Most Accessed Articles: Journal of Statistical Distributions and Applicationshttps://jsdajournal.springeropen.comMost Accessed Articles: Journal of Statistical Distributions and ApplicationsExponentiated Kumaraswamy-Dagum distribution with applications to income and lifetime datahttps://jsdajournal.springeropen.com/articles/10.1186/2195-5832-1-8A new family of distributions called exponentiated Kumaraswamy-Dagum (EKD) distribution is proposed and studied. This family includes several well known sub-models, such as Dagum (D), Burr III (BIII), Fisk or ...ResearchMon, 16 Jun 2014 00:00:00 GMThttps://jsdajournal.springeropen.com/articles/10.1186/2195-5832-1-8Shujiao Huang and Broderick O Oluyede2014-06-16T00:00:00ZGenerating discrete analogues of continuous probability distributions-A survey of methods and constructionshttps://jsdajournal.springeropen.com/articles/10.1186/s40488-015-0028-6In this paper a comprehensive survey of the different methods of generating discrete probability distributions as analogues of continuous probability distributions is presented along with their applications in...ReviewWed, 05 Aug 2015 00:00:00 GMThttps://jsdajournal.springeropen.com/articles/10.1186/s40488-015-0028-6Subrata Chakraborty2015-08-05T00:00:00ZThe odd generalized exponential family of distributions with applicationshttps://jsdajournal.springeropen.com/articles/10.1186/s40488-014-0024-2We propose a new family of continuous distributions called the odd generalized exponential family, whose hazard rate could be increasing, decreasing, J, reversed-J, bathtub and upside-down bathtub. It includes...MethodologyWed, 04 Feb 2015 00:00:00 GMThttps://jsdajournal.springeropen.com/articles/10.1186/s40488-014-0024-2Muhammad H Tahir, Gauss M Cordeiro, Morad Alizadeh, Muhammad Mansoor, Muhammad Zubair and Gholamhossein G Hamedani2015-02-04T00:00:00ZOn generating T-X family of distributions using quantile functionshttps://jsdajournal.springeropen.com/articles/10.1186/2195-5832-1-2The cumulative distribution function (CDF) of the T-X family is given by R{W(F(x))}, where R is the CDF of a random variable T, F is the CDF of X and W is an increasing function defined on [0, 1] having the suppo...ResearchWed, 11 Jun 2014 00:00:00 GMThttps://jsdajournal.springeropen.com/articles/10.1186/2195-5832-1-2Mohammad A Aljarrah, Carl Lee and Felix Famoye2014-06-11T00:00:00ZComparing the variances of two dependent variableshttps://jsdajournal.springeropen.com/articles/10.1186/s40488-015-0030-zVarious methods have been derived that are designed to test the hypothesis that two dependent variables have a common variance. Extant results indicate that all of these methods perform poorly in simulations. ...MethodologySat, 15 Aug 2015 00:00:00 GMThttps://jsdajournal.springeropen.com/articles/10.1186/s40488-015-0030-zRand Wilcox2015-08-15T00:00:00Z