To investigate the relationship between flood gage height and precipitation in South Carolina from 2012 to 2016, we built a conditional autoregressive (CAR) model using a Bayesian hierarchical framework. This approach allows the modelling of the main spatio-temporal properties of water height dynamics over multiple locations, accounting for the effect of river network, geomorphology, and forcing rainfall. In this respect, a proximity matrix based on watershed information was used to capture the spatial structure of gage height measurements in and around South Carolina. The temporal structure was handled by a first-order autoregressive term in the model. Several covariates, including the elevation of the sites and effects of seasonality, were examined, along with daily rainfall amount. A non-normal error structure was used to account for the heavy-tailed distribution of maximum gage heights. The proposed model captured some key features of the flood process such as seasonality and a stronger association between precipitation and flooding during summer season. The model is able to forecast short term flood gage height which is crucial for informed emergency decision. As a byproduct, we also developed a Python library to retrieve and handle environmental data provided by some main agencies in the United States. This library can be of general usefulness for studies requiring rainfall, flow, and geomorphological information over specific areas of the conterminous US.

We develop the distribution for the number of hypotheses found to be statistically significant using the rule from Simes (Biometrika 73: 751–754, 1986) for controlling the family-wise error rate (FWER). We find the distribution of the number of statistically significant p-values under the null hypothesis and show this follows a normal distribution under the alternative. We propose a parametric distribution ΨI(·) to model the marginal distribution of p-values sampled from a mixture of null uniform and non-uniform distributions under different alternative hypotheses. The ΨI distribution is useful when there are many different alternative hypotheses and these are not individually well understood. We fit ΨI to data from three cancer studies and use it to illustrate the distribution of the number of notable hypotheses observed in these examples. We model dependence in sampled p-values using a latent variable. These methods can be combined to illustrate a power analysis in planning a larger study on the basis of a smaller pilot experiment.

We construct a d-dimensional discrete multivariate distribution for which any proper subset of its components belongs to a specific family of distributions. However, the joint d-dimensional distribution fails to belong to that family and in other words, it is ‘inconsistent’ with the distribution of these subsets. We also address preservation of this ‘inconsistency’ property for the symmetric Binomial distribution, and some discrete distributions arising from the multivariate discrete normal distribution.

Proportional hazard (PH) models can be formulated with or without assuming a probability distribution for survival times. The former assumption leads to parametric models, whereas the latter leads to the semi-parametric Cox model which is by far the most popular in survival analysis. However, a parametric model may lead to more efficient estimates than the Cox model under certain conditions. Only a few parametric models are closed under the PH assumption, the most common of which is the Weibull that accommodates only monotone hazard functions. We propose a generalization of the log-logistic distribution that belongs to the PH family. It has properties similar to those of log-logistic, and approaches the Weibull in the limit. These features enable it to handle both monotone and nonmonotone hazard functions. Application to four data sets and a simulation study revealed that the model could potentially be very useful in adequately describing different types of time-to-event data.

Generalizing distributions is an old practice and has ever been considered as precious as many other practical problems in statistics. It simply started with defining different mathematical functional forms, and then induction of location, scale or inequality parameters. The generalization through induction of shape parameter(s) started in 1997, and the last two decades were full of such practices. But to cope with the complex situations under series and parallel structures, the art of mixing discrete and continuous started in 1998. In this article, we present a survey on compounding univariate distributions, their extensions and classes. We review several available compound classes and propose some new ones. The recent trends in the construction of generalized and compounding classes are discussed, and the need for future works are addressed.

The family of positive tempered α-stable (pTAS) or sometimes also tempered one-sided α-stable distributions dates back to Tweedie (1984) and Hougaard (1986) who discussed it in the context of frailty distribution in life table methods for heterogenous populations. The pTAS family generalizes the well-known gamma distribution and allows for heavier tails depending on the parameter α. Because of this property, pTAS distributions appear to be useful in the context of risk management. Against this background, the contribution of his work is three-fold: Firstly, we summarize the properties of the pTAS family. Secondly, we describe its numerical implementation and illustrate the functions by means of R examples in the Appendix. Thirdly, we empirically demonstrate that this family can be successfully applied in risk management. Concretely, applications to credit and operational risk are given.

The main purpose of this article is to characterize a class of bivariate continuous non-negative distributions such that the sum of the components of underlying hazard gradient vector is a linear function of its arguments. It happens that this class is a stronger version of the Sibuya-type bivariate lack of memory property. Such a class is allowed to have only certain marginal distributions and the corresponding restrictions are given in terms of marginal densities and hazard rates. We illustrate the methodology developed by examples, obtaining two extended versions of the bivariate Gumbel’s law.

Exact distributions of generalized Chi-square and Fisher statistics are used to derive confidence intervals and significance tests for inferring on one or two scaling parameters, respectively, under non-standard assumptions w.r.t. the multivariate sample distribution. The latter may have convex or radially concave density level sets and heavy or light distribution centers and tails. Independent and l n,p -dependent sample variables are considered.

This article outlines flexible strategies to model survival curves for censored data and find parametric confidence intervals using generalised lambda distributions. Owing to the rich shapes of generalised lambda distributions, these distributions are well suited to the problem of estimating survival curves. This article presents three useful techniques in estimating survival curves: matching partial probability weighted moments (PWM), maximum likelihood estimation (MLE) and simulation-refitting (SR) methods. The performance of these techniques are examined using right skewed, left skewed, symmetric bell curved and extreme value simulated data with varying degrees of censoring and sample sizes. Applications of the proposed methods in the context of multi-stage disease modelling and competing risks are also provided. Under controlled simulated experiments, PWM and MLE estimation tend to exhibit more precise estimates for survival curves than the SR method, however, the SR method tends to perform better in practice. The methods proposed in this article are very general and can be used to fit a wide range of empirical survival curves. Compared to the standard Kaplan Meier survival curve, the methods in this article have the added benefits of producing smoother survival curves and more consistent statistical estimates where all the statistical information of the survival curve can be obtained directly under one parametric model.

We study the problem of robust estimation for the two-parameter Birnbaum-Saunders distribution. It is well known that the maximum likelihood estimator (MLE) is efficient when the underlying model is true but at the same time it is quite sensitive to data contamination that is often encountered in practice. In this paper, we propose several estimators which have simple closed forms and are also robust to data contamination. We study the breakdown points and asymptotic properties of the proposed estimators. These estimators are then applied to both simulated and real datasets. Numerical results show that the proposed estimators are attractive alternative to the MLE in that they are quite robust to data contamination and also highly efficient when the underlying model is true.