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In the current paper, the estimation of the probability density function and the cumulative distribution function of the Topp-Leone distribution is considered. We derive the following estimators: maximum likelihood estimator, uniformly…
This paper deals with the problem of inference associated with linear fractional diffusion process with random effects in the drift. In particular we are concerned with the maximum likelihood estimators (MLE) of the random effect…
We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead…
In this paper we analyze the dispersion property of some models involving Schr\"odinger equations. First we focus on the discrete case and then we present some results on graphs.
The problem of estimation of the distribution parameters on the sample when the part of these parameters are discrete (e.g. integer) is considered. We prove that the rate of convergence of MLE estimates under the natural conditions on the…
Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…
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…
From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
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…
Studies that collect multi-outcome data such as tobacco and alcohol use are becoming increasingly common. In principle, multi-outcomes studies investigate the correlations between outcomes, including, causal links and/or joint…
The maximum likelihood principle is widely used in statistics, and the associated estimators often display good properties. indeed maximum likelihood estimators are guaranteed to be asymptotically efficient under mild conditions. However in…
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…
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…
A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile function of the identified family of distributions…
A new generator of univariate continuous distributions, with two additional parameters, called the Log-Lindley generated family is introduced. Some special distributions in the new family are presented. Some mathematical properties of the…
Probability distributions and densities are derived for the excess and deficiency of the intensity or instantaneous energy (quasi-static power) associated with a $p$-dimensional random vector field. Explicit expressions for the exact…
In this paper we delve into some important properties of probability distributions of the power type in order to provide some answers to questions recently raised in the literature. More precisely, we focus on the properties of maximizers…
We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…
The distribution of impact factors has been modeled in the recent informetric literature using two-exponent law proposed by Mansilla et al. (2007). This paper shows that two distributions widely-used in economics, namely the Dagum and…