Work

Stationary Proportional Hazard Processes via Complementary Power Function Distribution Processes

Year: 2024

Type: preprint

Abstract: In the following, we introduce new proportional hazard (PH) processes, which are derived by a marginal transformation applied to complementary power function distribution (CPFD) processes. Also, we introduce two new Pareto processes, which are derived from the proportional hazard family. We discuss distributional features of such processes, explore inferential aspects and include an example of applications of the new processes to real-life data.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2403.05813

Authors: Arnold, Barry C., Manjunath, B. G., Sachdeva, S.

Institutions: University of California, Riverside, Rajiv Gandhi University, University of Hyderabad

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Department of Science and Technology, Ministry of Science and Technology, India

OpenAlex ID: W4392736785

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