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Counting experiments often rely on Monte Carlo simulations for predictions of Poisson expectations. The accompanying uncertainty from the finite Monte Carlo sample size can be incorporated into parameter estimation by modifying the Poisson…
In this paper we present an alternative representation of the Negative Binomial--Lindley distribution recently proposed by Zamani and Ismail (2010) which shows some advantages over the latter model. This new formulation provides a tractable…
Aalen's linear hazard rate regression model is a useful and increasingly popular alternative to Cox' multiplicative hazard rate model. It postulates that an individual has hazard rate function $h(s)=z_1\alpha_1(s)+\cdots+z_r\alpha_r(s)$ in…
We propose a class of transformation hazard models for right-censored failure time data. It includes the proportional hazards model (Cox) and the additive hazards model (Lin and Ying) as special cases. Due to the requirement of a…
Hyperbolic balance laws with uncertain (random) parameters and inputs are ubiquitous in science and engineering. Quantification of uncertainty in predictions derived from such laws, and reduction of predictive uncertainty via data…
Many common loss functions such as mean-squared-error, cross-entropy, and reconstruction loss are unnecessarily rigid. Under a probabilistic interpretation, these common losses correspond to distributions with fixed shapes and scales. We…
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 considers a proportional hazards model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable, for analysis of lifetime data. A local partial-likelihood technique is proposed to…
In this paper, we introduce a new three-parameter distribution based on the combination of re-parametrization of the so-called EGNB2 and transmuted exponential distributions. This combination aims to modify the transmuted exponential…
We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…
The skewing mechanism of Azzalini for continuous distributions is used for the first time to derive a new generalization of the geometric distribution. Various structural properties of the proposed distribution are investigated.…
This paper studies Cox's regression hazard model with an unobservable random frailty where no specific distribution is postulated for the frailty variable, and the marginal lifetime distribution allows both parametric and non-parametric…
In this paper, we have obtained conditions on parameters that result in dispersive ordering and star ordering among two unequal sets of random variables from Proportional hazard rate and Proportional reversed hazard rate family of…
The lifetimes of subjects which are left-censored lie below a threshold value or a limit of detection. A popular tool used to handle left-censored data is the reversed hazard rate. In this work, we study the properties and develop…
We study large sample properties of Bayesian analysis of the proportional hazard model with neutral to the right process priors on the baseline hazard function. We show that the posterior distribution of the baseline cumulative hazard…
The statistical parameters of five generalizations of the Lindley distribution, such as the average, variance and moments, are reviewed. A new double truncated Lindley distribution with three parameters is derived. The new distributions are…
We present two methods for bounding the probabilities of benefit and harm under unmeasured confounding. The first method computes the (upper or lower) bound of either probability as a function of the observed data distribution and two…
The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software…
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…
In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…