Related papers: One cut-point phase-type distributions in Reliabil…
Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…
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…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
The Birnbaum-Saunders distribution, also known as the fatigue-life distribution, is frequently used in reliability studies. We obtain adjustments to the Birnbaum--Saunders profile likelihood function. The modified versions of the likelihood…
As a specific proportional hazard rates model, sequential order statistics can be used to describe the lifetimes of load-sharing systems. Inference for these systems needs to account for small sample sizes, which are prevalent in…
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…
We introduce in this paper a new four-parameter generalized version of the linear failure rate (LFR) distribution which is called Beta-linear failure rate (BLFR) distribution. The new distribution is quite flexible and can be used…
Phase-type (PH) distributions are a popular tool for the analysis of univariate risks in numerous actuarial applications. Their multivariate counterparts (MPH$^\ast$), however, have not seen such a proliferation, due to lack of explicit…
A confidence distribution is a complete tool for making frequentist inference for a parameter of interest $\psi$ based on an assumed parametric model. Indeed, it allows to reach point estimates, to assess their precision, to set up tests…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
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,…
Accelerated life tests (ALTs) play a crucial role in reliability analyses, providing lifetime estimates of highly reliable products. Among ALTs, step-stress design increases the stress level at predefined times, while maintaining a constant…
Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…
In this paper we introduce a new sampling algorithm which has the potential to be adopted as a universal replacement to the Metropolis--Hastings algorithm. It is related to the slice sampler, and motivated by an algorithm which is…
Here, we introduce a new class of Lindley generated distributions which results in more flexible model with increasing failure rate (IFR), decreasing failure rate(DFR) and up-side down hazard functions for different choices of parametric…
The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…
Aiming for accurate estimation of system reliability of load-sharing systems, a flexible model for such systems is constructed by approximating the cumulative hazard functions of component lifetimes using piecewise linear functions. The…
One-shot devices analysis involves an extreme case of interval censoring, wherein one can only know whether the failure time is either before or after the test time. Some kind of one-shot devices do not get destroyed when tested, and so can…
Density regression characterizes the conditional density of the response variable given the covariates, and provides much more information than the commonly used conditional mean or quantile regression. However, it is often computationally…
This paper considers the joint distribution of elements of a random sample and an order statistic of the same sample. \ The motivation for this work stems from the important problem in reliability analysis, to estimate the number of…