相关论文: Analysis of Count Data by Transmuted Geometric Dis…
The generalized Pareto distribution (GPD) is a fundamental model for analyzing the tail behavior of a distribution. In particular, the shape parameter of the GPD characterizes the extremal properties of the distribution. As described in…
In this paper we develop a bivariate discrete generalized exponential distribution, whose marginals are discrete generalized exponential distribution as proposed by Nekoukhou, Alamatsaz and Bidram ("Discrete generalized exponential…
In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…
While numerous methods have been proposed for computing distances between probability distributions in Euclidean space, relatively little attention has been given to computing such distances for distributions on graphs. However, there has…
Generalized linear models (GLM) are link function based statistical models. Many supervised learning algorithms are extensions of GLMs and have link functions built into the algorithm to model different outcome distributions. There are two…
Sine-skewed circular distributions are identifiable and have easily-computable trigonometric moments and a simple random number generation algorithm, whereas they are known to have relatively low levels of asymmetry. This study proposes a…
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…
Laplace distribution is popular in the field of economics and finance. Still, data sets often show a lack of symmetry and a tendency of being bounded from either side of their support. In view of this, we introduce a new family of skew…
The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the…
Extreme value distributions are routinely employed to assess risks connected to extreme events in a large number of applications. They typically are two- or three- parameter distributions: the inference can be unstable, which is…
We develop some graph-based tests for spherical symmetry of a multivariate distribution using a method based on data augmentation. These tests are constructed using a new notion of signs and ranks that are computed along a path obtained by…
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,…
Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex, such a step-size schedule artificially slows GD down as it…
The multivariate hypergeometric distribution describes sampling without replacement from a discrete population of elements divided into multiple categories. Addressing a gap in the literature, we tackle the challenge of estimating discrete…
An approach is proposed to calculate Generalized Parton Distributions (GPDs) in a Constituent Quark Model (CQM) scenario. These off-diagonal distributions are obtained from momentum space wave functions to be evaluated in a given non…
In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…
This paper introduces a new two-parameter distribution, referred to as the Shiha distribution, which provides a flexible model for skewed lifetime data with either heavy or light tails. The proposed distribution is applicable to various…
Dynamic Time Warping (DTW) and Geometric Edit Distance (GED) are basic similarity measures between curves or general temporal sequences (e.g., time series) that are represented as sequences of points in some metric space $(X,…
A generalization of the generalized inverse Weibull distribution so-called transmuted generalized inverse Weibull dis- tribution is proposed and studied. We will use the quadratic rank transmutation map (QRTM) in order to generate a…
In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…