Related papers: The inverse xgamma distribution: statistical prope…
While the Matrix Generalized Inverse Gaussian ($\mathcal{MGIG}$) distribution arises naturally in some settings as a distribution over symmetric positive semi-definite matrices, certain key properties of the distribution and effective ways…
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, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…
Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, a new generalization of…
Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood…
A generalization of the generalized inverse Weibull distribution so-called transmuted generalized inverse Weibull dis- tribution is proposed and studied. We will use the quadratic rank transmutation map (QRTM) in order to generate a…
This paper proposes Inverse Gram Matrix (IGM) methods to prioritize the Pairwise Reciprocal Matrix (PRM) in the Analytic Hierarchy Process. The IGM methods include Pseudo-IGM, Normalized-IGM, and Lagrange-IGM. Interestingly, the proposed…
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 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,…
We study modeling and inference with the Elliptical Gamma Distribution (EGD). We consider maximum likelihood (ML) estimation for EGD scatter matrices, a task for which we develop new fixed-point algorithms. Our algorithms are efficient and…
A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…
A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…
We consider covariance estimation in the multivariate generalized Gaussian distribution (MGGD) and elliptically symmetric (ES) distribution. The maximum likelihood optimization associated with this problem is non-convex, yet it has been…
In this article, a discrete analogue of continuous Teissier distribution is presented. Its several important distributional characteristics have been derived. The estimation of the unknown parameter has been done using the method of maximum…
In this investigation, the distribution of the ratio of two independently distributed xgamma (Sen et al. 2016) random variables X and Y , with different parameters, is proposed and studied. The related distributional properties such as,…
In this paper we investigate the performance of a variety of estimation techniques for the scale and shape parameter of the Lomax distribution. These methods include traditional methods such as the maximum likelihood estimator and the…
Elliptically-contoured distributions (ECD) play a significant role, in computer vision, image processing, radar, and biomedical signal processing. Maximum likelihood. estimation (MLE) of ECD leads to a system of non-linear equations,…
In this article, we propose a novel logistic quasi-maximum likelihood estimation (LQMLE) for general parametric time series models. Compared to the classical Gaussian QMLE and existing robust estimations, it enjoys many distinctive…
One of the main goal of extreme value analysis is to estimate the probability of rare events given a sample from an unknown distribution. The upper tail behavior of this distribution is described by the extreme value index. We present a new…
In this paper, we proposed a new lifetime distribution namely generalized weighted Lindley (GLW) distribution. The GLW distribution is a useful generalization of the weighted Lindley distribution, which accommodates increasing, decreasing,…