453 results
Showing 1–20 · 0.60 seconds · RSS
Journal of Probability and Statistics
Dropped by Scopus 2020
ISSN 1687-9538 · Wiley · 453 articles in the index
-
Journal Article
The Modified Fréchet-Exponentiated Exponential Distribution: Novel Model for Reliability and Survival Analysis
This study introduces a novel statistical model called the modified Fréchet-exponentiated exponential (MFrEE) distribution. The existing exponentiated exponential (EE) distribution, while useful for lifetime and reliability data, has limited flexibility in capturing diverse hazard shapes and may…
-
Journal Article
Modeling Prey–Predator Populations With Noise Following the Extended Gaussian Distribution
This study examines how tourism influences the ecological balance of a protected natural park where two interacting wildlife species follow Lotka–Volterra-type prey–predator dynamics. Tourists’ decisions to visit the park depend on environmental fluctuations, species visibility, and time-varying…
-
Journal Article
Risk Indicators, Quantile Regression, and Applications of Exponentiated Tangent Burr XII Distribution
The continuous generation of data, which exhibit different characteristics, requires the creation of new distributions that best describe the traits of the data. The present study develops a new variant of the Burr XII distribution, referred to as the exponentiated tangent Burr XII distribution…
-
Journal Article
On Generalized Inverse Pareto Family of Distributions: Properties and Applications
In this paper, we propose new families of generalized inverse Pareto distributions using the T-R{Y} framework. Several choices of the distributions for the random variables T and Y give rise to generalized families of the random variable R, which in this paper is the inverse Pareto distribution…
-
Journal Article
Extension of the Risk Model From a Hawkes Variable Memory Process via the Spearman Copula
The ultimate ruin probability of an insurance company throughout its operating life remains and continues to be a major and very complex concern for the latter. Although this probability of ruin can be modeled using stochastic processes, its determination remains particularly complex. This…
-
Journal Article
Evaluating Agreement Among Multiple Methods With Replicated Measurements Using Scale Mixtures of Skew-Normal Measurement Error Models
This paper introduces a robust parametric approach for assessing the agreement among multiple measurement methods when dealing with replicated data from a continuous variable. Many existing methodologies in the literature rely heavily on the normality assumption and often employ mixed-effects…
-
Journal Article
Applications of the Mellin Transform in Analyzing Survival Data With the Cubic Transmuted Class
The development of new models aims to provide probability distributions that can accurately describe unusual phenomena, such as those observed in survival analysis, which often pose challenges due to factors like time dependence and data censoring. Among the diverse classes and models available in…
-
Journal Article
A Novel Modification of the Cairns–Blake–Dowd Model: Consideration for Retirement Cohort Trends
The study introduces an incremental extension of the Cairns–Blake–Dowd (CBD) 2006 stochastic mortality model by adding a retirement cohort effect to enhance the applicability and prediction ability for actuarial purposes. In actuarial science, the CBD model is widely used for analyzing mortality…
-
Journal Article
Novel Discrete Chris–Jerry Distribution: Properties, Integer Autoregressive Process, and Applications
A unique one-parameter discrete distribution, known as the Poisson Two-Sum Chris–Jerry distribution, is proposed in this study. The structural properties of the contemporary distribution, such as index of dispersion, moments, and probability-generating function, are determined. To obtain the…
-
Journal Article
Periodicity in New York State COVID-19 Hospitalizations Leveraged From the Variable Bandpass Periodic Block Bootstrap
The outbreak of the SARS-CoV-2 virus, which led to an unprecedented global pandemic, has underscored the critical importance of understanding seasonal patterns. This knowledge is fundamental for decision-making in healthcare and public health domains. Investigating the presence, intensity, and…
-
Journal Article
Marshall–Olkin Alpha Power Transformed Extended-X Distribution and Its Applications
This paper introduces the Marshall–Olkin Alpha Power Transformed Extended-X (MOAPTE-X) family of distributions, a highly flexible class designed to address limitations of existing models. We develop a novel four-parameter distribution, called the Marshall–Olkin Alpha Power Transformed…
-
Journal Article
A Hazard-Based Regression Model Under the Exponentiated Alpha Power Log-Logistic Distribution With Survival Data
This study introduces a hazard-based regression model incorporating the exponentiated alpha-power log-logistic (EAPLL) baseline distribution. Specifically, the proposed model follows the EAPLL–accelerated failure time (AFT) framework, and we establish that the EAPLL distribution remains closed…
-
Journal Article
Bayesian Inference for Hawkes Processes With Stochastic Excitations
Classical Hawkes processes assume deterministic excitation decay, limiting their ability to capture the heterogeneity and randomness of influence magnitudes observed in real-world systems such as political violence, finance, and social interactions. While existing extensions have introduced…
-
Journal Article
A Novel Generalization of Weibull and Generalized Rayleigh Probability Distributions With Flexible Hazard Rates Applicable to Life and Reliability Data
In this paper, we propose a novel and highly flexible lifetime distribution called the Additive Weibull Generalized Rayleigh distribution, derived by combining the cumulative hazard functions of the Additive Weibull and Generalized Rayleigh distributions. The submodels of this distribution are…
-
Journal Article
The Cosine Alpha Power-G Family of Distributions: Theory, Properties, and Applications
This paper proposes a new and versatile family of probability distributions, termed the cosine alpha power-G (CAP-G) family. The construction combines the alpha power transformation with a cosine-based generator, yielding models that can flexibly capture skewness, kurtosis, and a broad spectrum of…
-
Journal Article
Volatility Modeling of Currency Returns: A Bayesian Multivariate GARCH-EVT Framework
Exchange rate volatility is widely recognized as a major driver of financial instability in emerging markets, driven by its complex dynamics, time-varying dependence structures, and the frequent occurrence of extreme events. However, existing models often treat these interrelated features in…
-
Journal Article
Performance Index for Weibull Distribution With the Progressive First-Failure-Censored Sampling
Process capability indices are essential tools for assessing product quality, offering insights into how well a product meets specified standards and customer expectations. This paper explores the lifetime performance index under the assumption that product lifetimes follow a Weibull distribution…
-
Journal Article
Bayesian and Nonparametric Bayesian Optimal Designs With the Length of Interconnected Intervals for Unit Exponential Regression Model
Nonlinear regression models are widely utilized in many scientific disciplines. Precisely estimating an optimal nonlinear regression model is critical, especially when considering potential biases may arise in Bayesian optimal design. The current work introduces Bayesian and nonparametric Bayesian…
-
Journal Article
Modeling COVID-19 Outcomes Using a New Extended Inverse Burr Distribution
A new extension of the inverse Burr distribution, namely the extended odd-Weibull inverse Burr distribution (ExOW-IB), is proposed and defined. This new distribution is a member of the extended odd Weibull-G family. Statistical properties, including linear representations, quantile functions…