相关论文: A New Generalized Kumaraswamy Distribution

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

In this paper we introduce a new method to add a parameter to a family of distributions. The additional parameter is completely studied and a full description of its behaviour in the distribution is given. We obtain several mathematical…

The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders…

This working paper describes new results in derivations of the Continuous Ranked Probability Score of a generalized beta-prime distribution and several special cases, such as the Dagum distribution and Singh-Maddala distribution. Comparison…

We introduce a novel family of projected distributions on the circle and the sphere, namely the circular and spherical projected Cauchy distributions, as promising alternatives for modelling circular and spherical data. The circular…

Let $X_1,\ldots,X_n$ be a random sample from the Gamma distribution with density $f(x)=\lambda^{\alpha}x^{\alpha-1}e^{-\lambda x}/\Gamma(\alpha)$, $x>0$, where both $\alpha>0$ (the shape parameter) and $\lambda>0$ (the reciprocal scale…

Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…

Commonly observed patterns typically follow a few distinct families of probability distributions. Over one hundred years ago, Karl Pearson provided a systematic derivation and classification of the common continuous distributions. His…

Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-stable distribution. These distributions can be parametrized…

We review the alternative proposals introduced recently in the literature to update the standard formula to estimate the uncertainty on the mean of repeated measurements, and we compare their performances on synthetic examples with normal…

In this paper we take up Bayesian inference in general multivariate stable distributions. We exploit the representation of Matsui and Takemura (2009) for univariate projections, and the representation of the distributions in terms of their…

Let $X$ have a Generalized Poisson distribution with mean $kb$, where $b$ is a known constant in the unit interval and $k$ is a discrete, non-negative parameter. We show that if an uninformative uniform prior for $k$ is assumed, then the…

The Weibull distribution can be obtained using a power transformation from the standard exponential distribution. In this article, we will consider a symmetrized power transformation of a random variable with the standard normal…

The gamma difference distribution is defined as the difference of two gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear…

The beta normal distribution is a generalization of both the normal distribution and the normal order statistics. Some of its mathematical properties and a few applications have been studied in the literature. We provide a better foundation…

In this paper, we introduce the Birnbaum-Saunders power series class of distributions which is obtained by compounding Birnbaum-Saunders and power series distributions. The new class of distributions has as a particular case the…

A class of discrete probability distributions contains distributions with limited support, i.e. possible argument values are limited to a set of numbers (typically consecutive). Examples of such data are results from subjective experiments…

Several bivariate beta distributions have been proposed in the literature. In particular, Olkin and Liu (2003) proposed a 3 parameter bivariate beta model, which Arnold and Ng (2011) extend to 5 and 8 parameter models. The 3 parameter model…