相关论文: Generalized Method of Moments and Percentile Metho…

This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…

In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variables model where the unknown measurement error distribution is…

In this work we introduce the class of unit-Weibull Autoregressive Moving Average models for continuous random variables taking values in $(0,1)$. The proposed model is an observation driven one, for which, conditionally on a set of…

The importance of continuously emerging new distribution is a mandate to understand the world and environment surrounding us. In this paper, the author will discuss a new distribution defined on the interval (0,1) as regards the methodology…

The Generalized Method of Moments (GMM) is a partition of unity based technique for solving electromagnetic and acoustic boundary integral equations. Past work on the GMM for electromagnetics was confined to geometries modeled by piecewise…

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…

Dombi et al. (2019) introduced a three parameter omega distribution and showed that its asymptotic distribution is the Weibull model. We propose a new record-based transmuted generalization of the unit omega distribution by considering…

In this paper, we introduce a new distribution called Burr III-Weibull(BW) distribution using the concept of competing risk. We derive moments, conditional moments, mean deviation and quantiles of the proposed distribution. Also the Renyi's…

In this paper, we propose a reduced version of the new modified Weibull (NMW) distribution due to Almalki and Yuan \cite{meNMW} in order to avoid some estimation problems. The number of parameters in the NMW distribution is five. The number…

For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's…

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…

This paper addresses the problem of estimating the extreme value index in presence of random censoring for distributions in the Weibull domain of attraction. The methodologies introduced in [Worms (2014)], in the heavy-tailed case, are…

Precisely estimating out-of-sample upper quantiles is very important in risk assessment and in engineering practice for structural design to prevent a greater disaster. For this purpose, the generalized extreme value (GEV) distribution has…

In this letter, we revisit the problem of maximum likelihood estimation (MLE) of parameters of Gaussian Mixture Model (GMM) and show a new derivation for its parameters. The new derivation, unlike the classical approach employing the…

This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient estimator requires explicit nonparametric estimation and so…

Gaussian mixture models are universal approximators in the sense that any smooth density can be approximated arbitrarily well with a Gaussian mixture model with enough components. Due to their broad expressive power, Gaussian mixture models…

In reliability and life data analysis, the Weibull distribution is widely used to accommodate more data characteristics by changing the values of the parameters. We frequently observe many zeros or close to zero data points in reliability…

For many inference problems in statistics and econometrics, the unknown parameter is identified by a set of moment conditions. A generic method of solving moment conditions is the Generalized Method of Moments (GMM). However, classical GMM…

This paper explores the extension of the classical two-parameter Weibull distribution to a four-parameter Harris extended Weibull (HEW) distribution. The flexibility of this probability distribution is illustrated by the varying shapes of…

This paper investigates the moment monotonicity property of Weibull, Gamma, and Log-normal distributions. We provide the first complete mathematical proofs for the monotonicity of the function $E(X^n)^{\frac{1}{n}}$ specific to these…