相关论文: Benfordness of the Generalized Gamma Distribution

We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…

Two approaches are suggested to the definition of asymmetric generalized Weibull distribution. These approaches are based on the representation of the two-sided Weibull distributions as variance-mean normal mixtures or more general…

Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…

This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…

In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…

We collect well known and less known facts about the bivariate normal distribution and translate them into copula language. In addition, we prove a very general formula for the bivariate normal copula, we compute Gini's gamma, and we…

The properties of eigenvalues of large dimensional random matrices have received considerable attention. One important achievement is the existence and identification of the limiting spectral distribution of the empirical spectral…

In this report I present a possible scenario which can lead to the emergence of a generalised Gamma distribution first presented by R. Osorio et al. as the distribution of traded volumes of stocks in financial markets. This propose is…

Univariate Weibull distribution is a well-known lifetime distribution and has been widely used in reliability and survival analysis. In this paper, we introduce a new family of bivariate generalized Weibull (BGW) distributions, whose…

A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of…

In this paper we propose and solve a generalization of the Bernoulli Differential Equation, by means of a generalized fractional derivative. First we prove a generalization of Gronwall's inequality, which is useful for studying the…

A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…

This paper generalizes beta divergence beyond its classical form associated with power variance functions of Tweedie models. Generalized form is represented by a compact definite integral as a function of variance function of the…

We consider a generalization of the variance-gamma (generalized asymmetric Laplace) distribution, defined as a normal mean - variance mixture with a gamma mixing distribution. While this model is typically studied in the univariate setting,…

In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…

The gamma distribution is a useful model for small area prediction of a skewed response variable. We study the use of the gamma distribution for small area prediction. We emphasize a model, called the gamma-gamma model, in which the area…

Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…

The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and distributional…

This article presents a concise proof of the famous Benford's law when the distribution has a Riemann integrable probability density function and provides a criterion to judge whether a distribution obeys the law. The proof is intuitive and…

By recognizing that the main difficulty of the modeling of daily precipitation amounts is the selection of an appropriate probability distribution, this study aims to establish a model selection framework to identify the appropriate…