相关论文: A Generalized Family of Exponentiated Composite Di…

We propose a new class of discrete generalized linear models based on the class of Poisson-Tweedie factorial dispersion models with variance of the form $\mu + \phi\mu^p$, where $\mu$ is the mean, $\phi$ and $p$ are the dispersion and…

The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world…

We develop two novel approaches for constructing skewed and bimodal flexible distributions that can effectively generalize classical symmetric distributions. We illustrate the application of introduced techniques by extending normal,…

The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…

In this paper a new lifetime distribution, which is called the exponentiated Weibull-geometric (EWG) distribution, is introduced. This new distribution obtained by compounding the exponentiated Weibull and geometric distributions. The EWG…

Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…

In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…

We derive a simple and precise approximation to probability density functions in sampling distributions based on the Fourier cosine series. After clarifying the required conditions, we illustrate the approximation on two examples: the…

We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application,…

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…

Complex systems can be characterized by classes of equivalency of their elements defined according to system specific rules. We propose a generalized preferential attachment model to describe the class size distribution. The model…

We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…

In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…

We prove large (and moderate) deviations for a class of linear combinations of spacings generated by i.i.d. exponentially distributed random variables. We allow a wide class of coefficients which can be expressed in terms of continuous…

In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…

A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…

A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…

Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…

} The main goal of this note is to provide new, mostly multidimensional densities, compactly supported and list many of its properties that enable effective calculations. The idea of obtaining such densities is firstly to build some…

We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…