Related papers: Exponentiated Inverse Power Lindley Distribution a…
We formulate a class of angular Gaussian distributions that allows different degrees of isotropy for directional random variables of arbitrary dimension. Through a series of novel reparameterization, this distribution family is indexed by…
During the last decade Levy processes with jumps have received increasing popularity for modelling market behaviour for both derviative pricing and risk management purposes. Chan et al. (2009) introduced the use of empirical likelihood…
This paper is devoted to a new family of reverse Hardy-Littlewood-Sobolev inequalities which involve a power law kernel with positive exponent. We investigate the range of the admissible parameters and the properties of the optimal…
Weibull distribution is widely used in modelling health data. However, its lack of sufficient tail flexibility often results in poor fit in extreme events. We proposed another three-parameter extension of the Weibull distribution with…
This paper is devoted to a new family of reverse Hardy-Littlewood-Sobolev inequalities which involve a power law kernel with positive exponent. We investigate the range of the admissible parameters and characterize the optimal functions. A…
A new discrete distribution has been proposed as a discrete analogue of the two sided power distribution [Van Drop, J. R. and Kotz, S. (2002a). A novel extension of the triangular distribution and its parameter estimation, Journal of the…
Some properties of the inverse of the Normal distribution are studied. Its derivatives, integrals and asymptotic behavior are presented.
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…
This paper introduces a new two-parameter distribution, referred to as the Shiha distribution, which provides a flexible model for skewed lifetime data with either heavy or light tails. The proposed distribution is applicable to various…
Various properties of relative entropy have led to its widespread use in information theory. These properties suggest that relative entropy has a role to play in systems that attempt to perform inference in terms of probability…
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…
The Unit-Lindley is a one-parameter family of distributions in $(0,1)$ obtained from an appropriate transformation of the Lindley distribution. In this work, we introduce a class of dynamical time series models for continuous random…
In this article, a generalized version of Negative binomial-beta exponential distribution with five parameters have been introduced. Some interesting submodels have been derived from it. A comprehensive mathematical treatment of proposed…
Extreme value distributions are routinely employed to assess risks connected to extreme events in a large number of applications. They typically are two- or three- parameter distributions: the inference can be unstable, which is…
In this paper, we introduce the Gompertz power series class of distributions which is obtained by compounding Gompertz and power series distributions. This distribution contains several lifetime models such as Gompertz-geometric,…
A new probability distribution to study lifetime data in reliability is introduced in this paper. This one is a first approach to a non-homogeneous phase-type distribution. It is built by considering one cut-point in the non-negative…
The Renyi distribution ensuring the maximum of a Renyi entropy is investigated for a particular case of a power--law Hamiltonian. Both Lagrange parameters, $\alpha$ and $\beta$ can be excluded. It is found that $\beta$ does not depend on a…
In this paper, inference for the parametric component of a semiparametric model based on sampling from the posterior profile distribution is thoroughly investigated from the frequentist viewpoint. The higher-order validity of the profile…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
In this paper, a generalization for the Birnbaum Saunders distribution, which has been applied to the modelling of fatigue failure times and reliability studies, is considered. The maximum likelihood estimators and statistical inference for…