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We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…

Dynamical Systems · Mathematics 2023-11-07 Meagan Carney , Mark Holland , Matthew Nicol , Phuong Tran

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…

Methodology · Statistics 2017-05-31 Meitner Cadena

The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the…

Methodology · Statistics 2014-05-27 Ioannis Papastathopoulos , Jonathan A. Tawn

Recent progress in nanotechnology enables us to utilize the elastic strain engineering, the emerging technology capable of controlling the physio-chemical properties of materials via externally-imposed elastic strains, for hard materials.…

Materials Science · Physics 2018-11-13 Dahye Shin , Dongchan Jang

This research develops a Bayesian framework for analyzing failure times using the Weibull distribution, addressing challenges in prior selection due to the lack of conjugate priors and multi-dimensional sufficient statistics. We propose an…

Methodology · Statistics 2025-06-16 Tobias Oketch , Mohammad Sepehrifar

Big data can easily be contaminated by outliers or contain variables with heavy-tailed distributions, which makes many conventional methods inadequate. To address this challenge, we propose the adaptive Huber regression for robust…

Statistics Theory · Mathematics 2018-10-11 Qiang Sun , Wenxin Zhou , Jianqing Fan

We demonstrate that certain astrophysical distributions can be modelled with the truncated Weibull distribution, which can lead to some insights: in particular, we report the average value, the $r$th moment, the variance, the median, the…

Instrumentation and Methods for Astrophysics · Physics 2021-03-31 Lorenzo Zaninetti

In this paper, we develop double acceptance sampling plan and group acceptance sampling plan for an inverse Weibull distribution based on a truncated life test. We consider the median lifetime of the test units as a quality parameter and…

Applications · Statistics 2017-11-21 Sukhdev Singh , Yogesh Mani Tripathi

In this article, we consider the estimation of unknown parameters of Weibull distribution when the lifetime data are observed in the presence of progressively type-I hybrid censoring scheme. The Newton-Raphson algorithm,…

Statistics Theory · Mathematics 2019-11-12 Yasin Asar , R. Arabi Belaghi

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

Machine Learning · Statistics 2017-01-25 Mahdi Teimouri , Saeid Rezakhah , Adel Mohammdpour

A new 2 parameter unit Weibull distribution is defined on the unit interval (0,1). The methodology of deducing its PDF, some of its properties and related functions are discussed. The paper is supplied by many figures illustrating the new…

Methodology · Statistics 2025-02-17 Iman Mohammed Attia

A setting of a trivairate survival function using semi-competing risks concept is proposed. The Stanford Heart Transplant data is reanalyzed using a trivariate Weibull distribution model with the proposed survival function.

Applications · Statistics 2008-10-01 Cheng K. Lee , Jenq-Daw Lee

We consider the nonparametric estimation of the univariate heavy tailed probability density function (pdf) with a support on $[0,\infty)$ by independent data. To this end we construct the new kernel estimator as a combination of the…

Probability · Mathematics 2016-04-25 L. Markovich

Fitting mixture distributions is needed in applications where data belongs to inhomogeneous populations comprising homogeneous sub-populations. The mixing proportions of the sub populations are in general unknown and need to be estimated as…

Methodology · Statistics 2019-12-10 Richard A. Lockhart , Chandanie W. Navaratna

Characterizing the wind speed distribution properly is essential for the satisfactory production of potential energy in wind farms, being the mixture models usually employed in the description of such data. However, some mixture models…

Over the last few decades power law distributions have been suggested as forming generative mechanisms in a variety of disparate fields, such as, astrophysics, criminology and database curation. However, fitting these heavy tailed…

Computation · Statistics 2014-08-26 Colin S. Gillespie

We extend collisional quantum thermometry schemes to allow for stochasticity in the waiting time between successive collisions. We establish that introducing randomness through a suitable waiting time distribution, the Weibull distribution,…

Quantum Physics · Physics 2021-12-15 Eoin O'Connor , Bassano Vacchini , Steve Campbell

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

An expanded family of mixtures of multivariate power exponential distributions is introduced. While fitting heavy-tails and skewness has received much attention in the model-based clustering literature recently, we investigate the use of a…

Methodology · Statistics 2015-06-15 Utkarsh J. Dang , Ryan P. Browne , Paul D. McNicholas

We propose a new class of claim severity distributions with six parameters, that has the standard two-parameter distributions, the log-normal, the log-Gamma, the Weibull, the Gamma and the Pareto, as special cases. This distribution is much…

Methodology · Statistics 2018-05-29 Erik Bølviken , Ingrid Hobæk Haff