Related papers: On the one parameter unit-Lindley distribution and…
Triangular distributions are a well-known class of distributions that are often used as an elementary example of a probability model. Maximum likelihood estimation of the mode parameter of the triangular distribution over the unit interval…
The present paper considers modified extension of the exponential distribution with three parameters. We study the main properties of this new distribution, with special emphasis on its median, mode and moments function and some…
In this paper we obtain an adjusted version of the likelihood ratio test for errors-in-variables multivariate linear regression models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical…
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…
In inference problems involving a multi-dimensional parameter $\theta$, it is often natural to consider decision rules that have a risk which is invariant under some group $G$ of permutations of $\theta$. We show that this implies that the…
Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and…
In this article, a heuristic approach is used to determined the best approximate distribution of $\dfrac{Y_1}{Y_1 + Y_2}$, given that $Y_1,Y_2$ are independent, and each of $Y_1$ and $Y$ is distributed as the $\mathcal{F}$-distribution with…
Statistical inference in high-dimensional settings is challenging when standard unregularized methods are employed. In this work, we focus on the case of multiple correlated proportions for which we develop a Bayesian inference framework.…
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…
A new approach to adaptive design of clinical trials is proposed in a general multiparameter exponential family setting, based on generalized likelihood ratio statistics and optimal sequential testing theory. These designs are easy to…
In this paper, an alternative mixed Poisson distribution is proposed by amalgamating Poisson distribution and a modification of the Quasi Lindley distribution. Some fundamental structural properties of the new distribution, namely the shape…
Sample measures of top centile contributions to the total (concentration) are downward biased, unstable estimators, extremely sensitive to sample size and concave in accounting for large deviations. It makes them particularly unfit in…
The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate…
Given an observational study with $n$ independent but heterogeneous units, our goal is to learn the counterfactual distribution for each unit using only one $p$-dimensional sample per unit containing covariates, interventions, and outcomes.…
This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…
The main purpose of this paper is to introduce a new class of regression models for bounded continuous data, commonly encountered in applied research. The models, named the power logit regression models, assume that the response variable…
This paper examines the local linear regression (LLR) estimate of the conditional distribution function $F(y|x)$. We derive three uniform convergence results: the uniform bias expansion, the uniform convergence rate, and the uniform…
We propose and study properties of maximum likelihood estimators in the class of conditional transformation models. Based on a suitable explicit parameterisation of the unconditional or conditional transformation function, we establish a…
When the rate parameter of the exponential distribution is associated with predictors, then the main interest will be how to estimate the regression parameter. In this paper, we will investigate how to estimate the parameter on the…
A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…