Sampling Algorithm of Order Statistics for Conditional Lifetime Distributions

Introducing a New Lifetime Distribution of Power Series Distribution of the Family Gampertz

In this Paper, We propose a new three-parameter lifetime of Power Series distributions of the Family Gampertz with decreasing, increasing, increasing-decreasing and unimodal Shape failure rate. The distribution is a Compound version of of the Gampertz and Zero-truncated Possion distributions, called the Gampertz-Possion distribution (GPD). The density function, the hazard rate function, a gener...

Some New Characterization Results on Exponential and Related Distributions

Bayesian Quantile Regression with Adaptive Elastic Net Penalty for Longitudinal Data

Longitudinal studies include the important parts of epidemiological surveys, clinical trials and social studies. In longitudinal studies, measurement of the responses is conducted repeatedly through time. Often, the main goal is to characterize the change in responses over time and the factors that influence the change. Recently, to analyze this kind of data, quantile regression has been taken ...

Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions

Several methods for generating random variables with univariate and multivariate Wallenius' and Fisher's noncentral hypergeometric distributions are developed. Methods for the univariate distributions include: simulation of urn experiments, inversion by binary search, inversion by chop-down search from the mode, ratio-of-uniforms rejection method, and rejection by sampling in the t domain. Meth...

Rare Events Simulation for Heavy{tailed Distributions

This paper studies rare events simulation for the heavy{tailed case, where some of the underlying distributions fail to have the exponential moments required for the standard algorithms for the light{tailed case. Several counterexamples are given to indicate that in the heavy{tailed case, there are severe problems with the approach of developing limit results for the conditional distribution gi...