approaches are suggested to the definition of asymmetric generalized Weibull distribution. These approaches are based on the representation of the two-sided Weibull distributions as variance-mean normal mixtures or more general…
Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…
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…
Signals coming from multivariate higher order conditional moments as well as the information contained in exogenous covariates, can be effectively exploited by rational investors to allocate their wealth among different risky investment…
A 2022 paper arXiv:2009.10305v4 introduced the notion of true positive and negative skewness for continuous random variables via Fr\'echet $p$-means. In this work, we find novel criteria for true skewness, establish true skewness for the…
The generalised extreme value (GEV) distribution is a three parameter family that describes the asymptotic behaviour of properly renormalised maxima of a sequence of independent and identically distributed random variables. If the shape…
This article gives a formula for associated Stirling numbers of the second kind based on the moment of a sum of independent random variables having a beta distribution. From this formula we deduce, using probabilistic approaches, lower and…
We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…
Protein distributions measured under a broad set of conditions in bacteria and yeast were shown to exhibit a common skewed shape, with variances depending quadratically on means. For bacteria these properties were reproduced by temporal…
The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…
According to Benford's Law, many data sets have a bias towards lower leading digits (about $30\%$ are $1$'s). The applications of Benford's Law vary: from detecting tax, voter and image fraud to determining the possibility of match-fixing…