Results 41 to 50 of about 1,035 (153)
A note on bivariate Archimax copulas
Dependence Modeling, 2018 We present an analytical proof of the characterisation of bivariate Archimax copulas in terms of the properties of their generating functions.
Durante Fabrizio +2 more
doaj +1 more source
Estimation of Power Lomax Distribution for Censored Data With Applications
Journal of Mathematics, Volume 2025, Issue 1, 2025.In this study, power Lomax (PL) distribution parameters are estimated under an adaptive Type‐II progressive censoring scheme, utilizing both frequentist and Bayesian statistical estimations. The model parameters, reliability and hazard functions, and coefficient of variation are all determined using an iterative procedure in the frequentist estimation.
Abdelfattah Mustafa +2 more
wiley +1 more source
On comprehensive families of copulas involving the three basic copulas and transformations thereof
Dependence ModelingComprehensive families of copulas including the three basic copulas (at least as limit cases) are useful tools to model countermonotonicity, independence, and comonotonicity of pairs of random variables on the same probability space. In this contribution,
Saminger-Platz Susanne +4 more
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On quantile based co-risk measures and their estimation
Dependence Modeling, 2020 Conditional Value-at-Risk (CoVaR) is defined as the Value-at-Risk of a certain risk given that the related risk equals a given threshold (CoVaR=) or is smaller/larger than a given threshold ...
Fuchs Sebastian, Trutschnig Wolfgang
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Characterization of Bimodal Extension of the Generalized Gamma Distribution [PDF]
, 2018 Cankaya et al. (2015) [1] introduced a bimodal extension of the generalized gamma distribution and studied certain properties and applicability of this distribution. This is a continuous distribution whose probability density function is defined via two
Hamedani, Gholamhossein G.
core +1 more source
Journal of Mathematics, Volume 2025, Issue 1, 2025.This study presents a comparative analysis of frequentist and Bayesian estimation techniques for the parameters of the inverse power Lomax distribution, employing an adaptive Type‐II progressive censoring approach. The maximum likelihood estimations (MLEs) and their corresponding asymptotic confidence intervals are derived.
Samah M. Ahmed +3 more
wiley +1 more source
Journal of Probability and Statistics, Volume 2025, Issue 1, 2025.This paper introduces a new two‐parameter unit Weibull distribution defined on the interval (0, 1). It discusses the methodology for deriving its probability density function (PDF), explores various properties, and presents related functions. Numerous figures illustrate the distribution and demonstrate its effectiveness in fitting a wide range of ...
Iman M. Attia, Hyungjun Cho
wiley +1 more source
Modelling cascading effects for systemic risk: Properties of the Freund copula
Dependence Modeling, 2019 We consider a dependent lifetime model for systemic risk, whose basic idea was for the first time presented by Freund. This model allows to model cascading effects of defaults for arbitrarily many economic agents.
Guzmics Sándor, Pflug Georg Ch.
doaj +1 more source
Penyesuaian distribusi proses keberangkatan sepeda motor dari lahan parkir saat waktu puncak
Majalah Ilmiah Matematika dan Statistika, 2023 The study aims to model the distribution of motorcycle departures from the parking lot at peak times with the Poisson process approach. This process involves a discrete number of departures and continuous interdeparture time. The probability distribution
Rifdatun Ni'mah, Regita Putri Permata
doaj +1 more source
Journal of Mathematics, Volume 2024, Issue 1, 2024.This paper introduces a new probability distribution called the mixture symmetric gamma (MSG) distribution, which is defined as a mixture of two symmetric gamma distributions. Its statistical properties and applications are explored. We first examine its mathematical properties, including the possible shapes of the corresponding probability density ...
Christophe Chesneau +4 more
wiley +1 more source