Journal of Statistical Theory and Applications

The representation of record values based on sequences of non-identically distributed exponential random variables in terms of independent exponential summands is suggested.

In this paper, we introduce a new class of distributions called the Burr X family. Some of its mathematical and structural properties are derived. The maximum likelihood is used for estimating the model parameters. The importance and flexibility of the new family are illustrated by means of an application...

Generalized order statistics unify the study of order statistics, record values, k-records, Pfeifer’s records and several other cases of ordered random variables. In this paper, we first provide several comparison results for generalized order statistics in terms of the dynamic cumulative residual quantile...

In this paper, we propose a generalized form of Sichel distribution which is obtained by mixing the Poisson distribution with the extended generalized inverse Gaussian distribution. This distribution models over dispersed, zero-inflated and heavy-tailed count data sets. These characteristics are examined...

In the present paper, we study functional varying coefficient model in which both the response and the predictor are functions. We give estimates of the intercept and the slope functions in the case that the observations are sparse and noise-contaminated longitudinal data by using least squares representation...

The problem of estimating the ratio of coefficients of variation of two independent lognormal populations is considered. We propose two closed-form approximate confidence intervals (CIs), one is based on the method of variance estimate recovery (MOVER), and another is based on the fiducial approach....

The problem of estimating the ratio of coefficients of variation of two independent lognormal populations is considered. We propose two closed-form approximate confidence intervals (CIs), one is based on the method of variance estimate recovery (MOVER), and another is based on the fiducial approach....

In a number of situations, for example in biology, psychology and neurosciences, researchers are interested in the ratio of two measured quantities. In this paper, we give an overview of different methods to constructing confidence limits for the ratios. Then by using the limiting theorems, a pivotal...

The tail dependence describes the limiting proportion of exceeding one margin over a certain threshold given that the other margin has already exceeded that threshold. In this paper, we obtain the limit tail dependence coefficient for the generalized hyperbolic distribution.

A new three parameter model called the odd log-logistic Marshall-Olkin-Lindley (OLLMO-L) distribution is proposed and studied. This distribution is symmetric, platykurtic, leptokurtic and unimodal. Various structural properties are derived, including explicit expressions for the ordinary and conditional...

First we introduce and study some general mathematical properties of a new generator of continuous distributions with two extra shape parameters called the odd generalized half-Cauchy family. A second goal, we introduce the new log-generalized odd half-Cauchy heteroscedastic regression model with censored...