Articles

The transmuted geometric-quadratic hazard rate distribution: development, properties, characterizations and applications

We propose a five parameter transmuted geometric quadratic hazard rate (TG-QHR) distribution derived from mixture of quadratic hazard rate (QHR), geometric and transmuted distributions via the application of t...

Authors: Fiaz Ahmad Bhatti, G. G. Hamedani, Mustafa Ç. Korkmaz and Munir Ahmad

A nonparametric approach for quantile regression

Quantile regression estimates conditional quantiles and has wide applications in the real world. Estimating high conditional quantiles is an important problem. The regular quantile regression (QR) method often...

Authors: Mei Ling Huang and Christine Nguyen

Mean and variance of ratios of proportions from categories of a multinomial distribution

Ratio distribution is a probability distribution representing the ratio of two random variables, each usually having a known distribution. Currently, there are results when the random variables in the ratio fo...

Authors: Frantisek Duris, Juraj Gazdarica, Iveta Gazdaricova, Lucia Strieskova, Jaroslav Budis, Jan Turna and Tomas Szemes

The power-Cauchy negative-binomial: properties and regression

We propose and study a new compounded model to extend the half-Cauchy and power-Cauchy distributions, which offers more flexibility in modeling lifetime data. The proposed model is analytically tractable and c...

Authors: Muhammad Zubair, Muhammad H. Tahir, Gauss M. Cordeiro, Ayman Alzaatreh and Edwin M. M. Ortega

Families of distributions arising from the quantile of generalized lambda distribution

In this paper, the class of T-R {generalized lambda} families of distributions based on the quantile of generalized lambda distribution has been proposed using the T-R{Y} framework. In the development of the T-R{

Authors: Mahmoud Aldeni, Carl Lee and Felix Famoye

Risk ratios and Scanlan’s HRX

Risk ratios are distribution function tail ratios and are widely used in health disparities research. Let A and D denote advantaged and disadvantaged populations with cdfs F _...

Authors: Hoben Thomas and Thomas P. Hettmansperger

Joint distribution of k-tuple statistics in zero-one sequences of Markov-dependent trials

We consider a sequence of n, n≥3, zero (0) - one (1) Markov-dependent trials. We focus on k-tuples of 1s; i.e. runs of 1s of length at least equal to a fixed integer number k, 1≤k≤n. The statistics denoting the n...

Authors: Anastasios N. Arapis, Frosso S. Makri and Zaharias M. Psillakis

A useful extension of the Burr III distribution

For any continuous baseline G distribution, Zografos and Balakrishnan (Statistical Methodology 6:344–362, 2009) introduced the gamma-generated family of distributions with an extra shape parameter. Based on th...

Authors: Gauss M. Cordeiro, Antonio E. Gomes, Cibele Q. da-Silva and Edwin M. M. Ortega

Quantile regression for overdispersed count data: a hierarchical method

Generalized Poisson regression is commonly applied to overdispersed count data, and focused on modelling the conditional mean of the response. However, conditional mean regression models may be sensitive to re...

Authors: Peter Congdon

Describing the Flexibility of the Generalized Gamma and Related Distributions

The generalized gamma (GG) distribution is a widely used, flexible tool for parametric survival analysis. Many alternatives and extensions to this family have been proposed. This paper characterizes the flexib...

Authors: Matthew Matheson, Alvaro Muñoz and Christopher Cox

Analysis of case-control data with interacting misclassified covariates

Case-control studies are important and useful methods for studying health outcomes and many methods have been developed for analyzing case-control data. Those methods, however, are vulnerable to mismeasurement...

Authors: Grace Y. Yi and Wenqing He

Correction to: a flexible distribution class for count data

Authors: Kimberly F. Sellers, Andrew W. Swift and Kimberly S. Weems

Erlang renewal models for genetic recombination

Erlang renewal models, also called chi-squared models, provide a tractable model for genetic recombination that exhibits positive interference. Closed form expressions for multilocus probabilities are derived ...

Authors: John P. Nolan

On Poisson–Tweedie mixtures

Poisson-Tweedie mixtures are the Poisson mixtures for which the mixing measure is generated by those members of the family of Tweedie distributions whose support is non-negative. This class of non-negative int...

Authors: Vladimir V. Vinogradov and Richard B. Paris

A permutation test for comparing rotational symmetry in three-dimensional rotation data sets

Although there have been fairly recent advances regarding inference for three-dimensional rotation data, there are still many areas of interest yet to be explored. One such area involves comparing the rotation...

Authors: Melissa A. Bingham and Marissa L. Scray

A flexible distribution class for count data

The Poisson, geometric and Bernoulli distributions are special cases of a flexible count distribution, namely the Conway-Maxwell-Poisson (CMP) distribution – a two-parameter generalization of the Poisson distr...

Authors: Kimberly F. Sellers, Andrew W. Swift and Kimberly S. Weems

Statistical reasoning in dependent p-generalized elliptically contoured distributions and beyond

First, likelihood ratio statistics for checking the hypothesis of equal variances of two-dimensional Gaussian vectors are derived both under the standard ...

Authors: Wolf-Dieter Richter

Rank correlation under categorical confounding

Rank correlation is invariant to bijective marginal transformations, but it is not immune to confounding. Assuming a categorical confounding variable is observed, the author proposes weighted coefficients of c...

Authors: Jean-François Plante

A new diversity estimator

The maximum likelihood estimator (MLE) of Gini-Simpson’s diversity index (GS) is widely used but suffers from large bias when the number of species is large or infinite. We propose a new estimator of the GS in...

Authors: Lukun Zheng and Jiancheng Jiang

Optimal two-stage pricing strategies from the seller’s perspective under the uncertainty of buyer’s decisions

In Punta del Este, a resort town in Uruguay, real-estate property is in demand by both domestic and foreign buyers. There are several stages of selling residential units: before, during, and after the actual c...

Authors: Martín Egozcue, Jiang Wu and Ričardas Zitikis

Goodness of fit for the logistic regression model using relative belief

A logistic regression model is a specialized model for product-binomial data. When a proper, noninformative prior is placed on the unrestricted model for the product-binomial model, the hypothesis H ...

Authors: Luai Al-Labadi, Zeynep Baskurt and Michael Evans

The Kumaraswamy transmuted Pareto distribution

In this work, a new five-parameter Kumaraswamy transmuted Pareto (KwTP) distribution is introduced and studied. We discuss various mathematical and statistical properties of the distribution including obtaining e...

Authors: Sher B. Chhetri, Alfred A. Akinsete, Gokarna Aryal and Hongwei Long

Alternative approaches for econometric modeling of panel data using mixture distributions

The economic researcher is sometimes confronted with panel datasets that come from a population made of a finite number of subpopulations. Within each subpopulation the individuals may also be heterogenous acc...

Authors: Judex Hyppolite

Mittag - Leffler function distribution - a new generalization of hyper-Poisson distribution

In this paper a new generalization of the hyper-Poisson distribution is proposed using the Mittag-Leffler function. The hyper-Poisson, displaced Poisson, Poisson and geometric distributions among others are se...

Authors: Subrata Chakraborty and S. H. Ong

A note on inconsistent families of discrete multivariate distributions

We construct a d-dimensional discrete multivariate distribution for which any proper subset of its components belongs to a specific family of distributions. However, the joint d-dimensional distribution fails to ...

Authors: Sugata Ghosh, Subhajit Dutta and Marc G. Genton

The odd log-logistic logarithmic generated family of distributions with applications in different areas

We introduce and study general mathematical properties of a new generator of continuous distributions with three extra parameters called the odd log-logistic logarithmic generated family of distributions. We p...

Authors: Morad Alizadeh, S. M. T. K. MirMostafee, Edwin M. M. Ortega, Thiago G. Ramires and Gauss M. Cordeiro

Recent developments on the moment problem

We consider univariate distributions with finite moments of all positive orders. The moment problem is to determine whether or not a given distribution is uniquely determined by the sequence of its moments. Th...

Authors: Gwo Dong Lin

High quantile regression for extreme events

For extreme events, estimation of high conditional quantiles for heavy tailed distributions is an important problem. Quantile regression is a useful method in this field with many applications. Quantile regres...

Authors: Mei Ling Huang and Christine Nguyen

Marginalized mixture models for count data from multiple source populations

Mixture distributions provide flexibility in modeling data collected from populations having unexplained heterogeneity. While interpretations of regression parameters from traditional finite mixture models are...

Authors: Habtamu K. Benecha, Brian Neelon, Kimon Divaris and John S. Preisser

The ubiquity of the Simpson’s Paradox

The Simpson’s Paradox is the phenomenon that appears in some datasets, where subgroups with a common trend (say, all negative trend) show the reverse trend when they are aggregated (say, positive trend). Even if ...

Authors: Alessandro Selvitella

Simulation of polyhedral convex contoured distributions

In low dimensions, the relatively easily implementable acceptance-rejection method for generating polyhedral convex contoured uniform distributions is compared to more sophisticated particular methods from the...

Authors: Wolf-Dieter Richter and Kay Schicker

Generalized log-logistic proportional hazard model with applications in survival analysis

Proportional hazard (PH) models can be formulated with or without assuming a probability distribution for survival times. The former assumption leads to parametric models, whereas the latter leads to the semi-...

Authors: Shahedul A. Khan and Saima K. Khosa

Exponentiated Marshall-Olkin family of distributions

We study general mathematical properties of a new class of continuous distributions with three extra shape parameters called the exponentiated Marshal-Olkin family of distributions. Further, we present some sp...

Authors: Cícero R. B. Dias, Gauss M. Cordeiro, Morad Alizadeh, Pedro Rafael Diniz Marinho and Hemílio Fernandes Campos Coêlho

An R package for modeling and simulating generalized spherical and related distributions

A flexible class of multivariate generalized spherical distributions with star-shaped level sets is developed. To work in dimension above two requires tools from computational geometry and multivariate numeric...

Authors: John P. Nolan

Compounding of distributions: a survey and new generalized classes

Generalizing distributions is an old practice and has ever been considered as precious as many other practical problems in statistics. It simply started with defining different mathematical functional forms, a...

Authors: Muhammad H Tahir and Gauss M. Cordeiro

The generalized Cauchy family of distributions with applications

A family of generalized Cauchy distributions, T-Cauchy{Y} family, is proposed using the T-R{Y} framework. The family of distributions is generated using the quantile functions of uniform, exponential, log-logisti...

Authors: Ayman Alzaatreh, Carl Lee, Felix Famoye and Indranil Ghosh

pTAS distributions with application to risk management

The family of positive tempered α-stable (pTAS) or sometimes also tempered one-sided α-stable distributions dates back to Tweedie (1984) and Hougaard (1986) who discussed it in the context of frailty distribution...

Authors: Matthias Fischer and Kevin Jakob

A class of continuous bivariate distributions with linear sum of hazard gradient components

The main purpose of this article is to characterize a class of bivariate continuous non-negative distributions such that the sum of the components of underlying hazard gradient vector is a linear function of i...

Authors: Jayme Pinto and Nikolai Kolev

Nonparametric rank based estimation of bivariate densities given censored data conditional on marginal probabilities

In this note we develop a new Kaplan-Meier product-limit type estimator for the bivariate survival function given right censored data in one or both dimensions. Our derivation is based on extending the constra...

Authors: Alan D. Hutson

Exact inference on scaling parameters in norm and antinorm contoured sample distributions

Exact distributions of generalized Chi-square and Fisher statistics are used to derive confidence intervals and significance tests for inferring on one or two scaling parameters, respectively, under non-standa...

Authors: Wolf-Dieter Richter

The gamma extended Weibull distribution

The two-parameter Weibull has been the most popular distribution for modeling lifetime data. We propose a four-parameter gamma extended Weibull model, which generalizes the Weibull and extended Weibull distrib...

Authors: Gauss M. Cordeiro, Maria do Carmo S. Lima, Antonio E. Gomes, Cibele Q. da-Silva and Edwin M. M. Ortega

Flexible modelling of survival curves for censored data

This article outlines flexible strategies to model survival curves for censored data and find parametric confidence intervals using generalised lambda distributions. Owing to the rich shapes of generalised lam...

Authors: Steve Su

Extended Conway-Maxwell-Poisson distribution and its properties and applications

A new four parameter extended Conway-Maxwell-Poisson (ECOMP) distribution which unifies the recently proposed COM-Poisson type negative binomial (COM-NB) distribution [Chakraborty, S. and Ong, S. H. (2014): A COM...

Authors: Subrata Chakraborty and Tomoaki Imoto

An extended-G geometric family

We introduce and study the extended-G geometric family of distributions, which contains as special models some important distributions such as the XTG (Xie et al. 2002) geometric, Weibull geometric, Chen (Chen 20...

Authors: Gauss M. Cordeiro, Giovana O. Silva and Edwin M. M. Ortega

Skewness-kurtosis adjusted confidence estimators and significance tests

First and second kind modifications of usual confidence intervals for estimating the expectation and of usual local alternative parameter choices are introduced in a way such that the asymptotic behavior of th...

Authors: Wolf-Dieter Richter

Testing the Rasch model with the conditional likelihood ratio test: sample size requirements and bootstrap algorithms

The Rasch model allows for a conditional likelihood ratio goodness of fit test. The speed of approximation of the test statistic to the limiting distribution as a function of sample size and test length has no...

Authors: Rainer W. Alexandrowicz and Clemens Draxler

Characterizations of Kumaraswamy-geometric distribution

Certain characterizations of Kumaraswamy-geometric distribution introduced by Akinsete et al. (JSDA 1:1-21, 2014) are presented.

Authors: G. G. Hamedani

Characterizations of folded student’s t distribution

A probability distribution can be characterized through various methods. In this paper, we have established some new characterizations of folded Student’s t distribution by truncated first moment, order statistic...

Authors: M. Ahsanullah, M. Shakil and B. M. Golam Kibria

Simple robust parameter estimation for the Birnbaum-Saunders distribution

We study the problem of robust estimation for the two-parameter Birnbaum-Saunders distribution. It is well known that the maximum likelihood estimator (MLE) is efficient when the underlying model is true but a...

Authors: Min Wang, Chanseok Park and Xiaoqian Sun

A new generalized Weibull family of distributions: mathematical properties and applications

We propose a generalized Weibull family of distributions with two extra positive parameters to extend the normal, gamma, Gumbel and inverse Gausssian distributions, among several other well-known distributions...

Authors: Gauss M. Cordeiro, Edwin M. M. Ortega and Thiago G. Ramires