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We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or…

Methodology · Statistics 2007-07-17 Remy Cottet , Robert Kohn , David Nott

For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…

Methodology · Statistics 2021-10-19 Rafael Weißbach , Dominik Wied

A new family of continuous distribution is proposed by using Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution as the base line distribution in the Marshal-Olkin (Marshall and Olkin, 1997) construction. A number of known…

Statistics Theory · Mathematics 2016-08-23 Laba Handique , Subrata Chakraborty

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

This paper introduces studies on exponentaited generalized Weibull Gompertz distribution EGWGD which generalizes a lot of distributions. Several properties of the EGWGD such as reversed (hazard) function, moments, maximum likelihood…

Statistics Theory · Mathematics 2015-01-14 M. A. EL-Damcese , Abdelfattah Mustafa , M. S. Eliwa

In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We…

Methodology · Statistics 2023-09-26 Aojun Li , Keying Ye , Min Wang

We treat all the bivariate lack-of-memory (BLM) distributions in a unified approach and develop some new general properties of the BLM distributions, including joint moment generating function, product moments and dependence structure.…

Statistics Theory · Mathematics 2017-12-19 Gwo Dong Lin , Xiaoling Dou , Satoshi Kuriki

We introduce a class of continuous-time bivariate phase-type distributions for modeling dependencies from common shocks. The construction uses continuous-time Markov processes that evolve identically until an internal common-shock event,…

Statistics Theory · Mathematics 2025-12-01 Martin Bladt , Oscar Peralta , Jorge Yslas

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…

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

The article is devoted to the study of exponential statistical structures of type B, which constitute a subclass of exponential families of probability distributions. This class is characterized by a number of analytical and probabilistic…

Statistics Theory · Mathematics 2025-12-23 Oleksandr Volkov , Yurii Volkov

In this paper we present a flexible bivariate distribution specified by a quantile function. The distribution contains as special cases new bivariate exponential, Pareto I, Pareto II, beta, power, log logistic and uniform distributions and…

Other Statistics · Statistics 2025-03-17 Shifna P R , N. Unnikrishnan Nair , S. M. Sunoj

This paper introduces a new generalization of the power generalized Weibull distribution called the generalized power generalized Weibull distribution. This distribution can also be considered as a generalization of Weibull distribution.…

Statistics Theory · Mathematics 2018-10-16 Mahmoud Ali Selim

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

Statistical Finance · Quantitative Finance 2016-10-04 Asmerilda Hitaj , Friedrich Hubalek , Lorenzo Mercuri , Edit Rroji

We consider the problem of estimating the error variance in a general linear model when the error distribution is assumed to be spherically symmetric, but not necessary Gaussian. In particular we study the case of a scale mixture of…

Statistics Theory · Mathematics 2013-03-18 Yuzo Maruyama , William E. Strawderman

Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

Methodology · Statistics 2017-08-09 Clement Dombry , Sebastian Engelke , Marco Oesting

The generalized Marshall-Olkin Lomax distribution is introduced, and its properties are easily obtained from those of the Lomax distribution. A regression model for censored data is proposed. The parameters are estimated through maximum…

Statistics Theory · Mathematics 2025-10-16 Alexsandro A. Ferreira , Gauss M. Cordeiro

Recently, a growing amount interest is quite evident in modelling dependent competing risks in life time prognosis problem. In this work, we propose to model the dependent competing risks by Marshal-Olkin bivariate exponential distribution.…

Applications · Statistics 2022-10-13 Shuvashree Mondal , Shanya Baghel

A common approach for modeling extremes, such as peak flow or high temperatures, is the three-parameter Generalized Extreme-Value distribution. This is typically fit to extreme observations, here defined as maxima over disjoint blocks. This…

Applications · Statistics 2025-10-07 Nathan Huet , Ilaria Prosdocimi

A new family of distribution is proposed by using Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution as the base line distribution in the Generalized Marshal-Olkin (Jayakumar and Mathew, 2008) Construction. A number of special cases…

Statistics Theory · Mathematics 2016-08-23 Laba Handique , Subrata Chakraborty

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