Results 1 to 10 of about 339 (76)

The Exponential Dispersion Model Generated by the Landau Distribution—A Comprehensive Review and Further Developments

open access: yesMathematics, 2023
The paper comprehensively studies the natural exponential family and its associated exponential dispersion model generated by the Landau distribution. These families exhibit probabilistic and statistical properties and are suitable for modeling skewed ...
Shaul K. Bar-Lev
doaj   +1 more source

Autoregressive Sequences Via Lévy Processes

open access: yesRevstat Statistical Journal, 2022
We use L´evy processes to develop a family of first-order autoregressive sequences of random variables with values in R+, called C-AR(1) processes. We obtain various distributional and regression properties for these processes and we establish a limit ...
Nadjib Bouzar
doaj   +1 more source

Mutant Number Laws and Infinite Divisibility

open access: yesAxioms, 2022
Concepts of infinitely divisible distributions are reviewed and applied to mutant number distributions derived from the Lea-Coulson and other models which describe the Luria-Delbrück fluctuation test.
Anthony G. Pakes
doaj   +1 more source

A product autoregressive model with log-Laplace marginal distribution

open access: yesStatistica, 2013
The log-Laplace distribution and its properties are considered. Some important properties like multiplicative infinite divisibility, geometric multiplicative infinite divisibility and self-decomposability are discussed.
Kanichukattu K. Jose, Manu Mariam Thomas
doaj   +1 more source

Marshall-Olkin Generalized Asymmetric Laplace distributions and processes

open access: yesStatistica, 2013
The Marshall-Olkin Generalised Asymmetric Laplace distribution is introduced and studied. An approximation is made and various properties including self decomposability, geometric infinite divisibility, limit properties etc.are established.
E. Krishna, Kanichukattu K. Jose
doaj   +1 more source

New characterizations of completely monotone functions and Bernstein functions, a converse to Hausdorff’s moment characterization theorem

open access: yesArab Journal of Mathematical Sciences, 2019
We give several new characterizations of completely monotone functions and Bernstein functions via two approaches: the first one is driven algebraically via elementary preserving mappings and the second one is developed in terms of the behavior of their ...
Rafik Aguech, Wissem Jedidi
doaj   +1 more source

Self-Decomposability and the Lambert Law

open access: yesAxioms
The Lambert W is a Bernstein function and hence the cumulant function of a positive infinitely divisible law, the Lambert law L(Λ). The Lambert law is self-decomposable with a unit rate compound Poisson background driving Lévy process (BDLP) with a ...
Anthony G. Pakes
doaj   +1 more source

A Bivariate Model based on Compound Negative Binomial Distribution

open access: yesRevista Colombiana de Estadística
A new bivariate model is introduced by compounding negative binomial and geometric distributions. Distributional properties, including joint, marginal and conditional distributions are discussed.
Maha Omair   +2 more
doaj   +1 more source

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