Results 41 to 50 of about 139 (54)

Bayesian inference for Laplace distribution based on complete and censored samples with illustrations. [PDF]

J Appl Stat
Sun W, Zhu X, Zhang Z, Balakrishnan N.
europepmc   +1 more source

Estimation of a discrete monotone distribution. [PDF]

Electron J Stat, 2009
Jankowski HK, Wellner JA.
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Scalar-on-Function Mode Estimation Using Entropy and Ergodic Properties of Functional Time Series Data. [PDF]

Entropy (Basel)
Alamari MB, Almulhim FA, Almanjahie IM, Bouzebda S, Laksaci A.   +4 more
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Parameter estimation for stable distributions and their mixture. [PDF]

J Appl Stat
Hajjaji O, Manou-Abi SM, Slaoui Y.
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Stochastic Ordering Inequalities in Parallel and Series Systems with Gumble Distributed Components

Calcutta Statistical Association, Bulletin, 2022
The stochastic comparisons of parallel and series systems are worthy of study. In this article, we present some stochastic comparisons of parallel and series systems having independent components from Gumble distribution which is also known as an extreme
Surojit Biswas, Nitin Gupta
semanticscholar   +1 more source

Comparisons of Order Statistics from Heterogeneous Poisson and Geometric Distributions

Calcutta Statistical Association, Bulletin, 2021
In this article, we compare extreme order statistics through vector majorization arising from heterogeneous Poisson and geometric random variables. These comparisons are carried out with respect to usual stochastic ordering.
S. Chowdhury, Amarjit Kundu, Surja Kanta Mishra   +2 more
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Efficient Estimation of a Scale Parameter of Bivariate Lomax Distribution by Ranked Set Sampling

, 2021
Ranked set sampling (RSS) is an efficient technique for estimating parameters and is applicable whenever ranking on a set of sampling units can be done easily by a judgment method or based on an auxiliary variable.
R. Koshti, K. Kamalja
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A Note on the Accuracy of Normal Approximation of Random Quantities

, 2021
For a sequence of independent, identically distributed random variable (iid rv's) { X n } and a sequence of integer-valued random variables { N n } , define the random quantiles as ξ ̂ N n , p = X ( [ N n p ] + 1 ) , where [ x ] denote the largest ...
I. Ahmad, A. Mugdadi
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A Log-Probability-Weighted-Moments type estimator for the extreme value index in a truncation scheme

International Journal of Applied Mathematics and Simulation
The limit theorems of asymptotic behavior of tail index estimators for right truncation Pareto-like data requires some regularity assumptions either on tail indices (γ1 
S. Benchaira, Saida Mancer, A. Necir
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Recurrence Relations for Single and Product Moments of k-th Record Values from Modified Weibull Distribution and a Characterization

, 2011
Mahmoud Ali Selim
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