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Understanding the properties of response time distributions is a long-standing problem in cognitive science. We provide a tutorial overview of several contemporary models that assume power law scaling is a plausible description of the…

Neurons and Cognition · Quantitative Biology 2015-10-15 Z. Liu , O. Pavlov Garcia , J. G. Holden , R. A. Serota

We argue that a stochastic model of economic exchange, whose steady-state distribution is a Generalized Beta Prime (also known as GB2), and some unique properties of the latter, are the reason for GB2's success in describing wealth/income…

Econometrics · Economics 2024-04-15 M. Dashti Moghaddam , Jeffrey Mills , R. A. Serota

We approach the Generalized Beta (GB) family of distributions using a mean-reverting stochastic differential equation (SDE) for a power of the variable, whose steady-state (stationary) probability density function (PDF) is a modified GB…

Statistical Finance · Quantitative Finance 2023-07-10 Jiong Liu , R. A. Serota

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

In Bayesian analysis, the selection of a prior distribution is typically done by considering each parameter in the model. While this can be convenient, in many scenarios it may be desirable to place a prior on a summary measure of the model…

Methodology · Statistics 2024-01-17 Eric Yanchenko , Howard D. Bondell , Brian J. Reich

Models for human choice prediction in preference learning and psychophysics often consider only binary response data, requiring many samples to accurately learn preferences or perceptual detection thresholds. The response time (RT) to make…

Neurons and Cognition · Quantitative Biology 2023-06-13 Michael Shvartsman , Benjamin Letham , Stephen Keeley

We introduce in this paper a new generalization of the flexible Weibull distribution with four parameters. This model based on the Beta generalized (BG) distribution, Eugene et al. \cite{Eugeneetal2002}, they first using the BG distribution…

Statistics Theory · Mathematics 2017-03-20 Beih S. El-Desouky , Abdelfattah Mustafa , Shamsan AL-Garash

We demonstrate that distributions of human response times have power-law tails and, among closed-form distributions, are best fit by the generalized inverse gamma distribution. We speculate that the task difficulty tracks the half-width of…

Neurons and Cognition · Quantitative Biology 2013-05-29 Tao Ma , John G. Holden , R. A. Serota

The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…

Methodology · Statistics 2007-10-26 J. H. Sepanski , Lingji Kong

Spatially dependent data arises in many applications, and Gaussian processes are a popular modelling choice for these scenarios. While Bayesian analyses of these problems have proven to be successful, selecting prior distributions for these…

Methodology · Statistics 2023-07-14 Eric Yanchenko , Howard D. Bondell , Brian J. Reich

Grouped data in form of income shares have been conventionally used to estimate income inequality due to the lack of availability of individual records. Most prior research on economic inequality relies on lower bounds of inequality…

Applications · Statistics 2018-08-30 Vanesa Jorda , José María Sarabia , Markus Jäntti

This study connects two methods for modeling reaction times (RTs) in choice tasks: (1) the first-hitting time of a simple diffusion model with a single barrier, representing the cognitive process leading to a response, and (2) Generalized…

Methodology · Statistics 2025-10-20 Mauricio Tejo , Cristian Meza , Fernando Marmolejo-Ramos

The four-parameter generalized beta distribution of the second kind (GBII) has been proposed for modelling insurance losses with heavy-tailed features. The aim of this paper is to present a parametric composite GBII regression modelling by…

Methodology · Statistics 2024-01-29 Zhengxiao Li , Fei Wang , Zhengtang Zhao

In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…

Methodology · Statistics 2018-04-23 Marcelo Bourguignon , Manoel Santos-Neto , Mário de Castro

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

Machine Learning · Computer Science 2023-03-02 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

Non-Gaussian observations such as binary responses are common in some computer experiments. Motivated by the analysis of a class of cell adhesion experiments, we introduce a generalized Gaussian process model for binary responses, which…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Ying Hung , William Rittase , Cheng Zhu , C. F. Jeff Wu

The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…

Methodology · Statistics 2016-12-19 Rose Baker

A class of discrete probability distributions contains distributions with limited support. A typical example is some variant of a Likert scale, with response mapped to either the $\{1, 2, \ldots, 5\}$ or $\{-3, -2, \ldots, 2, 3\}$ set. An…

Applications · Statistics 2022-04-25 Bogdan Ćmiel , Jakub Nawała , Lucjan Janowski , Krzysztof Rusek

A transformation group approach to the prior for the parameters of the beta distribution is suggested which accounts for finite sets of data by imposing a limit to the range of parameter values under consideration. The relationship between…

Data Analysis, Statistics and Probability · Physics 2016-10-18 Robert W. Johnson

Generalized linear mixed models (GLMM) encompass large class of statistical models, with a vast range of applications areas. GLMM extends the linear mixed models allowing for different types of response variable. Three most common data…

Applications · Statistics 2017-04-25 Wagner Hugo Bonat , Paulo Justiniano Ribeiro , Silvia emiko Shimakura
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