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The aim of this paper, is to define a bivariate exponentiated generalized linear exponential distribution based on Marshall-Olkin shock model. Statistical and reliability properties of this distribution are discussed. This includes…

Statistics Theory · Mathematics 2017-10-03 Mohamed Ibrahim , M. S. Eliwa , M. El- Morshedy

Max-stable distributions and processes are important models for extreme events and the assessment of tail risks. The full, multivariate likelihood of a parametric max-stable distribution is complicated and only recent advances enable its…

Statistics Theory · Mathematics 2017-08-08 Clement Dombry , Sebastian Engelke , Marco Oesting

In this paper, we introduce a new four-parameter generalization of the exponentiated Weibull (EW) distribution, called the exponentiated Weibull-logarithmic (EWL) distribution, which obtained by compounding EW and logarithmic distributions.…

Methodology · Statistics 2014-02-24 Eisa Mahmoudi , Afsaneh Sepahdar , Artur Lemonte

This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…

Statistics Theory · Mathematics 2025-07-02 Michael Levine , Donald Richards , Jianxi Su

The two-parameter distribution known as exponential-Poisson (EP) distribution, which has decreasing failure rate, was introduced by Kus (2007). In this paper we generalize the EP distribution and show that the failure rate of the new…

Methodology · Statistics 2010-08-17 Wagner Barreto-Souza , Francisco Cribari-Neto

This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…

Statistics Theory · Mathematics 2019-09-04 Mahendra Saha , Abhimanyu Singh Yadav , Arvind Pandey , Shivanshi Shukla , Sudhansu S Maiti

The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…

Statistics Theory · Mathematics 2017-12-15 Adam Jaeger , Nicole Lazar

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…

Machine Learning · Statistics 2014-06-13 Yariv Dror Mizrahi , Misha Denil , Nando de Freitas

We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…

Probability · Mathematics 2023-02-21 Muneya Matsui , Toshiro Watanabe

In the present work, we have investigated the problem of estimating parameters of several exponential distributions with ordered scale parameters under the linex loss function. We have considered estimating ordered scale parameters when the…

Statistics Theory · Mathematics 2023-02-08 Suchandan Kayal , Lakshmi Kanta Patra

This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…

Statistics Theory · Mathematics 2018-10-22 Abhimanyu Singh Yadav , Mahendra Saha , Harsh Tripathi , Sumit Kumar

We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…

Methodology · Statistics 2010-08-17 Wagner Barreto-Souza , Alessandro H. S. Santos , Gauss M. Cordeiro

In this paper, we introduce a new class of distributions by compounding the exponentiated extended Weibull family and power series family. This distribution contains several lifetime models such as the complementary extended Weibull-power…

Other Statistics · Statistics 2015-03-31 Saeid Tahmasebi , Ali Akbar Jafari

This expository note describes how to apply the method of maximum likelihood to estimate the parameters of the ``$q$-exponential'' distributions introduced by Tsallis and collaborators. It also describes the relationship of these…

Statistics Theory · Mathematics 2007-06-13 Cosma Rohilla Shalizi

In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…

Methodology · Statistics 2026-03-03 Kiran Prajapat , Sharmishtha Mitra , Debasis Kundu

In this paper, a new natural discrete version of the one parameter polynomial exponential family of distributions have been proposed and studied. The distribution is named as Natural Discrete One Parameter Polynomial Exponential (NDOPPE)…

Statistics Theory · Mathematics 2020-07-08 Sudhansu S. Maiti , Molay Kumar Ruidas , Sumanta Adhya

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,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino

We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application,…

Probability · Mathematics 2021-02-23 Krzysztof Bogdan , Michał Bosy , Tomasz Skalski

This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…

Statistics Theory · Mathematics 2008-12-18 Malay Ghosh , Upasana Santra , Dalho Kim

We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…

Probability · Mathematics 2013-07-16 Markus Bibinger