Related papers: Median Based Unit Weibull (MBUW): a new unit distr…
A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…
The maximum ${\log}_q$ likelihood estimation method is a generalization of the known maximum $\log$ likelihood method to overcome the problem for modeling non-identical observations (inliers and outliers). The parameter $q$ is a tuning…
The Burr type XII (BXII) distribution has been largely used in different fields due to its great flexibility for fitting data. These applications have typically involved data showing heavy-tailed behaviors. In order to give more flexibility…
In the present paper we propose a new stochastic diffusion process with drift proportional to the Weibull density function defined as X $\epsilon$ = x, dX t = $\gamma$ t (1 - t $\gamma$+1) - t $\gamma$ X t dt + $\sigma$X t dB t , t…
The Dirichlet distribution, also known as multivariate beta, is the most used to analyse frequencies or proportions data. Maximum likelihood is widespread for estimation of Dirichlet's parameters. However, for small sample sizes, the…
A new five-parameter continuous distribution which generalizes the Kumaraswamy and the beta distributions as well as some other well-known distributions is proposed and studied. The model has as special cases new four- and three-parameter…
Possible distributions are discussed for intertrade durations and first-passage processes in financial markets. The view-point of renewal theory is assumed. In order to represent market data with relatively long durations, two types of…
In September 2020, the Broadband Forum published a new industry standard for measuring network quality. The standard centers on the notion of quality attenuation. Quality attenuation is a measure of the distribution of latency and packet…
Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed…
Usual estimation methods for the parameters of extreme values distribution employ only a few values, wasting a lot of information. More precisely, in the case of the Gumbel distribution, only the block maxima values are used. In this work,…
Machine learning tools have empowered a qualitatively new way to perform differential cross section measurements whereby the data are unbinned, possibly in many dimensions. Unbinned measurements can enable, improve, or at least simplify…
In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…
We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…
Through viewing out the literature, many generated distributions took a new special form of probability density function (PDF) in which it is written as a linear combination of n other distributions. Therefore, we define in this paper a new…
Considering discrete models, the univariate framework has been studied in depth compared to the multivariate one. This paper first proposes two criteria to define a sensu stricto multivariate discrete distribution. It then introduces the…
This note introduces a new Bayesian control chart to compare two processes by monitoring the ratio of their percentiles under Weibull assumption. Both in-control and out-of-control parameters are supposed unknown. The chart analyses the…
Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…
Analysis of competing risks data plays an important role in the lifetime data analysis. Recently Feizjavadian and Hashemi (Computational Statistics and Data Analysis, vol. 82, 19-34, 2015) provided a classical inference of a competing risks…
In a comparative study, the q-exponential and Weibull distributions are employed to investigate frequency distributions of basketball baskets, cyclone victims, brand-name drugs by retail sales, and highway length. In order to analyze the…
A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…