相关论文: Balakrishnan Alpha Skew Normal Distribution: Prope…
In this paper, we propose a fully distributed algorithm for joint clock skew and offset estimation in wireless sensor networks based on belief propagation. In the proposed algorithm, each node can estimate its clock skew and offset in a…
The new Sine Skewed Cardioid (ssc) distribution been just introduced and characterized by Ahsanullah (2018). Here, we study the asymptotic properties of its tails by determining its extreme value domain, the characteristic function, the…
Recent studies about cryptocurrency returns show that its distribution can be highly-peaked, skewed, and heavy-tailed, with a large excess kurtosis. To accommodate all these peculiarities, we propose the asymmetric Laplace scale mixture…
A new robust class of multivariate skew distributions is introduced. Practical aspects such as parameter estimation method of the proposed class are discussed, we show that the proposed class can be fitted under a reasonable time frame. Our…
Correlated proportions appear in many real-world applications and present a unique challenge in terms of finding an appropriate probabilistic model due to their constrained nature. The bivariate beta is a natural extension of the well-known…
The class of $\alpha$-stable distributions received much interest for modelling impulsive phenomena occur in engineering, economics, insurance, and physics. The lack of non-analytical form for probability density function is considered as…
In this paper, we develop a simple non-parametric test for testing normal distribution based on the distance between empirical zero-bias transformation and empirical distribution. The asymptotic properties of the test statistic are studied.…
Conventional statistics begins with a model, and assigns a likelihood of obtaining any particular set of data. The opposite approach, beginning with the data and assigning a likelihood to any particular model, is explored here for the case…
An important aspect of the shape of a distribution is the level of asymmetry. Strong asymmetries play a role in many ecosystems and are found in the size and reproductive success of individuals. But the standard third moment coefficient of…
In this paper, a new mixture family of multivariate normal distributions, formed by mixing multivariate normal distribution and skewed distribution, is constructed. Some properties of this family, such as characteristic function, moment…
A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…
In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…
Simulating from a gamma distribution with small shape parameter is a challenging problem. Towards an efficient method, we obtain a limiting distribution for a suitably normalized gamma distribution when the shape parameter tends to zero.…
A novel goodness-of-fit strategy is introduced for testing models of angular power spectra with unknown parameters. Using this strategy, it is possible to assess the validity of such models without specifying the distribution of the angular…
This paper is concerned with making Bayesian inference from data that are assumed to be drawn from a Bingham distribution. A barrier to the Bayesian approach is the parameter-dependent normalising constant of the Bingham distribution,…
We introduce Bhirkuti's Test of Bias Acceptance (BTBA), a standardized framework for evaluating estimator bias in Monte Carlo simulation studies. BTBA uses a simulation-specific standardized score (Z*) and a decision matrix to assess bias…
Natural gradient methods have been used to optimise the parameters of probability distributions in a variety of settings, often resulting in fast-converging procedures. Unfortunately, for many distributions of interest, computing the…
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…
In bayesian wavelet shrinkage, the already proposed priors to wavelet coefficients are assumed to be symmetric around zero. Although this assumption is reasonable in many applications, it is not general. The present paper proposes the use…
We consider the numerical approximation of the spectral fractional diffusion problem based on the so called Balakrishnan representation. The latter consists of an improper integral approximated via quadratures. At each quadrature point, a…