We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the moment generating function and the $r$th moment thus generalizing some results in the literature. Expressions for the density, moment generating function and $r$th moment of the order statistics also are obtained. We discuss estimation of the parameters by maximum likelihood and provide the information matrix. We observe in one application to real data set that this model is quite flexible and can be used quite effectively in analyzing positive data in place of the beta exponential and generalized exponential distributions.
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these distributions to the modeling of the size distribution of income and computes the maximum likelihood estimation estimates of parameters. Their performances are compared to the widely used generalized beta distributions of the first and second types in terms of measures of goodness of fit.
In this paper we study a broad class of distribution functions which is defined by means of reflected generalized beta distribution. This class includes that of Beta-generated distribution as a special case. In particular, we use this class to extend the Inverse Weibull distribution in order to obtain the Reflected Generalized Beta Inverse Weibull Distribution.For this new distribution, moments, entropy, order statistics and a reliability measure are derived. The link between the Inverse Weibull and the Dagum distribution is generalized. Then the maximum likelihood estimators of the parameters…
Microarray data come from many steps of production and have been known to contain noise. The pre-processing is implemented to reduce the noise, where the background is corrected. Prior to further analysis, many Illumina BeadArrays users had applied the convolution model, a model which had been adapted from when it was first developed on the Affymetrix platform, to adjust the intensity value: corrected background intensity value. Several models based on different underlying distributions and or parameters estimation methods have been proposed and applied. For instance : the exponential-gamma, t…
In this paper we have introduced a generalized version of alpha beta skew normal distribution in the same line of Sharafi et al. (2017) and investigated some of its basic properties. The extensions of the proposed distribution have also been studied. The appropriateness of the proposed distribution has been tested by comparing the values of Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) with the values of some other known related distributions for better model selection. Likelihood ratio test has been used for discriminating between nested models.
In this paper we propose a new family of distribution considering Generalized Marshal-Olkin distribution as the base line distribution in the Beta-G family of Construction. The new family includes Beta-G (Eugene et al. 2002 and Jones, 2004) and (Jayakumar and Mathew, 2008) families as particular cases. Probability density function (pdf) and the cumulative distribution function (cdf) are expressed as mixture of the Marshal-Olkin (Marshal and Olkin, 1997) distribution. Series expansions of pdf of the order statistics are also obtained. Moments, moment generating function, Rényi entropies, quanti…
In this paper we develop a bivariate discrete generalized exponential distribution, whose marginals are discrete generalized exponential distribution as proposed by Nekoukhou, Alamatsaz and Bidram ("Discrete generalized exponential distribution of a second type", Statistics, 47, 876 - 887, 2013). It is observed that the proposed bivariate distribution is a very flexible distribution and the bivariate geometric distribution can be obtained as a special case of this distribution. The proposed distribution can be seen as a natural discrete analogue of the bivariate generalized exponential distrib…
Across the sciences, the statistical analysis of networks is central to the production of knowledge on relational phenomena. Because of their ability to model the structural generation of networks, exponential random graph models are a ubiquitous means of analysis. However, they are limited by an inability to model networks with valued edges. We solve this problem by introducing a class of generalized exponential random graph models capable of modeling networks whose edges are valued, thus greatly expanding the scope of networks applied researchers can subject to statistical analysis.
We study with some details a lifetime model of the class of beta generalized models, called the beta inverse Rayleigh distribution, which is a special case of the Beta Fréchet distribution. We provide a better foundation for some properties including quantile function, moments, mean deviations, Bonferroni and Lorenz curves, Rényi and Shannon entropies and order statistics. We fit the proposed model using maximum likelihood estimation to a real data set to illustrate its flexibility and potentiality.
In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz distributions as special sub-models. This new distribution is quite flexible and can be used effectively in modeling survival data and reliability problems. It can have a decreasing, increasing, and bathtub-shaped failure rate function depending on its parameters. Some mathematical properties of the new distribution, such as closed-form expressions for the …
We introduce in this paper a new generalization of the flexible Weibull distribution with four parameters. This model based on the Beta generalized (BG) distribution, Eugene et al. \cite{Eugeneetal2002}, they first using the BG distribution for generating new generalizations. This new model is called the beta flexible Weibull BFW distribution. Some statistical properties such as the mode, the $r$th moment, skewness and kurtosis are derived. The moment generating function and the order statistics are obtained. Moreover, the estimations of the parameters are given by maximum likelihood method an…
A new class of distributions, called Generalized One Parameter Polynomial Exponential-G family of distributions is proposed for modelling lifetime data. An account of the structural and reliability properties of the new class is presented. Maximum likelihood estimation of parameters of the class of distributions has been described. Simulation study results have been reported. Two data sets have been analyzed to illustrate its applicability.
Chen and Lio (Computational Statistics and Data Analysis 54: 1581-1591, 2010) proposed five methods for estimating the parameters of generalized exponential distribution under progressive type-I interval censoring scheme. Unfortunately, among them, the proposed EM algorithm is incorrect. Here, we propose the correct EM algorithm and compare its performance with the maximum likelihood estimators and that proposed by Chen and Lio (2010) in a simulation study.
This work provides a survey of the general class of distributions generated from the mixture of the beta random variables. We provide an extensive review of the literature, concerning generating new distributions via the inverse CDF transformation. In particular, we accounted for beta generated and Kumaraswamy generated families of distributions. We provide a brief summary of each of their families of distributions. We also propose a new asymmetric mixture distribution, which is an alternative to beta generated distributions. We provide basic properties of this new class of distributions gener…
In recent years, a rich variety of shrinkage priors have been proposed that have great promise in addressing massive regression problems. In general, these new priors can be expressed as scale mixtures of normals, but have more complex forms and better properties than traditional Cauchy and double exponential priors. We first propose a new class of normal scale mixtures through a novel generalized beta distribution that encompasses many interesting priors as special cases. This encompassing framework should prove useful in comparing competing priors, considering properties and revealing close …
This paper provides a mixture modeling framework using the bivariate generalized exponential distribution. We study different properties of this mixture distribution. Hierarchical EM algorithm is developed for finding the estimates of the parameters. The algorithm takes very large sample size to work as it contains many stages of approximation. Numerical Results are provided for more illustration.
Joint Spatial and Temporal Generalized Dissimilarity Mixed Modeling (stGDMM) for Beta Diversity
Brigham Young University(杨百翰大学);University of Wisconsin-Madison(威斯康星大学麦迪逊分校);University of Cape Town(开普敦大学);South African Environmental Observation Network(南非环境观测网络);University of Connecticut(康涅狄格大学);Duke University(杜克大学)
Shang and Hyndman (2017) proposed a grouped functional time series forecasting approach as a combination of individual forecasts obtained using generalized least squares method. We modify their methodology using generalized exponential smoothing technique for the most disaggregated functional time series in order to obtain more robust predictor. We discuss some properties of our proposals basing on results obtained via simulation studies and analysis of real data related to a prediction of a demand for electricity in Australia in 2016.
In this article, we first introduced the inflated unit Lindley distribution considering zero or/and one inflation scenario and studied its basic distributional and structural properties. Both the distributions are shown to be members of exponential family with full rank. Different parameter estimation methods are discussed and supporting simulation studies to check their efficacy are also presented. Proportion of students passing the high school leaving examination for the schools across the state of Manipur in India for the year 2020 are then modeled using the proposed distributions and compa…
Harvard University(哈佛大学);Universita di Pavia(帕维亚大学);University of Kent(肯特大学);MD Anderson Cancer Center(MD安德森癌症中心)
Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent family of non-exchangeable species sampling sequences characterized by a tractable predictive probability function with weights driven by a sequence of independent Beta random variables. We compare their theoretical clustering properties with those of the Dirichlet Process and the two parameters Poisson-Dirichlet process. The proposed construction provides …
In actuarial practice the dependency between contract limitations (deductibles, copayments) and health care expenditures are measured by the application of the Monte Carlo simulation technique. We propose, for the same goal, an alternative approach based on Generalized Linear Model for Location, Scale and Shape (GAMLSS). We focus on the estimate of the ratio between the one-year reimbursement amount (after the effect of limitations) and the one year expenditure (before the effect of limitations). We suggest a regressive model to investigate the relation between this response variable and a set…