Related papers: Shiha Distribution: Statistical Properties and App…
In risk management, tail risks are of crucial importance. The quality of a tail model, which is determined by data from an unknown distribution, depends critically on the subset of data used to model the tail. Based on a suitably weighted…
Spatial statistics is dominated by spatial autocorrelation (SAC) based Kriging and BHM, and spatial local heterogeneity based hotspots and geographical regression methods, appraised as the first and second laws of Geography (Tobler 1970;…
A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…
Lately, a New Transmuted Logistic-exponential (NTLE) distribution was introduced and studied as an extension of the Logistic-Exponential Distribution (LED) with wider applicability in lifetime modelling. However, the maximum likelihood…
A wide range of natural and social phenomena result in observables whose distributions can be well approximated by a power-law decay. The well-known Hill estimator of the tail exponent provides results which are in many respects superior to…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
In regression analysis under artificial neural networks, the prediction performance depends on determining the appropriate weights between layers. As randomly initialized weights are updated during back-propagation using the gradient…
The recent abundance of data on electricity consumption at different scales opens new challenges and highlights the need for new techniques to leverage information present at finer scales in order to improve forecasts at wider scales. In…
In this paper a new lifetime distribution, which is called the exponentiated Weibull-geometric (EWG) distribution, is introduced. This new distribution obtained by compounding the exponentiated Weibull and geometric distributions. The EWG…
Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…
This paper presents an initial exploration of high frequency records of extreme wind speed in two steps. The first consists in finding the suitable extreme distribution for $120$ measuring stations in Switzerland, by comparing three known…
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…
Reliability inference based on parametric distributions is an important problem in electrical and mechanical engineering. Most existing methods rely on approximations or bootstrap procedures, which may not perform satisfactorily when data…
For two-component load-sharing systems, a doubly-flexible model is developed where the generalized Fruend bivariate (GFB) distribution is used for the baseline of the component lifetimes, and the generalized gamma (GG) family of…
A new generalization of the family of Poisson-G is called beta Poisson-G family of distribution. Useful expansions of the probability density function and the cumulative distribution function of the proposed family are derived and seen as…
This work introduces a novel methodology based on finite mixtures of Student-t distributions to model the errors' distribution in linear regression models. The novelty lies on a particular hierarchical structure for the mixture distribution…
Random forests are an ensemble method relevant for many problems, such as regression or classification. They are popular due to their good predictive performance (compared to, e.g., decision trees) requiring only minimal tuning of…
Stable subordinators, and more general subordinators possessing power law probability tails, have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant…
In this study, we experimentally investigated the time dependence of the statistical properties of two-dimensional drying crack patterns to determine the functional form of fragment size distribution. Experiments using a thin layer of a…
For the binary regression, the use of symmetrical link functions are not appropriate when we have evidence that the probability of success increases at a different rate than decreases. In these cases, the use of link functions based on the…