Journal of Probability and Statistics

2009 - 2026

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Exact Interval Inference for the Two-Parameter Rayleigh Distribution Based on the Upper Record Values pp. 1-5: Jung-In Seo, Jae-Woo Jeon and Suk-Bok Kang
Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem pp. 1-5: Henryk Gzyl
Estimating the Proportion of True Null Hypotheses in Multiple Testing Problems pp. 1-7: Oluyemi Oyeniran and Hanfeng Chen

Exploratory Methods for the Study of Incomplete and Intersecting Shape Boundaries from Landmark Data pp. 1-9: Fathi M. O. Hamed and Robert G. Aykroyd
Multivariate Macdonald Distribution and Its Properties pp. 1-7: Daya K. Nagar, Edwin Zarrazola and Luz Estela Sánchez
Accuracy of Approximation for Discrete Distributions pp. 1-6: Tamás F. Móri

Odds Ratios Estimation of Rare Event in Binomial Distribution pp. 1-8: Kobkun Raweesawat, Yupaporn Areepong, Katechan Jampachaisri and Saowanit Sukparungsee

Bayesian Estimation in Delta and Nabla Discrete Fractional Weibull Distributions pp. 1-8: M. Ganji and F. Gharari

A Mixture of Generalized Tukeyâ€™s Distributions pp. 1-7: Jose Jimenez Moscoso and Viswanathan Arunachalam
Parameter Estimation in Mean Reversion Processes with Deterministic Long-Term Trend pp. 1-8: Freddy H. Marín Sánchez and Verónica M. Gallego
A Generalized Class of Exponential Type Estimators for Population Mean under Systematic Sampling Using Two Auxiliary Variables pp. 1-6: Mursala Khan

Cesàro Summable Sequence Spaces over the Non-Newtonian Complex Field pp. 1-10: Uğur Kadak

On a Power Transformation of Half-Logistic Distribution pp. 1-10: S. D. Krishnarani
Variable Selection and Parameter Estimation with the Atan Regularization Method pp. 1-12: Yanxin Wang and Li Zhu

Properties of Matrix Variate Confluent Hypergeometric Function Distribution pp. 1-12: Arjun K. Gupta, Daya K. Nagar and Luz Estela Sánchez

Applications of Fuss-Catalan Numbers to Success Runs of Bernoulli Trials pp. 1-13: S. J. Dilworth and S. R. Mane
Classical and Bayesian Approach in Estimation of Scale Parameter of Nakagami Distribution pp. 1-8: Kaisar Ahmad, S. P. Ahmad and A. Ahmed
Scan Statistics for Detecting High-Variance Clusters pp. 1-8: Lionel Cucala
General Results for the Transmuted Family of Distributions and New Models pp. 1-12: Marcelo Bourguignon, Indranil Ghosh and Gauss M. Cordeiro

Polynomial Chaos Expansion Approach to Interest Rate Models pp. 1-24: Luca Di Persio, Gregorio Pellegrini and Michele Bonollo
Portfolio Theory for -Symmetric and Pseudoisotropic Distributions: -Fund Separation and the CAPM pp. 1-11: Nils Chr. Framstad
Posterior Analysis of State Space Model with Spherical Symmetricity pp. 1-7: Ranjita Pandey
Estimating Parameters of a Probabilistic Heterogeneous Block Model via the EM Algorithm pp. 1-14: Marianna Bolla and Ahmed Elbanna
Confidence Region Approach for Assessing Bioequivalence and Biosimilarity Accounting for Heterogeneity of Variability pp. 1-13: Jianghao Li and Shein-Chung Chow
Robust Stability Best Subset Selection for Autocorrelated Data Based on Robust Location and Dispersion Estimator pp. 1-8: Hassan S. Uraibi, Habshah Midi and Sohel Rana

On Association Measures for Continuous Variables and Correction for Chance pp. 1-6: Matthijs J. Warrens
Convex and Radially Concave Contoured Distributions pp. 1-12: Wolf-Dieter Richter
Approximating Explicitly the Mean-Reverting CEV Process pp. 1-20: N. Halidias and I. S. Stamatiou
Confidence Interval Estimation of an ROC Curve: An Application of Generalized Half Normal and Weibull Distributions pp. 1-8: S. Balaswamy and R. Vishnu Vardhan
Estimation of Population Mean in Chain Ratio-Type Estimator under Systematic Sampling pp. 1-5: Mursala Khan and Rajesh Singh
Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation pp. 1-5: Wararit Panichkitkosolkul

An Production Inventory Controlled Self-Service Queuing System pp. 1-8: Anoop N. Nair and M. J. Jacob
Some Characterization Results on Dynamic Cumulative Residual Tsallis Entropy pp. 1-8: Madan Mohan Sati and Nitin Gupta
Comparison of the Frequentist MATA Confidence Interval with Bayesian Model-Averaged Confidence Intervals pp. 1-9: Daniel Turek
Generalized Inferences about the Mean Vector of Several Multivariate Gaussian Processes pp. 1-9: Pilar Ibarrola and Ricardo Vélez
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market pp. 1-17: Luca Di Persio and Isacco Perin

Residual and Past Entropy for Concomitants of Ordered Random Variables of Morgenstern Family pp. 1-6: M. M. Mohie EL-Din, M. M. Amein, Nahed S. A. Ali and M. S. Mohamed
Success Run Waiting Times and Fuss-Catalan Numbers pp. 1-11: S. J. Dilworth and S. R. Mane
Generalized Information for the -Order Normal Distribution pp. 1-9: Thomas L. Toulias
Robust Bayesian Regularized Estimation Based on Regression Model pp. 1-9: Zean Li and Weihua Zhao
Measurement of Interobserver Disagreement: Correction of Cohen’s Kappa for Negative Values pp. 1-8: Tarald O. Kvålseth
On the Computation of the Survival Probability of Brownian Motion with Drift in a Closed Time Interval When the Absorbing Boundary Is a Step Function pp. 1-22: Tristan Guillaume

Optimal Bandwidth Selection for Kernel Density Functionals Estimation pp. 1-21: Su Chen
The Concepts of Pseudo Compound Poisson and Partition Representations in Discrete Probability pp. 1-6: Werner Hürlimann
Kim and Omberg Revisited: The Duality Approach pp. 1-6: Anna Battauz, Marzia De Donno and Alessandro Sbuelz
Generalized Residual Entropy and Upper Record Values pp. 1-5: Suchandan Kayal
The Type I Generalized Half-Logistic Distribution Based on Upper Record Values pp. 1-11: Devendra Kumar, Neetu Jain and Shivani Gupta

Recurrence Relation and Accurate Value on Inverse Moment of Discrete Distributions pp. 1-7: ChunYuan Wang and Wuyungaowa

Moderate and Large Deviations for the Smoothed Estimate of Sample Quantiles pp. 1-6: Xiaoxia He, Xi Liu and Chun Yao

Generalized Fractional Integral Inequalities for Continuous Random Variables pp. 1-7: Abdullah Akkurt, Zeynep Kaçar and Hüseyin Yildirim