Results 51 to 60 of about 157 (131)
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
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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
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Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case
Dependence Modeling, 2019 Two simulation algorithms for hierarchical Archimedean copulas in the case when intra-group generators are not necessarily completely monotone are presented. Both generalize existing algorithms for the completely monotone case.
Mai Jan-Frederik
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Scientific African, 2021 In this paper, a potentiated lifetime model that demonstrates the bathtub-shaped hazard rate function is developed. This proposed model is referred to as Kumaraswamy modified size-biased Lehmann Type-II (Kum–MSBL–II) distribution.
Oluwafemi Samson Balogun +4 more
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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
On Conditional Value at Risk (CoVaR) for tail-dependent copulas
Dependence Modeling, 2017 The paper deals with Conditional Value at Risk (CoVaR) for copulas with nontrivial tail dependence. We show that both in the standard and the modified settings, the tail dependence function determines the limiting properties of CoVaR as the conditioning ...
Jaworski Piotr
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Statistical inference and data analysis of the record-based transmuted Burr X model
Open MathematicsProbability distribution has proven its usefulness in almost every discipline of human endeavors. A novel extension of Bur X distribution is developed in this study employing the record-based transmuted mapping technique, which can be used to fit skewed ...
Alrweili Hleil
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On a Generalized Raised Cosine Distribution: Some Properties, Characterizations and Applications
Moroccan Journal of Pure and Applied Analysis, 2019 In this paper, we introduced a generalization of the raised cosine distribution. We also provided its several distributional properties and characterizations, including percentiles and some applications.
Ahsanullah M. +2 more
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Dependent defaults and losses with factor copula models
Dependence Modeling, 2017 We present a class of flexible and tractable static factor models for the term structure of joint default probabilities, the factor copula models. These high-dimensional models remain parsimonious with paircopula constructions, and nest many standard ...
Ackerer Damien, Vatter Thibault
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The functional average treatment effect
Journal of Causal InferenceThis article establishes the functional average as an important estimand for causal inference. The significance of the estimand lies in its robustness against traditional issues of confounding.
Sparkes Shane, Garcia Erika, Zhang Lu
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