Showing papers by "Barry C. Arnold published in 2021"
TL;DR: Some of the main aspects of models with conditional specification of distributions, including the most relevant aspects of these models are summarized and some challenges that they will face in the coming years are established.
3 citations
03 Jan 2021
TL;DR: In this article, the authors introduce two families of continuous distribution functions with not-necessarily symmetric densities, which contain a parent distribution as a special case, and fit two well-known data set with this feature as applications.
Abstract: We introduce two families of continuous distribution functions with not-necessarily symmetric densities, which contain a parent distribution as a special case. The two families proposed depend on two parameters and are presented as an alternative to the skew normal distribution and other proposals in the statistical literature. The density functions of these new families are given by a closed expression which allows us to easily compute probabilities, moments and related quantities. The second family can exhibit bimodality and its standardized fourth central moment (kurtosis) can be lower than that of the Azzalini skew normal distribution. Since the second proposed family can be bimodal we fit two well-known data set with this feature as applications. We concentrate attention on the case in which the normal distribution is the parent distribution but some consideration is given to other parent distributions, such as the logistic distribution.
3 citations
TL;DR: In this article, a conditionally specified distribution with BS conditionals is considered and the behavior of conditional or pseudo-likelihood parameter estimates of the model parameters is investigated via simulation.
Abstract: As an alternative to available bivariate Birnbaum–Saunders (BS) models, a conditionally specified distribution with BS conditionals is considered. The behavior of conditional or pseudo-likelihood parameter estimates of the model parameters is investigated via simulation. A comparison using a mineralogy data set suggests that the conditionally specified model outperforms competing models (with BS marginals). An analogous comparison using a well-known data set of Australian athletes also suggests the superiority of the conditionally specified model. Further investigation of its possible general superiority is suggested.
2 citations