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The most well known probability distribution of probabilities is the Beta distribution. If we have observed $r$ `successes', each having a probability $\theta$, and $n-r$ `failures', each having a probability $1-\theta$. In this paper we…

统计方法学 · 统计学 2015-03-04 H. R. N. van Erp , R. O. Linger , P. H. A. J. M. van Gelder

The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

统计方法学 · 统计学 2017-01-18 Hien D Nguyen , Geoffrey J McLachlan

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

统计金融 · 定量金融 2016-10-04 Asmerilda Hitaj , Friedrich Hubalek , Lorenzo Mercuri , Edit Rroji

The problem of estimating a proportion of objects with particular attribute in a finite population is considered. This paper shows an example of the application of estimation fraction using new proposed sample allocation in a population…

应用统计 · 统计学 2019-03-19 Dominik Sieradzki , Wojciech Zieliński

To achieve a greater general flexibility for modeling heavy-tailed bounded responses, a beta scale mixture model is proposed. Each member of the family is obtained by multiplying the scale parameter of the conditional beta distribution by a…

统计方法学 · 统计学 2026-02-11 Arno Otto , Andriëtte Bekker , Johan Ferreira , Lebogang Rathebe

The analysis of seasonal or annual block maxima is of interest in fields such as hydrology, climatology or meteorology. In connection with the celebrated method of block maxima, we study several tests that can be used to assess whether the…

统计方法学 · 统计学 2016-09-22 Ivan Kojadinovic , Philippe Naveau

We suggest that the broad distribution of time scales in financial markets could be a crucial ingredient to reproduce realistic price dynamics in stylised Agent-Based Models. We propose a fractional reaction-diffusion model for the dynamics…

数理金融 · 定量金融 2018-03-14 Michael Benzaquen , Jean-Philippe Bouchaud

We provide novel probabilistic portrayals of two multivariate models designed to handle zero-inflation in count-compositional data. We develop a new unifying framework that represents both as finite mixture distributions. One of these…

统计方法学 · 统计学 2026-03-31 André F. B. Menezes , Andrew C. Parnell , Keefe Murphy

Meta distributions (MDs) are refined performance metrics in wireless networks modeled using point processes. While there is no known method to directly calculate MDs, the moments of the underlying conditional distributions (given the point…

信息论 · 计算机科学 2018-05-01 Martin Haenggi

Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…

统计理论 · 数学 2024-07-08 Till Massing

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

概率论 · 数学 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

统计方法学 · 统计学 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

Method of parameterizing and smoothing the unknown underling distributions using Bernstein polynomials is proposed, verified and investigated. Any distribution with bounded and smooth enough density can be approximated by the proposed…

统计方法学 · 统计学 2015-06-23 Zhong Guan

Beta regression is a popular methodology when the outcome variable $y$ is on the open interval $(0,1)$. When $y$ is in the closed interval $[0,1]$, it is commonly accepted that beta regression is inapplicable. Instead, common solutions are…

统计方法学 · 统计学 2025-01-29 Eugene D. Hahn

Motivated by investigating spatio-temporal patterns of the distribution of continuous variables, we consider describing the conditional distribution function of the response variable incorporating spatio-temporal components given…

统计方法学 · 统计学 2025-08-08 Tomotaka Momozaki , Shonosuke Sugasawa , Tomoyuki Nakagawa , Hiroko Kato Solvang , Sam Subbey

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

统计方法学 · 统计学 2025-02-28 M. E. J. Newman

Sensory analysis is an important area that the food industry can use to innovate and improve its products. This study involves a sample of individuals who can be trained or not to assess a product using a hedonic scale or notes, where the…

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

数值分析 · 数学 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

In this article, a discrete analogue of continuous Teissier distribution is presented. Its several important distributional characteristics have been derived. The estimation of the unknown parameter has been done using the method of maximum…

统计方法学 · 统计学 2021-10-22 Bhupendra Singh , Varun Agiwal , Ravindra Pratap Singh , Abhishek Tyagi

Nadarajah and Gupta (2004) introduced the beta Fr\'echet (BF) distribution, which is a generalization of the exponentiated Fr\'echet (EF) and Fr\'echet distributions, and obtained the probability density and cumulative distribution…

统计方法学 · 统计学 2011-04-08 Wagner Barreto-Souza , Gauss M. Cordeiro , Alexandre B. Simas