相关论文: The McDonald Gompertz Distribution: Properties and…

The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies. In this work, we have introduced a bimodal generalization of…

This paper uses convolutions of the gamma density and the one-sided stable density to construct higher level densities. The approach is applied to constructing a 4-parameter Mittag-Leffler density, whose Laplace transform is a corresponding…

A new probability distribution to study lifetime data in reliability is introduced in this paper. This one is a first approach to a non-homogeneous phase-type distribution. It is built by considering one cut-point in the non-negative…

We recently introduced a mM-MCMC scheme that is able to accelerate the sampling of Gibbs distributions when there is a time-scale separation between the complete molecular dynamics and the slow dynamics of a low dimensional reaction…

Hazard rate functions of natural and manufactured systems often show a bathtub shaped failure rate. A high early rate of failures is followed by an extended period of useful working life where failures are rare, and finally the failure rate…

The run-and-tumble (RT) dynamics followed by bacterial swimmers gives rise first to a ballistic motion due to their persistence, and later, through consecutive tumbles, to a diffusive process. Here we investigate how long it takes for a…

We propose a general approach, named by us hyperstatistics, to treat complex systems, in which Boltzmann-Gibbs statistics breaks down in domains of the system. Hyperstatistics preserves the concavity of nonadditive $q$-entropy. We obtain…

Compound Poisson distributions have been employed by many authors to fit experimental data, typically via the method of moments or maximum likelihood estimation. We propose a new technique and apply it to several sets of published data. It…

In computational and applied statistics, it is of great interest to get fast and accurate calculation for the distributions of the quadratic forms of Gaussian random variables. This paper presents a novel approximation strategy that…

This study introduces a new family of probability distributions, termed the alpha power Harris-generalized (APHG) family. The generator arises by incorporating two shape parameters from the Harris-G framework into the alpha power…

We introduce and characterize the Multi-cluster Two-Wave (MTW) fading model, which generalizes \textit{both} the Durgin's Two-Wave with Diffuse Power (TWDP) and the $\kappa$-$\mu$ models under a common umbrella. The MTW model consists of an…

This paper proposes a generalized binomial distribution with four parameters, which is derived from the finite capacity queueing system with state-dependent service and arrival rates. This distribution is also generated from the conditional…

This paper is concerned with an extended Galton-Watson process so as to allow individuals to live and reproduce for more than one unit time. We assume that each individual can live $k$ seasons (time-units) with probability $h_k$, and…

We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

In this paper, we introduce a new three-parameter distribution based on the combination of re-parametrization of the so-called EGNB2 and transmuted exponential distributions. This combination aims to modify the transmuted exponential…

Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…

Macroscopic mechanical properties of polymers are determined by their microscopic molecular chain distribution. Due to randomness of these molecular chains, probability theory has been used to find their micro-states and energy…

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

The finite Gamma mixture model is often used to describe randomness in income data, insurance data, and data from other applications. The popular likelihood approach, however, does not work for this model because the likelihood function is…