Journal of Probability · 2014 · 15 citations · 4 references
Natural SciencesMathematicsProbability TheoryStochastic ModelingStochastic ProcessesHazard FunctionsProbability DistributionsDiscrete Probability DistributionsDiscrete Random VariablesDiscrete Uniform DistributionHazard Rate AnalysisHazard Rate EstimationHazard Rate ModelsMaximum Likelihood InferenceMultivariate Random Variables
We introduce and characterize a new family of distributions, Marshall-Olkin discrete uniform distribution. The natures of hazard rate, entropy, and distribution of minimum of sequence of i.i.d. random variables are derived. First order autoregressive (AR (1)) model with this distribution for marginals is considered. The maximum likelihood estimates for the parameters are found out. Also, the goodness of the distribution is tested with real data.
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Autoregressive logistic processes
Barry C. Arnold, Craig Robertson · Journal of Applied Probability · 1989 · 33 citations
S. Satheesh, N. Unnikrishnan Nair, E Sandhya · ArXiv.org · 2003 · 13 citations · Full text