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Weibull distribution is widely used in modelling health data. However, its lack of sufficient tail flexibility often results in poor fit in extreme events. We proposed another three-parameter extension of the Weibull distribution with…

统计方法学 · 统计学 2026-04-07 Isqeel Ogunsola , Nurudeen Ajadi , Gboyega Adepoju

The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole…

统计金融 · 定量金融 2008-12-02 Zhi-Qiang Jiang , Wei Chen , Wei-Xing Zhou

Weibull distribution has received a wide range of applications in engineering and science. The utility and usefulness of an estimator is highly subject to the field of practitioner's study. In practice users looking for their desired…

统计计算 · 统计学 2019-02-18 Sahar Sadani , Kamel Abdollahnezhad , Mahdi Teimouri , Vahid Ranjbar

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…

统计方法学 · 统计学 2012-12-23 Eisa Mahmoudi , Mitra Shiran

In this paper, we introduce a new four-parameter generalization of the exponentiated Weibull (EW) distribution, called the exponentiated Weibull-logarithmic (EWL) distribution, which obtained by compounding EW and logarithmic distributions.…

统计方法学 · 统计学 2014-02-24 Eisa Mahmoudi , Afsaneh Sepahdar , Artur Lemonte

In this paper, we consider the problem of estimating an extreme quantile of a Weibull tail-distribution. The new extreme quantile estimator has a reduced bias compared to the more classical ones proposed in the literature. It is based on an…

统计方法学 · 统计学 2011-04-01 Jean Diebolt , Laurent Gardes , Stéphane Girard , Armelle Guillou

This paper is devoted to study a new three- parameters model called the Exponential Flexible Weibull extension (EFWE) distribution which exhibits bathtub-shaped hazard rate. Some of it's statistical properties are obtained including…

统计理论 · 数学 2016-05-27 Beih S. El-Desouky , Abdelfattah Mustafa , Shamsan AL-Garash

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…

统计方法学 · 统计学 2024-08-29 Ashok Kumar Pathak , Mohd. Arshad , Qazi J. Azhad , Mukti Khetan , Arvind Pandey

Power laws and power laws with exponential cut-off are two distinct families of distributions on the positive real half-line. In the present paper, we propose a unified treatment of both families by building a family of distributions that…

In this paper, we introduce a new class of distributions by compounding the exponentiated extended Weibull family and power series family. This distribution contains several lifetime models such as the complementary extended Weibull-power…

其他统计学 · 统计学 2015-03-31 Saeid Tahmasebi , Ali Akbar Jafari

To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus…

统计力学 · 物理学 2008-12-02 Hari M. Gupta , Jose R. Campanha

We deal with the power-law q-distribution functions, so-called q-exponentials in nonextensive statistics. The system considered is a many-body Hamiltonian system with arbitrary interacting potentials. We find that the usual form of…

统计力学 · 物理学 2015-08-10 Jiulin Du

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…

统计方法学 · 统计学 2022-06-06 Sumangal Bhattacharya , Ishapathik Das , Muralidharan Kunnummal

This paper introduces a new generalization of the power generalized Weibull distribution called the generalized power generalized Weibull distribution. This distribution can also be considered as a generalization of Weibull distribution.…

统计理论 · 数学 2018-10-16 Mahmoud Ali Selim

We analyze waiting times for price changes in a foreign currency exchange rate. Recent empirical studies of high frequency financial data support that trades in financial markets do not follow a Poisson process and the waiting times between…

物理与社会 · 物理学 2009-11-11 Naoya Sazuka

The univariate quantile-quantile (Q-Q) plot is a well-known graphical tool for examining whether two data sets are generated from the same distribution or not. It is also used to determine how well a specified probability distribution fits…

统计理论 · 数学 2014-07-07 Subhra Sankar Dhar , Biman Chakraborty , Probal Chaudhuri

In this paper, we introduce a new class of bivariate distributions called the bivariate exponentiated extended Weibull distributions. The model introduced here is of Marshall-Olkin type. This new class of bivariate distributions contains…

统计方法学 · 统计学 2015-07-28 Rasool Roozegar , Ali Akbar Jafari

The maximum ${\log}_q$ likelihood estimation method is a generalization of the known maximum $\log$ likelihood method to overcome the problem for modeling non-identical observations (inliers and outliers). The parameter $q$ is a tuning…

统计方法学 · 统计学 2020-12-16 Mehmet Niyazi Çankaya , Roberto Vila

To examine the effect of exponential, Weibull and Gompertz distributions on sample size determination for superiority trials (STs) or non-inferiority trials (NTs) with time-to-event data, we present two sample size formulas for STs or NTs…

应用统计 · 统计学 2021-06-22 Dong Han , Yawen Hou , Zheng Chen

In this paper, a new bivariate discrete distribution is introduced which called bivariate discrete exponentiated Weibull (BDEW) distribution. Several of its mathematical statistical properties are derived such as the joint cumulative…

统计理论 · 数学 2018-05-15 M. El- Morshedy , A. A. Khalil
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