Related papers: The extended xgamma distribution
In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…
A new four-parameter model called the Marshall-Olkin extended generalized Gompertz distribution is introduced. Its hazard rate function can be constant, increasing, decreasing, upside-down bathtub or bathtub-shaped depending on its…
We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet…
Joint species distribution models are popular in ecology for modeling covariate effects on species occurrence, while characterizing cross-species dependence. Data consist of multivariate binary indicators of the occurrences of different…
For the first time, the Generalized Gamma Burr III (GGBIII) is introduced as an important model for problems in several areas such as actuarial sciences, meteorology, economics, finance, environmental studies, reliability, and censored data…
The univariate generalized extreme value (GEV) distribution is the most commonly used tool for analyzing the properties of rare events. The ever greater utilization of Bayesian methods for extreme value analysis warrants detailed…
This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…
We give the new distribution named Gamma Lindley distribution (GaLD), of which the Lindley distribution (LD) is a particular case. In this paper, we discuss and add more properties. Also, an application of this distribution is given.
We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…
A new family of continuous distribution is proposed by using Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution as the base line distribution in the Marshal-Olkin (Marshall and Olkin, 1997) construction. A number of known…
The Extended Generalized Pareto Distribution (EGPD) (Naveau et al. 2016) is a family of distribution that has been introduced to model the full range of a positive random variable but with the lower and the upper tails distributed according…
In this report I present a possible scenario which can lead to the emergence of a generalised Gamma distribution first presented by R. Osorio et al. as the distribution of traded volumes of stocks in financial markets. This propose is…
We consider the extremal properties of the highly flexible univariate extended skew-normal distribution. We derive the well-known Mills' inequalities and Mills' ratio for the extended skew-normal distribution and establish the asymptotic…
A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…
This work defines and investigates the properties of the Max-U-Exp distribution. The method of moments is applied in order to estimate its parameters. Then, by using the previous general theory about Mixed Poisson processes, developed by…
We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…
Temporal exponential random graph models (TERGM) are powerful statistical models that can be used to infer the temporal pattern of edge formation and elimination in complex networks (e.g., social networks). TERGMs can also be used in a…
We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…
A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…
We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…