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In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…

Methodology · Statistics 2021-09-28 Cira E. G. Otiniano , Bianca Sousa , Roberto Vila , Marcelo Bourguignon

This paper investigates the moment monotonicity property of Weibull, Gamma, and Log-normal distributions. We provide the first complete mathematical proofs for the monotonicity of the function $E(X^n)^{\frac{1}{n}}$ specific to these…

Statistics Theory · Mathematics 2025-02-18 Kang Liu

The Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…

Computation · Statistics 2017-02-07 Man Zhang , Yili Hong , Narayanaswamy Balakrishnan

In this article, we consider the estimation of unknown parameters of Weibull distribution when the lifetime data are observed in the presence of progressively type-I hybrid censoring scheme. The Newton-Raphson algorithm,…

Statistics Theory · Mathematics 2019-11-12 Yasin Asar , R. Arabi Belaghi

Since its introduction, the skew-$t$ distribution has received much attention in the literature both for the study of theoretical properties and as a model for data fitting in empirical work. A major motivation for this interest is the high…

Computation · Statistics 2019-07-25 Adelchi Azzalini , Mahdi Salehi

A novel approach to adding two additional parameters to a family of distributions for better adaptability has been put forth. This approach yields a versatile class of distributions supported on the positive real line. We proceed to analyze…

Methodology · Statistics 2025-08-19 Subhankar Dutta , Roberto Vila , Terezinha K. A. Ribeiro

A new two-parameter discrete distribution, namely the PoiG distribution is derived by the convolution of a Poisson variate and an independently distributed geometric random variable. This distribution generalizes both the Poisson and…

Methodology · Statistics 2024-07-11 Anupama Nandi , Subrata Chakraborty , Aniket Biswas

We formalise and generalise the definition of the family of univariate double two--piece distributions, obtained by using a density--based transformation of unimodal symmetric continuous distributions with a shape parameter. The resulting…

Methodology · Statistics 2015-08-07 F. J. Rubio , M. F. J. Steel

This paper introduces a new two-parameter distribution, referred to as the Shiha distribution, which provides a flexible model for skewed lifetime data with either heavy or light tails. The proposed distribution is applicable to various…

Methodology · Statistics 2026-02-04 F. A. Shiha

In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…

Applications · Statistics 2016-11-25 Deepesh Bhati , Mohd. Aamir Malik

This paper explores the theory behind the rich and robust family of {\alpha}-stable distributions to estimate parameters from financial asset log-returns data. We discuss four-parameter estimation methods including the quantiles,…

Economics · Quantitative Finance 2017-06-30 Michael Kateregga , Sure Mataramvura , David Taylor

We introduce a new five-parameter family of size distributions on the semi-finite interval $[x_0, \infty), x_0 \geqslant 0$, with two attractive features. First, it interpolates between power laws, such as the Pareto distribution, and power…

Statistics Theory · Mathematics 2016-07-08 Corinne Sinner , Yves Dominicy , Christophe Ley , Julien Trufin , Patrick Weber

We extend collisional quantum thermometry schemes to allow for stochasticity in the waiting time between successive collisions. We establish that introducing randomness through a suitable waiting time distribution, the Weibull distribution,…

Quantum Physics · Physics 2021-12-15 Eoin O'Connor , Bassano Vacchini , Steve Campbell

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005). We refer to this new distribution as bivariate gamma-geometric (BGG) law. A bivariate random vector…

Methodology · Statistics 2013-02-19 Wagner Barreto-Souza

In this paper we extend the Weibull power series (WPS) class of distributions and named this new class as extended Weibull power series (EWPS) class of distributions. The EWPS distributions are related to series and parallel systems with a…

Methodology · Statistics 2014-08-01 Alice L. Morais , Silvia L. P. Ferrari

The statistical distribution of the largest value drawn from a sample of a given size has only three possible shapes: it is either a Weibull, a Fr\'echet or a Gumbel extreme value distributions. I describe in this short review how to relate…

Statistical Mechanics · Physics 2020-09-22 Alex Hansen

In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…

Statistics Theory · Mathematics 2020-05-12 Laba Handique , Subrata Chakraborty

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

In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…

Statistics Theory · Mathematics 2015-10-28 M. A. El-Damcese , Abdelfattah Mustafa , B. S. El-Desouky , M. E. Mustafa

The generalized extreme value distribution and its particular case, the Gumbel extreme value distribution, are widely applied for extreme value analysis. The Gumbel distribution has certain drawbacks because it is a non-heavy-tailed…

Methodology · Statistics 2015-08-12 E. C. Pinheiro , S. L. P. Ferrari