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Some power function distribution processes
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DOI：10.1007/s00184-026-01019-4.png)
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Abstract
En 中文
It is known that all the proportional reversed hazard (PRH) processes can be derived by a marginal transformation applied to a power function distribution (PFD) process. Kundu (2022) investigated PRH processes that can be viewed as being obtained by marginal transformations applied to a particular PFD process. This will be described and investigated, and will be called a Kundu process. In the present note, in addition to studying the Kundu process, we introduce a new PFD process having Markovian and stationarity properties. We discuss distributional features of such processes, explore inferential aspects, and include an example of applications of the PFD processes to real-life data.
Keywords:
Power function distribution processes
Pareto-distribution
Moment methods
Autoregressive
Stationarity
Markovian property
Journal
M
IF:
0.9
Papers:
23
Citations:
0
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