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Regression for count data is widely performed by models such as Poisson, negative binomial (NB) and zero-inflated regression. A challenge often faced by practitioners is the selection of the right model to take into account dispersion,…

Methodology · Statistics 2018-08-02 Hadeel S. Klakattawi , Veronica Vinciotti , Keming Yu

A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…

Statistics Theory · Mathematics 2021-01-13 Aniket Biswas , Subrata Chakraborty

This paper introduces a five-parameter lifetime model with increasing, decreasing, upside -down bathtub and bathtub shaped failure rate called as the McDonald Gompertz (McG) distribution. This new distribution extend the Gompertz,…

Methodology · Statistics 2015-05-07 Rasool Roozegar , Saeid Tahmasebi , Ali Akbar Jafari

We propose tests of fit for classes of distributions that include the Weibull, the Pareto and the Fr\'echet, distributions. The new tests employ the novel tool of the min--characteristic function and are based on an L2--type weighted…

Methodology · Statistics 2023-10-20 S. G. Meintanis , B. Milošević , M. D. Jiménez-Gamero

Upper bounds are given for the weight distribution of binary weakly self-dual codes. To get these new bounds, we introduce a novel method of utilizing unitary operations on Hilbert spaces. This method is motivated by recent progress on…

Combinatorics · Mathematics 2007-07-16 Vwani P. Roychowdhury , Farrokh Vatan

This article presents an important theorem, which shows that from the moments of the standard normal distribution one can generate density functions originating a family of models. Additionally, we discussed that different random variable…

In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…

Statistical Finance · Quantitative Finance 2014-05-30 Edit Rroji , Lorenzo Mercuri

In this paper, we consider the problem of estimating an extreme quantile of a Weibull tail-distribution. The new extreme quantile estimator has a reduced bias compared to the more classical ones proposed in the literature. It is based on an…

Methodology · Statistics 2011-04-01 Jean Diebolt , Laurent Gardes , Stéphane Girard , Armelle Guillou

In this paper, we propose a new distribution over the unit interval which can be characterized as a ratio of the type $Z=Y/(X+Y)$ where $X$ and $Y$ are two correlated Birnbaum-Saunders random variables. The density of $Z$ may be unimodal or…

Methodology · Statistics 2024-11-05 Roberto Vila , Helton Saulo , Felipe Quintino , Peter Zörnig

We define data transformations that leave certain classes of distributions invariant, while acting in a specific manner upon the parameters of the said distributions. It is shown that under such transformations the maximum likelihood…

Statistics Theory · Mathematics 2023-07-10 Muneya Matsui , Simos Meintanis

This paper introduces a polynomial transformation model based on Weibull distribution, whereby the analytical representation of the quantile function for many probability distributions can be obtained. Firstly, the target random variable…

Methodology · Statistics 2015-08-26 Qing Xiao

Let $X_1,\ldots,X_n$ be a random sample from the Gamma distribution with density $f(x)=\lambda^{\alpha}x^{\alpha-1}e^{-\lambda x}/\Gamma(\alpha)$, $x>0$, where both $\alpha>0$ (the shape parameter) and $\lambda>0$ (the reciprocal scale…

Statistics Theory · Mathematics 2022-05-24 Nickos Papadatos

This paper addresses the problem of estimating the extreme value index in presence of random censoring for distributions in the Weibull domain of attraction. The methodologies introduced in [Worms (2014)], in the heavy-tailed case, are…

Statistics Theory · Mathematics 2015-06-12 Julien Worms , Rym Worms

In this paper we introduce, for the first time, the Weibull-Geometric distribution which generalizes the exponential-geometric distribution proposed by Adamidis and Loukas (1998). The hazard function of the last distribution is monotone…

Methodology · Statistics 2010-08-17 Wagner Barreto-Souza , Alice Lemos de Morais , Gauss M. Cordeiro

In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…

Statistics Theory · Mathematics 2020-05-12 Laba Handique , Subrata Chakraborty

The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…

Statistics Theory · Mathematics 2020-07-27 Roberto Vila , Jeremias Leão , Helton Saulo , Mirza Nabeed , Manoel Santos-Neto

Marshall and Olkin (1997, Biometrika, 84, 641 - 652) introduced a very powerful method to introduce an additional parameter to a class of continuous distribution functions and hence it brings more flexibility to the model. They have…

Methodology · Statistics 2018-02-20 Debasis Kundu , Vahid Nekoukhou

The four-parameter Johnson's SB (JSB) and three-parameter Weibull distributions have received much attention in the field of forestry for characterizing diameters at breast height (DBH). In this work, we suggest the Bayesian method for…

Methodology · Statistics 2020-05-06 Mahdi Teimouri

We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…

Econometrics · Economics 2020-05-08 Ruijun Bu , Kaddour Hadri , Dennis Kristensen

In this study an attempt has been made to propose a way to develop new distribution. For this purpose, we need only idea about distribution function. Some important statistical properties of the new distribution like moments, cumulants,…

Methodology · Statistics 2024-08-30 Brijesh P. Singh , Utpal Dhar Das