相关论文: Letter to the Editor of Annals of Applied Statisti…
I discuss comments and claims made in Stehlik and Hermann (2015) about skewed Lambert W x F random variables and the IGMM algorithm. I clarify misunderstandings about the definition and use of Lambert W x F distributions and show that most…
Originating from a system theory and an input/output point of view, I introduce a new class of generalized distributions. A parametric nonlinear transformation converts a random variable $X$ into a so-called Lambert $W$ random variable $Y$,…
Several distributions and families of distributions are proposed to model skewed data, think, e.g., of skew-normal and related distributions. Lambert W random variables offer an alternative approach where, instead of constructing a new…
In my 2011 Annals of Applied Statistics article [Goerg (2011)] I wrote that "Whereas the Lambert $W$ function plays an important role in mathematics, physics, chemistry, biology and other fields, it has not yet been used in statistics."…
We introduce a class of logarithmic Lambert W random variables for a specific family of distributions. In particular, we characterize the log-Lambert W random variables for chi-squared distributions which naturally appear in the likelihood…
We study a well-known problem concerning a random variable $Z$ uniformly distributed between two independent random variables. A new extension has been introduced for this problem and fairly large classes of randomly weighted average…
In this note, convergence of random variables will be revisited. We will give the answers to 5 questions among the 6 open questions introduced in (Convergence rates in the law of large numbers and new kinds of convergence of random…
In this paper, we proposed a new lifetime distribution namely generalized weighted Lindley (GLW) distribution. The GLW distribution is a useful generalization of the weighted Lindley distribution, which accommodates increasing, decreasing,…
A new distribution on (0, 1), generalized Log-Lindley distribution, is proposed by extending the Log-Lindley distribution. This new distribution is shown to be a weighted Log-Lindley distribution. Important probabilistic and statistical…
We deal with a general class of extreme-value regression models introduced by Barreto- Souza and Vasconcellos (2011). Our goal is to derive an adjusted likelihood ratio statistic that is approximately distributed as \c{hi}2 with a high…
In environmental studies, many data are typically skewed and it is desired to have a flexible statistical model for this kind of data. In this paper, we study a class of skewed distributions by invoking arguments as described by Ferreira…
The past two decades have witnessed a surge of new research in the analysis of randomized experiments. The emergence of this literature may seem surprising given the widespread use and long history of experiments as the "gold standard" in…
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…
For the extended skew-normal distribution, which represents an extension of the normal (or Gaussian) distribution, we focus on the properties of the log-likelihood function and derived quantities in the the bivariate case. Specifically, we…
This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…
This paper presents a new methodology for generating continuous statistical distributions, integrating the exponentiated odds ratio within the framework of survival analysis. This new method enhances the flexibility and adaptability of…
The paper by Alfons, Croux and Gelper (2013), Sparse least trimmed squares regression for analyzing high-dimensional large data sets, considered a combination of least trimmed squares (LTS) and lasso penalty for robust and sparse…
With the progress of information technology, large amounts of asymmetric, leptokurtic and heavy-tailed data are arising in various fields, such as finance, engineering, genetics and medicine. It is very challenging to model those kinds of…
The paper presents a novel asymptotic distribution for a mle when the log--likelihood is strictly concave in the parameter for all data points; for example, the exponential family. The new asymptotic distribution can be seen as a refinement…
A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…