Results 31 to 40 of about 187 (166)
Sharma-Mittal Entropy Properties on Record Values
Statistica, 2016 In this paper we derive Sharma-Mittal entropy of record values and analyse some of its important properties. We establish some bounds for the Sharma-Mittal entropy of record values.
Jerin Paul, Poruthiyudian Yageen Thomas
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Mathematical and Computational Applications, 2022 The generalized half-logistic distribution is ideal to fit the lifetime of some products, such as ball bearings and electrical insulation. In this paper, we aim to extend this scope by creating a motivated bivariate version.
Marwa K. H. Hassan, Christophe Chesneau
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Dependence Properties of Iterated Generalized Bivariate Farlie-Gumbel-Morgenstern Distributions. [PDF]
, 1977 Abstract : Farlie-Gumbel-MOrgenstern distributions allow for only a limited degree of dependence between the variables. Some modifications, designed to increase dependence, are discussed. It is found that only a limited increase in dependence is feasible with these modifications. (Author)
N. L. Johnson, S. Kotz
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Univariate and Bivariate Log-Topp-Leone Distribution Using Censored and Uncensored Datasets
Computer Sciences & Mathematics Forum, 2023 The univariate Topp–Leone distribution introduced by with closed forms of the cumulative distribution function, i.e., [0, 1], was extended to an unbounded limit called the log-Topp–Leone distribution, where the shapes of the hazard function can increase,
Abubakar Usman +5 more
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Innovative Journal of Mathematics (IJM), 2022 In this article, Inverse Paralogistic distribution based on Farlie-Gumbel-Morgenstern (FGM) copula is introduced. Derivations of exact distribution V = XY ,W = X/Y , and Z = X/(X + Y ) are obtained in closed form. Corresponding moment properties of these distributions are also derived. The expressions turn out to involve known special functions.
Marvin Pizon, Jayrold P. Arcede
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Asymptotic independence in more than two dimensions and its implications on risk management
Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
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EM Algorithm and Positive Quadrant Dependence in the context of Multi-State Stress-Strength Model [PDF]
Journal of Statistical Theory and Applications (JSTA), 2016 This research article is related to a multi-state stress-strength model proposed by Eryilmaz and İşçioğlu (2011). It deals with (i) demonstration of the use of EM algorithm for the estimation of parameters of distributions of random variables ...
Sanjeev Sabnis +2 more
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On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk
IEEE Access, 2021 In this paper, we study a novel risk measure, which is a copula-based extension of tail value-at-risk (TVaR). This measure is called dependent tail value-at-risk (DTVaR), which is a generalization of TVaR.
Bony Parulian Josaphat +2 more
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Mathematics, 2023 In survival analyses, infections at the catheter insertion site among kidney patients using portable dialysis machines pose a significant concern. Understanding the bivariate infection recurrence process is crucial for healthcare professionals to make ...
Aisha Fayomi +2 more
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Analyzing Physical-Layer Security of PLC Systems Using DCSK: A Copula-Based Approach
IEEE Open Journal of the Communications Society, 2023 This study analyzes the physical layer security (PLS) performance of a differential chaos shift keying (DCSK) modulation-based Power Line Communication (PLC) system by exploiting the novel Farlie-Gumbel-Morgenstern (FGM) Copula approach.
Vinay Mohan +2 more
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