Journal of Statistical Theory and Applications

In analyzing most correlated outcomes, the popular multivariate Gaussian distribution is very restrictive and therefore dependence modeling using copulas is nowadays very common to take into account the association among mixed outcomes. In this paper, we use Gaussian copula to construct a joint distribution...

Weighted distributions (univariate and bivariate) have received widespread attention over the last two decades because of their flexibility for analyzing skewed data. In this paper, we derive the bivariate and multivariate weighted Kumaraswamy distributions via the construction method as discussed in...

This study investigates the simultaneous optimization of multiple correlated responses that involve mixed ordinal and continuous responses. The proposed approach is applicable for responses that have either an all ordinal categorical form are continuous but have different marginal distributions, or when...

We consider the purely sequential procedure for estimating the scale parameter of a gamma distribution with known shape parameter, when the risk function is bounded by the known preassigned number. In this paper, we provide asymptotic formulas for the expectation of the total sample size. Also, we propose...

This paper is concerned with using the E-Bayesian method for computing estimates for the parameter and reliability function of the Exponential distribution based on a set of upper record statistics values. The estimates are derived based on a conjugate prior for the scale parameter and squared error...

The presence of outliers, skewness, kurtosis, and dependency are well-known challenges while fitting distributions to many data sets. Developing multivariate distributions that can properly accomodate all these aspects has been the aim of several researchers. In this regard, we introduce here a new multivariate...

For a continuous random variable X, M. Shakil, B.M.G. Kibria, J. Stat. Theory Appl. 9 (2010), 255–282, introduced a generalized Burr increasing, decreasing, and upside-down bathtub failure rate life-testing model. In this paper, we provide some characterizations of this life-testing model by truncated...

On one hand, a large class of inequality measures, which includes the generalized entropy, the Atkinson, the Gini, etc., for example, has been introduced in P.D. Mergane, G.S. Lo, Appl. Math. 4 (2013), 986–1000. On the other hand, the influence function (IF) of statistics is an important tool in the...

We obtain some mathematical properties of a new generator of continuous distributions with two additional shape parameters called the odd log-logistic geometric family. We present some special models and investigate the asymptotes and shapes. The family density function can be expressed as a linear combination...

In literature, Lindley distribution is considered as an alternate to the exponential distribution. In the present work, a methodology is developed to discriminate between exponential and Lindley distributions based on the ratio of the maximum likelihoods. Asymptotic distribution of the test statistic...

In this paper, exponential distribution is characterized by normalized spacing of generalized order statistics (gos) using Meijer's G-function. While the necessary part of the theorem was given by U. Kamps, E. Cramer, Statistics. 35 (2001), 269–280, we have given an easy proof of sufficient part...

We introduce the generalized Farlie–Gumbel–Morgenstern (FGM) type bivariate-generalized exponential distribution. Some distributional properties of concomitants of order statistics as well as record values for this family are studied. Recurrence relations between the moments of concomitants are obtained,...

The aim of this paper is to provide an applicable version of Central Limit Theorem for strictly stationary m-dependent random fields on a lattice. The type of sampling is considered increasing domain sampling.