Journal of Probability and Statistics

2009 - 2025

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Volume 2020, month December, 2020

A Chain Ratio Exponential-Type Compromised Imputation for Mean Estimation: Case Study on Ozone Pollution in Saraburi, Thailand pp. 1-6

Kanisa Chodjuntug and Nuanpan Lawson

Volume 2020, month October, 2020

Inference for the Difference of Two Independent KS Sharpe Ratios under Lognormal Returns pp. 1-6

J. Qi, M. Rekkas and A. Wong

Volume 2020, month September, 2020

On Estimation of Distribution Function Using Dual Auxiliary Information under Nonresponse Using Simple Random Sampling pp. 1-13

Saddam Hussain, Mi Zichuan, Sardar Hussain, Anum Iftikhar, Muhammad Asif, Sohail Akhtar and Sohaib Ahmad

Comparative Analysis of Some Structural Equation Model Estimation Methods with Application to Coronary Heart Disease Risk pp. 1-15

David Adedia, Atinuke O. Adebanji and Simon Kojo Appiah

Forecasting of Global Market Prices of Major Financial Instruments pp. 1-11

Roshani W. Divisekara, Ruwan D. Nawarathna and Lakshika S. Nawarathna

Estimation of Generalized Gompertz Distribution Parameters under Ranked-Set Sampling pp. 1-14

Mohammed Obeidat, Amjad Al-Nasser and Amer I. Al-Omari

Volume 2020, month July, 2020

Characterization and Goodness-of-Fit Test of Pareto and Some Related Distributions Based on Near-Order Statistics pp. 1-9

Masoumeh Akbari

An Extension of the Quadratic Error Function for Learning Imprecise Data in Multivariate Nonlinear Regression pp. 1-9

Castro Gbêmêmali Hounmenou, Kossi Essona Gneyou and Romain Glélé Kakaï

Volume 2020, month June, 2020

Modelling the Dependency between Inflation and Exchange Rate Using Copula pp. 1-7

Charles Kwofie, Isaac Akoto and Kwaku Opoku-Ameyaw

On the Maximum Likelihood Estimation of Extreme Value Index Based on - Record Values pp. 1-9

Abderrahim Louzaoui and Mohamed El Arrouchi

Volume 2020, month May, 2020

Distributions of the Ratio and Product of Two Independent Weibull and Lindley Random Variables pp. 1-8

N. J. Hassan, A. Hawad Nasar and J. Mahdi Hadad

Generalized Autoregressive Conditional Heteroskedastic Model to Examine Silver Price Volatility and Its Macroeconomic Determinant in Ethiopia Market pp. 1-10

Amare Wubishet Ayele, Emmanuel Gabreyohannes and Hayimro Edmealem

Volume 2020, month April, 2020

Estimation of a Finite Population Mean under Random Nonresponse Using Kernel Weights pp. 1-9

Nelson Kiprono Bii, Christopher Ouma Onyango and John Odhiambo

Forecasting the Covolatility of Coffee Arabica and Crude Oil Prices: A Multivariate GARCH Approach with High-Frequency Data pp. 1-10

Dawit Yeshiwas and Yebelay Berelie

T-Dagum: A Way of Generalizing Dagum Distribution Using Lomax Quantile Function pp. 1-17

Matthew I. Ekum, Muminu O. Adamu and Eno E. Akarawak

Volume 2020, month March, 2020

Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model pp. 1-7

Manickavasagar Kayanan and Pushpakanthie Wijekoon

The Improved Value-at-Risk for Heteroscedastic Processes and Their Coverage Probability pp. 1-5

Khreshna Syuhada

Volume 2020, month February, 2020

On Performance of Two-Parameter Gompertz-Based Control Charts pp. 1-9

Johnson A. Adewara, Kayode S. Adekeye and Olubisi L. Aako

Volume 2020, month January, 2020

Comparative Study between Generalized Maximum Entropy and Bayes Methods to Estimate the Four Parameter Weibull Growth Model pp. 1-7

Saifaldin Hashim Kamar and Basim Shlaibah Msallam

Volume 2020, month 9, 2020

Different Approaches to Estimation of the Gompertz Distribution under the Progressive Type-II Censoring Scheme pp. 1-7

Kyeongjun Lee, Jung-In Seo and Alessandro De Gregorio

Volume 2019, month December, 2019

Parametric Methodologies for Detecting Changes in Maximum Temperature of Tlaxco, Tlaxcala, México pp. 1-14

Silvia Herrera Cortés, Bulmaro Juárez Hernández, Victor Hugo Vázquez Guevara and Hugo Adán Cruz Suárez

Volume 2019, month October, 2019

The L-Curve Criterion as a Model Selection Tool in PLS Regression pp. 1-7

Abdelmounaim Kerkri, Jelloul Allal and Zoubir Zarrouk

Volume 2019, month September, 2019

Analytically Simple and Computationally Efficient Results for the GI X / Geo / c Queues pp. 1-18

Mohan L. Chaudhry, James J. Kim and Abhijit D. Banik

Volume 2019, month August, 2019

Analytically Explicit Results for the Distribution of the Number of Customers Served during a Busy Period for Special Cases of the M/G/ 1 Queue pp. 1-15

M. L. Chaudhry and Veena Goswami

On the Probabilistic Proof of the Convergence of the Collatz Conjecture pp. 1-11

Kamal Barghout

Hierarchical Models and Tuning of Random Walk Metropolis Algorithms pp. 1-24

Mylène Bédard

Volume 2019, month July, 2019

Quantile Regression and Beyond in Statistical Analysis of Data pp. 1-1

Rahim Alhamzawi, Keming Yu and Himel Mallick

An Alternative Sensitivity Approach for Longitudinal Analysis with Dropout pp. 1-10

Amal Almohisen, Robin Henderson and Arwa M. Alshingiti

Conditional Analysis for Mixed Covariates, with Application to Feed Intake of Lactating Sows pp. 1-14

S. Y. Park, C. Li, S. M. Mendoza Benavides, E. van Heugten and A. M. Staicu

Volume 2019, month June, 2019

Fully Bayesian Estimation of Simultaneous Regression Quantiles under Asymmetric Laplace Distribution Specification pp. 1-12

Josephine Merhi Bleik

Boundary Bias Correction Using Weighting Method in Presence of Nonresponse in Two-Stage Cluster Sampling pp. 1-8

Nelson Kiprono Bii, Christopher Ouma Onyango and John Odhiambo

Generalized Performance Measures of Control Charts Based on Different Sampling Schemes pp. 1-11

Rashid Mehmood, Muhammed Hisyam Lee, Muhammad Riaz and Iftikhar Ali

Volume 2019, month May, 2019

Bootstrapping Nonparametric Prediction Intervals for Conditional Value-at-Risk with Heteroscedasticity pp. 1-6

Emmanuel Torsen and Lema Logamou Seknewna

New Advances in Biostatistics pp. 1-2

Yichuan Zhao, Ash Abebe, Lihong Qi, Min Zhang and Xu Zhang

New Link Functions for Distribution–Specific Quantile Regression Based on Vector Generalized Linear and Additive Models pp. 1-11

V. F. Miranda-Soberanis and T. W. Yee

Volume 2019, month April, 2019

Biostatistical Assessment of Mutagenicity Studies: A Stepwise Confidence Procedure pp. 1-8

Michael J. Adjabui, Nathaniel K. Howard and Mathias Akamba

Exponentiated Inverse Rayleigh Distribution and an Application to Coating Weights of Iron Sheets Data pp. 1-13

Gadde Srinivasa Rao and Sauda Mbwambo

Group Identification and Variable Selection in Quantile Regression pp. 1-7

Ali Alkenani and Basim Shlaibah Msallam

Volume 2019, month March, 2019

A Comparison of Mean-Based and Quantile Regression Methods for Analyzing Self-Report Dietary Intake Data pp. 1-5

Michelle L. Vidoni, Belinda M. Reininger and MinJae Lee

Improved Small Sample Inference on the Ratio of Two Coefficients of Variation of Two Independent Lognormal Distributions pp. 1-7

A. Wong and L. Jiang

Parameter Evaluation for a Statistical Mechanical Model for Binary Choice with Social Interaction pp. 1-10

Alex Akwasi Opoku, Godwin Osabutey and Charles Kwofie

Volume 2019, month February, 2019

On the Use of Min-Max Combination of Biomarkers to Maximize the Partial Area under the ROC Curve pp. 1-13

Hua Ma, Susan Halabi and Aiyi Liu

A Nonuniform Bound to an Independent Test in High Dimensional Data Analysis via Stein’s Method pp. 1-10

Nahathai Rerkruthairat

One-Sided and Two-Sided w - of - w Runs-Rules Schemes: An Overall Performance Perspective and the Unified Run-Length Derivations pp. 1-20

S. C. Shongwe, J.-C. Malela-Majika and E. M. Rapoo

Volume 2019, month January, 2019

On the Alpha Power Transformed Power Lindley Distribution pp. 1-13

Amal S. Hassan, M. Elgarhy, Rokaya E. Mohamd and Sharifah Alrajhi

The New Odd Log-Logistic Generalized Inverse Gaussian Regression Model pp. 1-13

Julio Cezar Souza Vasconcelos, Gauss M. Cordeiro, Edwin M. M. Ortega and Elton G. Araújo

Retirement Consumption Puzzle in Malaysia: Evidence from Bayesian Quantile Regression Model pp. 1-8

Ros Idayuwati Alaudin, Noriszura Ismail and Zaidi Isa

Atrial Fibrillation Detection by the Combination of Recurrence Complex Network and Convolution Neural Network pp. 1-9

Xiaoling Wei, Jimin Li, Chenghao Zhang, Ming Liu, Peng Xiong, Xin Yuan, Yifei Li, Feng Lin and Xiuling Liu

Volume 2018, month December, 2018

Similarity Statistics for Clusterability Analysis with the Application of Cell Formation Problem pp. 1-17

Yingyu Zhu and Simon Li

A Note on the Adaptive LASSO for Zero-Inflated Poisson Regression pp. 1-9

Prithish Banerjee, Broti Garai, Himel Mallick, Shrabanti Chowdhury and Saptarshi Chatterjee

Extended Odd Fréchet-G Family of Distributions pp. 1-12

Suleman Nasiru

Detecting Spatial Clusters via a Mixture of Dirichlet Processes pp. 1-12

Meredith A. Ray, Jian Kang and Hongmei Zhang

Volume 2018, month November, 2018

A New Class of Distributions Generated by the Extended Bimodal-Normal Distribution pp. 1-10

Milton A. Cortés, David Elal-Olivero and Juan F. Olivares-Pacheco

A Bayesian Adaptive Design in Cancer Phase I Trials Using Dose Combinations in the Presence of a Baseline Covariate pp. 1-11

Márcio Augusto Diniz, Sungjin Kim and Mourad Tighiouart

Volume 2018, month October, 2018

Exponentially Weighted Moving Average Control Charts for the Process Mean Using Exponential Ratio Type Estimator pp. 1-15

Hina Khan, Saleh Farooq, Muhammad Aslam and Masood Amjad Khan

Frailty in Survival Analysis of Widowhood Mortality pp. 1-5

Elinor Ytterstad

Volume 2018, month September, 2018

A Note on the Waiting-Time Distribution in an Infinite-Buffer Queueing System pp. 1-10

A. D. Banik, M. L. Chaudhry and James J. Kim

A Simple Empirical Likelihood Ratio Test for Normality Based on the Moment Constraints of a Half-Normal Distribution pp. 1-10

C. S. Marange and Y. Qin

Volume 2018, month August, 2018

Local Influence Analysis for Quasi-Likelihood Nonlinear Models with Random Effects pp. 1-9

Tian Xia, Jiancheng Jiang and Xuejun Jiang

Volume 2018, month June, 2018

Mixed Effects Models with Censored Covariates, with Applications in HIV/AIDS Studies pp. 1-7

Lang Wu and Hongbin Zhang

Volume 2018, month May, 2018

A Novel Entropy-Based Decoding Algorithm for a Generalized High-Order Discrete Hidden Markov Model pp. 1-15

Jason Chin-Tiong Chan and Hong Choon Ong

Performance of Synthetic Double Sampling Chart with Estimated Parameters Based on Expected Average Run Length pp. 1-6

Huay Woon You

Volume 2018, month April, 2018

A Poisson-Gamma Model for Zero Inflated Rainfall Data pp. 1-12

Nelson Christopher Dzupire, Philip Ngare and Leo Odongo

Stochastic Restricted Biased Estimators in Misspecified Regression Model with Incomplete Prior Information pp. 1-8

Manickavasagar Kayanan and Pushpakanthie Wijekoon

Smooth Kernel Estimation of a Circular Density Function: A Connection to Orthogonal Polynomials on the Unit Circle pp. 1-4

Yogendra P. Chaubey

Volume 2018, month March, 2018

Smoothed Conditional Scale Function Estimation in AR(1)-ARCH(1) Processes pp. 1-13

Lema Logamou Seknewna, Peter Mwita Nyamuhanga and Benjamin Kyalo Muema

Hybrid Clayton-Frank Convolution-Based Bivariate Archimedean Copula pp. 1-9

Maxwell Akwasi Boateng, Akoto Yaw Omari-Sasu, Richard Kodzo Avuglah and Nana Kena Frempong

Volume 2018, month February, 2018

The Half-Logistic Lomax Distribution for Lifetime Modeling pp. 1-12

Masood Anwar and Jawaria Zahoor

Volume 2018, month January, 2018

The Half-Logistic Generalized Weibull Distribution pp. 1-12

Masood Anwar and Amna Bibi