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The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…

统计方法学 · 统计学 2007-10-26 J. H. Sepanski , Lingji Kong

A class of discrete probability distributions contains distributions with limited support. A typical example is some variant of a Likert scale, with response mapped to either the $\{1, 2, \ldots, 5\}$ or $\{-3, -2, \ldots, 2, 3\}$ set. An…

应用统计 · 统计学 2022-04-25 Bogdan Ćmiel , Jakub Nawała , Lucjan Janowski , Krzysztof Rusek

A class of discrete probability distributions contains distributions with limited support, i.e. possible argument values are limited to a set of numbers (typically consecutive). Examples of such data are results from subjective experiments…

统计方法学 · 统计学 2019-09-11 Lucjan Janowski , Bogdan Ćmiel , Krzysztof Rusek , Jakub Nawała , Zhi Li

This article gives a formula for associated Stirling numbers of the second kind based on the moment of a sum of independent random variables having a beta distribution. From this formula we deduce, using probabilistic approaches, lower and…

概率论 · 数学 2026-01-14 Jakub Gismatullin , Patrick Tardivel

In this paper we study a broad class of distribution functions which is defined by means of reflected generalized beta distribution. This class includes that of Beta-generated distribution as a special case. In particular, we use this class…

统计理论 · 数学 2016-07-20 Ibrahim Elbatal , Francesca Condino , Filippo Domma

Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…

概率论 · 数学 2017-01-25 Rachel Traylor

We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…

统计方法学 · 统计学 2010-08-17 Wagner Barreto-Souza , Alessandro H. S. Santos , Gauss M. Cordeiro

The distribution of impact factors has been modeled in the recent informetric literature using two-exponent law proposed by Mansilla et al. (2007). This paper shows that two distributions widely-used in economics, namely the Dagum and…

数字图书馆 · 计算机科学 2013-12-30 Michal Brzezinski

A new generalization of the family of Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution that includes three recently proposed families namely the Garhy generated family (Elgarhy et al., 2016), Beta-Dagum and Beta-Singh-Maddala…

统计理论 · 数学 2016-08-23 Laba Handique , Subrata Chakraborty

We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…

数据分析、统计与概率 · 物理学 2007-05-23 M. Hisakado , K. Kitsukawa , S. Mori

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

概率论 · 数学 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

A new five-parameter continuous distribution which generalizes the Kumaraswamy and the beta distributions as well as some other well-known distributions is proposed and studied. The model has as special cases new four- and three-parameter…

统计方法学 · 统计学 2010-04-07 Jalmar M. F. Carrasco , Silvia L. P. Ferrari , Gauss M. Cordeiro

In this paper we propose a new family of distribution considering Generalized Marshal-Olkin distribution as the base line distribution in the Beta-G family of Construction. The new family includes Beta-G (Eugene et al. 2002 and Jones, 2004)…

统计理论 · 数学 2016-09-16 Laba Handique , Subrata Chakraborty

We approach the Generalized Beta (GB) family of distributions using a mean-reverting stochastic differential equation (SDE) for a power of the variable, whose steady-state (stationary) probability density function (PDF) is a modified GB…

统计金融 · 定量金融 2023-07-10 Jiong Liu , R. A. Serota

A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…

概率论 · 数学 2015-02-10 Lev B. Klebanov , Svetlozar T. Rachev

A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…

统计理论 · 数学 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty

We consider probability distributions with constant rate on partially ordered sets, generalizing distributions in the usual reliability setting that have constant failure rate. In spite of the minimal algebraic structure, there is a…

概率论 · 数学 2010-04-08 Kyle Siegrist

Recent approaches to the problem of inferring a continuous probability distribution from a finite set of data have used a scalar field theory for the form of the prior probability distribution. This letter presents a more general form for…

数据分析、统计与概率 · 物理学 2007-05-23 David M. Schmidt

The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…

统计理论 · 数学 2020-07-27 Roberto Vila , Jeremias Leão , Helton Saulo , Mirza Nabeed , Manoel Santos-Neto

We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…

统计理论 · 数学 2022-06-06 R. J. Cintra , L. C. Rêgo , G. M. Cordeiro , A. D. C. Nascimento
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