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This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…

Applications · Statistics 2024-12-03 Massimiliano Bonamente , Dale Zimmerman

For two-component load-sharing systems, a doubly-flexible model is developed where the generalized Fruend bivariate (GFB) distribution is used for the baseline of the component lifetimes, and the generalized gamma (GG) family of…

Applications · Statistics 2025-09-17 Shilpi Biswas , Ayon Ganguly , Debanjan Mitra

The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…

Statistics Theory · Mathematics 2020-07-27 Roberto Vila , Jeremias Leão , Helton Saulo , Mirza Nabeed , Manoel Santos-Neto

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…

Statistics Theory · Mathematics 2020-02-07 S. Chakraborty , S. H. Ong , C. M. Ng

Unifying the generalized Marshall-Olkin (GMO) and Poisson-G (P-G) a new family of distribution is proposed. Density and the survival function are expressed as infinite mixtures of P-G family. The quantile function, asymptotes, shapes,…

Statistics Theory · Mathematics 2020-06-11 Laba Handique , Farrukh Jamal , Subrata Chakraborty

Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

Methodology · Statistics 2017-12-27 Xin Chen , Xuejun Ma , Wang Zhou

Considered a pair of random lifetimes whose dependence is described by a Time Transformed Exponential model, we provide analytical expressions for the distribution of their sum. These expressions are obtained by using a representation of…

Statistics Theory · Mathematics 2024-12-13 Jorge Navarro , Franco Pellerey , Julio Mulero

Generalized linear models, such as logistic regression, are widely used to model the association between a treatment and a binary outcome as a function of baseline covariates. However, the coefficients of a logistic regression model…

Methodology · Statistics 2022-01-04 Jiaqi Yin , Sonia Markes , Thomas S. Richardson , Linbo Wang

In this paper, we introduce a new three-parameter distribution based on the combination of re-parametrization of the so-called EGNB2 and transmuted exponential distributions. This combination aims to modify the transmuted exponential…

Statistics Theory · Mathematics 2020-02-11 Christophe Chesneau , Hassan S. Bakouch , Muhammad Nauman Khan

We study Bayesian linear regression models with skew-symmetric scale mixtures of normal error distributions. These kinds of models can be used to capture departures from the usual assumption of normality of the errors in terms of heavy…

Applications · Statistics 2016-01-12 Francisco J. Rubio , Marc G. Genton

The robust Poisson method is becoming increasingly popular when estimating the association of exposures with a binary outcome. Unlike the logistic regression model, the robust Poisson method yields results that can be interpreted as risk or…

Methodology · Statistics 2022-09-14 Denis Talbot , Miceline Mésidor , Yohann Chiu , Marc Simard , Caroline Sirois

Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…

Probability · Mathematics 2020-03-10 Jianwen Huang

This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…

We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically…

Statistics Theory · Mathematics 2022-08-11 Aishwarya Bhaskaran , Matt P. Wand

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…

Applications · Statistics 2015-11-06 Francisco J. Rubio , Yili Hong

This paper deals with optimally-robust parameter estimation in generalized Pareto distributions (GPDs). These arise naturally in many situations where one is interested in the behavior of extreme events as motivated by the…

Statistical Finance · Quantitative Finance 2015-03-17 Peter Ruckdeschel , Nataliya Horbenko

An expanded family of mixtures of multivariate power exponential distributions is introduced. While fitting heavy-tails and skewness has received much attention in the model-based clustering literature recently, we investigate the use of a…

Methodology · Statistics 2015-06-15 Utkarsh J. Dang , Ryan P. Browne , Paul D. McNicholas

The Generalized Elastic Model is a linear stochastic model which accounts for the behaviour of many physical systems in nature, ranging from polymeric chains to single-file systems. If an external perturbation is exerted \emph{only} on a…

Statistical Mechanics · Physics 2013-05-14 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz…

Statistics Theory · Mathematics 2014-07-04 Ali Akbar Jafari , Saeid Tahmasebi , Morad Alizadeh

The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations…

Methodology · Statistics 2015-06-02 Steven Chiou , Junghi Kim , Jun Yan