相关论文: Gamma-Lindley distribution and its application
We present the so-called Sill distribution, both in the nonrelativistic and relativistic cases, as a natural and simple way to include the effect of threshold(s) on the energy line shapes of resonances. The Sill is correctly normalized…
In this note we explore the relationship between the operation of convolution of functions and the Eulerian integrals. This approach allow us to obtain some expressions for the convolution of a certain class of functions in terms of the…
A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for…
In this article, a generalized inverse xgamma distribution (GIXGD) has been introduced as the generalized version of the inverse xgamma distribution. The proposed model exhibits the pattern of non-monotone hazard rate and belongs to family…
In this paper we propose a bimodal gamma distribution using a quadratic transformation based on the alpha-skew-normal model. We discuss several properties of this distribution such as mean, variance, moments, hazard rate and entropy…
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…
We introduce a new kind of symbol in the framework of It\^o processes which are bounded on one side. The connection between this symbol and the infinitesimal generator is analyzed. Based on this concept, an integral criterion for invariant…
After briefly outlining the formalism of the Generalized Parton Distributions (GPDs) in the first sections, we discuss some general considerations for their experimental study : in particular, the relation between GPDs and experimental…
This article brings in two new discrete distributions: multidimensional Binomial distribution and multidimensional Poisson distribution. Those distributions were created in eventology as more correct generalizations of Binomial and Poisson…
In this paper, using inverse integral transforms, we derive the exact distribution of the random variable $X$ that is involved in the ratio $Z \stackrel{d}{=} X/(X+Y)$ where $X$ and $Y$ are independent random variables having the same…
This undergraduate thesis focuses on calculating maximum likelihood estimates of parameters in the generalized Gamma distribution using the SeLF algorithm. As an extension of the Gamma distribution, the generalized Gamma distribution can…
Recent results in QCD on multiplicity distributions are briefly reviewed. QCD is able to predict very tiny features of multiplicity distributions which demonstrate that the negative binomial distribution (and, more generally, any infinitely…
In this paper we introduce a new lifetime distribution by compounding exponential and Poisson-Lindley distributions, named exponential Poisson-Lindley distribution. Several properties are derived, such as density, failure rate, mean…
The pseudo-Lindley distribution was introduced as a useful generalization of the Lindley distribution in Zeghdoudi and Nedjar (2016) who showed interesting properties of their new laws and efficiencies in modeling data in Reliability and…
Gamma distributions, which contain the exponential as a special case, have a distinguished place in the representation of near-Poisson randomness for statistical processes; typically, they represent distributions of spacings between events…
In this article, we study the distribution of values of Dirichlet $L$-functions, the distribution of values of the random models for Dirichlet $L$-functions, and the discrepancy between these two kinds of distributions. For each question,…
In this paper, we give Hurwitz-Lerch zeta distributions with $0 < \sigma \ne 1$ by using the Gamma function. Moreover, we define Hurwitz-Lerch type of Euler-Zagier double zeta distributions not only in the region of absolute convergence but…
Variance-Gamma distributions are widely used in financial modelling and contain as special cases the normal, Gamma and Laplace distributions. In this paper we extend Stein's method to this class of distributions. In particular, we obtain a…
The break-by-one gamma distribution has a probability density function resembling the Schechter function, but with the small-argument behavior modified so it is normalizable in commonly arising cases where the Schechter function is not. Its…
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…