Related papers: The Generalized-Alpha-Beta-Skew-Normal Distributio…
In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…
Using four mixed bivariate distributions (Normal distribution, Skew-Normal distribution, Student distribution, Skew-Student distribution) and bootstrap re-sampling analysis, we analyze the samples of CGRO/BATSE, Swift/BAT and Fermi/GBM…
This paper proposes a class of asymmetric priors to perform Bayesian wavelet shrinkage in the standard nonparametric regression model with Gaussian error. The priors are composed by mixtures of a point mass function at zero and one of the…
Several distributions and families of distributions are proposed to model skewed data, think, e.g., of skew-normal and related distributions. Lambert W random variables offer an alternative approach where, instead of constructing a new…
We give the exact distribution of the average of n independent beta random variables weighted by the selected cuts of (0, 1) by the order statistics of a random sample of size n-1 from the uniform distribution U(0,1), for each n. A new…
Let $A$ be a real skew-symmetric Gaussian random matrix whose upper triangular elements are independently distributed according to the standard normal distribution. We provide the distribution of the largest singular value $\sigma_1$ of…
A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…
Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…
Skewed probit regression is but one example of a statistical model that generalizes a simpler model, like probit regression. All skew-symmetric distributions and link functions arise from symmetric distributions by incorporating a skewness…
Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…
This paper proposes factor stochastic volatility models with skew error distributions. The generalized hyperbolic skew t-distribution is employed for common-factor processes and idiosyncratic shocks. Using a Bayesian sparsity modeling…
The break-by-one gamma distribution has a probability density function resembling the Schechter function, but with the small-argument behavior modified so it is normalizable in commonly arising cases where the Schechter function is not. Its…
In order to better fit real-world datasets, studying asymmetric distribution is of great interest. In this work, we derive several mathematical properties of a general class of asymmetric distributions with positive support which shows up…
In wavelet shrinkage and thresholding, most of the standard techniques do not consider information that wavelet coefficients might be bounded, although information about bounded energy in signals can be readily available. To address this,…
N.L. Johnson and S. Kotz introduced in 1990 an interesting family of symmetric distributions which is based on randomly weighted average from uniform random samples. The only example that could be addressed to their work is the so-called…
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…
We study frequentist risk properties of predictive density estimators for mean mixtures of multivariate normal distributions, involving an unknown location parameter $\theta \in \mathbb{R}^d$, and which include multivariate skew normal…
We propose a testing and estimation methodology for univariate and bivariate symmatric $\alpha$-stable distributions using a modified version of the Greenwood statistic. Originally designed for positive-valued random variables, the…
For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…
Often it is not easy to choose between estimators, based on the estimated MSE and bias using simulation studies. Normality in small samples and a variance of the estimator, which is correct and easy to calculate using a single sample, give…