Božidar V. Popović

The gamma-Lomax distribution

For any continuous baseline G distribution, Zografos and Balakrishnan [On families of beta- and generalized gamma-generated distributions and associated inference. Statist Methodol. 2009;6:344–362] proposed a generalized gamma-generated distribution with an extra positive parameter. A new three-parameter continuous distribution called the gamma-Lomax distribution, which extends the Lomax distribution is proposed and studied. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile functions, mean deviations and Rényi entropy. The estimation of the model parameters is performed by maximum likelihood. We also determine the observed information matrix. An application illustrates the usefulness of the proposed model.

Libby and Novick's generalized beta exponential distribution

A new family of skewed distributions is presented. Some properties and estimation procedures for Libby and Novicks generalized beta exponential distribution, a particular member of the family, are derived. Real applications using two original data sets are described to show superior performance versus at least six known models.

An extension of Azzalini's method

The aim of this paper is to extend Azzalinis method. This extension is done in two stages: consider two dependent and non-identically distributed random variables say

The gamma-linear failure rate distribution: theory and applications

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New mixed AR(1) time series models having approximated beta marginals

and

A new generalized weighted Weibull distribution with decreasing, increasing, upside-down bathtub, N-shape and M-shape hazard rate

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Discrimination among bivariate beta-generated distributions

; model the dependence between

Lindley first-order autoregressive model with applications

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A course on statistics for finance

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On an Ar 1 Time Series Model with Marginal Two Parameter Wright Inverse-Gamma Distribution

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