most citedCopulas from Order Statistics

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stat.ME2016

A new generalization of the beta distribution

Rose Baker

The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is propo…

stat.ME2016

Event count distributions from renewal processes: fast computation of probabilities

Rose Baker, Tarak Kharrat

Discrete distributions derived from renewal processes, ie distributions of the number of events by some time t are beginning to be used in econometrics and health sciences. A new f…

stat.ME2014

Application of some new heavy-tailed survival distributions

Rose Baker

Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibul…

stat.ME20141 cited

Copulas from Order Statistics

Rose Baker

A new class of copulas based on order statistics was introduced by Baker (2008). Here, further properties of the bivariate and multivariate copulas are described, such as that of l…

stat.ME2014

Properties and Applications of some Distributions derived from Frullani's integral

Rose Baker

Frullani's integral dates from 1821, but a probabilistic interpretation of it has never been made. In this paper, Frullani's integral formula is shown to result from mixing a lifet…

stat.ME2014

A new distribution for robust least squares

Rose Baker, Dan Jackson

A new distribution is introduced, which we call the twin-t distribution. This distribution is heavy-tailed like the t distribution, but closer to normality in the central part of t…