A multivariate counting process with Weibull-distributed first-arrival times

A multivariate counting process with Weibull-distributed first-arrival times

In this paper, we study a method to construct a multivariate counting process with positive dependencies between the event occurrences. Conditional on a random effect with a positive stable distribution, the univariate counting processes are independent non-homogeneous Poisson processes with a power intensity function. The applicability of the model is illustrated in three examples: a horse rac...

Evaluating project completion times when activity times are Weibull distributed

Activity networks have been used to model complex projects with wide applications in the field of production, planning and control. Stochastic activity networks (SANs) require a priori distribution function (d.f.) such as normal, exponential, Erlang and others. In this paper, a development of the moments method based on Weibull distribution of activity time is presented. The method provides an ...

A q-Weibull Counting Process through a Fractional Differential Operator

A Multivariate Weibull Distribution

In this paper, we introduce a new multivariate Weibull (MVW) distribution with many interesting properties. We obtain the maximum likelihood estimate (MLE) of the parameters and their asymptotic multivariate normal (AMVN) distribution in MVWmodel. We propose large sample studentized tests for testing multivariate exponentiality and also tests for independence and identical marginals of the comp...

Optimal first-arrival times in Lévy flights with resetting.

We consider the diffusive motion of a particle performing a random walk with Lévy distributed jump lengths and subject to a resetting mechanism, bringing the walker to an initial position at uniformly distributed times. In the limit of an infinite number of steps and for long times, the process converges to superdiffusive motion with replenishment. We derive a formula for the mean first arrival...