Related papers: Record-based transmuted unit omega distribution: d…
Stochastic ordering of distributions of random variables may be defined by the relative convexity of the tail functions. This has been extended to higher order stochastic orderings, by iteratively reassigning tail-weights. The actual…
This paper explores the theory behind the rich and robust family of {\alpha}-stable distributions to estimate parameters from financial asset log-returns data. We discuss four-parameter estimation methods including the quantiles,…
In this paper we study a broad class of distribution functions which is defined by means of reflected generalized beta distribution. This class includes that of Beta-generated distribution as a special case. In particular, we use this class…
We develop here a stochastic framework for modeling and segmenting transient spindle-like oscillatory bursts in electroencephalogram (EEG) signals. At the modeling level, individual spindles are represented as path realizations of a…
We propose estimators for the parameters of the Linnik L$(\alpha,\gamma)$ distribution. The estimators are derived from the moments of the log-transformed Linnik distributed random variable, and are shown to be asymptotically unbiased. The…
In this paper, we propose a reduced version of the new modified Weibull (NMW) distribution due to Almalki and Yuan \cite{meNMW} in order to avoid some estimation problems. The number of parameters in the NMW distribution is five. The number…
Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…
In this paper, we introduce and analyze a new operation $\circ_{R}$ which mixes two distributions $\Omega$ and $\Omega'$ via a random orthogonal matrix. In particular, we take $\Omega \circ_R \Omega'$ to be the limit as $n \to \infty$ of…
This paper examines the distribution of order statistics taken from simple-random-sampling without replacement (SRSWOR) from a finite population with values 1,...,N. This distribution is a shifted version of the beta-binomial distribution,…
Discrete data are collected in many application areas and are often characterised by highly skewed and power-lawlike distributions. An example of this, which is considered in this paper, is the number of visits to a specialist, often taken…
Unlike traditional evolutionary algorithms which produce offspring via genetic operators, Estimation of Distribution Algorithms (EDAs) sample solutions from probabilistic models which are learned from selected individuals. It is hoped that…
We offer a new perspective on risk aggregation with FGM copulas. Along the way, we discover new results and revisit existing ones, providing simpler formulas than one can find in the existing literature. This paper builds on two novel…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
Given a gamma population with known shape parameter $\alpha$, we develop a general theory for estimating a function $g(\cdot)$ of the scale parameter $\beta$ with bounded variance. We begin by defining a sequential sampling procedure with…
Generalization methods offer a powerful solution to one of the key drawbacks of randomized controlled trials (RCTs): their limited representativeness. By enabling the transport of treatment effect estimates to target populations subject to…
Out-of-time-order correlators (OTOCs) are the main tool for probing quantum chaos and scrambling, and have become crucial probes in many areas of quantum computing. However, the measurement of OTOCs is difficult to implement on analog…
In this work, we introduce a deterministic frontier model in which efficiency is governed by the Matsuoka distribution, a parsimonious one-parameter specification on $(0,1)$ designed to reflect patterns typically observed in efficiency…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
Here in this paper, it is tried to obtain and compare the ML estimations based on upper record values and a random sample. In continue, some theorems have been proven about the behavior of these estimations asymptotically.
Parametric quantile regression is illustrated for the one parameter new unit Rayleigh distribution called Median Based Unit Rayleigh distribution (MBUR) distribution. The estimation process using re-parameterized maximum likelihood function…