Results 21 to 30 of about 123 (118)
Matrix variate Kummer‐Dirichlet distributions
Journal of Applied Mathematics, Volume 1, Issue 3, Page 117-139, 2001., 2001 The multivariate Kummer‐Beta and multivariate Kummer‐Gamma families of distributions have been proposed and studied recently by Ng and Kotz. These distributions are extensions of Kummer‐Beta and Kummer‐Gamma distributions. In this article we propose and study matrix variate generalizations of multivariate Kummer‐Beta and multivariate Kummer‐Gamma ...
Arjun K. Gupta +2 more
wiley +1 more source
Matrix‐variate beta distribution
International Journal of Mathematics and Mathematical Sciences, Volume 24, Issue 7, Page 449-459, 2000., 2000 We propose matrix‐variate beta type III distribution. Several properties of this distribution including Laplace transform, marginal distribution and its relationship with matrix‐variate beta type I and type II distributions are also studied.
Arjun K. Gupta, Daya K. Nagar
wiley +1 more source
On the noncentral distribution of the ratio of the extreme roots of wishart matrix
International Journal of Mathematics and Mathematical Sciences, Volume 4, Issue 1, Page 147-154, 1981., 1981 The distribution of the ratio of the extreme latent roots of the Wishart matrix is useful in testing the sphericity hypothesis for a multivariate normal population. Let X be a p × n matrix whose columns are distributed independently as multivariate normal with zero mean vector and covariance matrix ∑.
V. B. Waikar
wiley +1 more source
Modeling maxima of longitudinal contralateral observations
, 2008 Canonical fundamental skew-normal distribution, Exchangeability, Extended skew-normal distribution, Multivariate skew-normal distribution, Nonlinear prediction, 62E15, 62H10, 62P10,
LOPERFIDO, NICOLA MARIA RINALDO +1 more
core +1 more source
Comparative Analysis and Practical Applications of Cubic Transmutations for the Pareto Distribution
International Journal of Mathematics and Mathematical Sciences, Volume 2025, Issue 1, 2025.Transmutation is a technique for extending classical probability distributions in order to give them more flexibility. In this paper, we are interested in cubic transmutations of the Pareto distribution. We establish a general formula that unifies the three existing cubic transmuted Pareto (CTP) distributions and facilitates the derivation of three new
Edoh Katchekpele +3 more
wiley +1 more source
The Ristić and Balakrishnan Lindley-Poisson Distribution: model, theory and application [PDF]
, 2019 A new distribution called Ristić and Balakrishnan Lindley-Poisson (RBLP) distribution is introduced and its properties are explored. This new distribution contains several new and well known sub-models, including Lindley-Poisson, RB-Lindley and Lindley ...
Makubate, Boikanyo +3 more
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Generalization of Log‐Xgamma Distribution: Applications and R Shiny Web‐Tool
Journal of Mathematics, Volume 2025, Issue 1, 2025.The two‐parameter xgamma distribution is employed to create a novel distribution that is suitable for bounded datasets within the interval (0, 1). A comprehensive analysis of the statistical properties of this newly proposed distribution is conducted.
Emrah Altun, Hana N. Alqifari, Jun Ye
wiley +1 more source
Multivariate Compounds with Equal Number of Summands [PDF]
, 2017 The paper considers multivariate discrete random sums with equal number of summands. Such distributions describe the total claim amount received by a company in a fixed time point. In Queuing theory they characterize cumulative waiting times of customers
Jordanova, Pavlina
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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
wiley +1 more source
On point estimators for Gamma and Beta distributions [PDF]
, 2022 Let $X_1,\ldots,X_n$ be a random sample from the Gamma distribution with density $f(x)=\lambda^{\alpha}x^{\alpha-1}e^{-\lambda x}/\Gamma(\alpha)$, $x>0$, where both $\alpha>0$ (the shape parameter) and $\lambda>0$ (the reciprocal scale parameter) are ...
Papadatos, Nickos
core +1 more source