An alternative inverse Gaussian distribution expressed in terms of the Bessel function is introduced. Both theoretical and empirical motivation is provided. Various particular cases and expressions for moments are derived. Estimation procedures by the method of moments and the method of maximum...

A review is given of the exponentiated Weibull distribution, the first generalization of the two-parameter Weibull distribution to accommodate nonmonotone hazard rates. The properties reviewed include: moments, order statistics, characterizations, generalizations and related distributions,...

Gamma distributions are some of the most popular models for hydrological processes. In this paper, a very flexible family which contains the gamma distribution as a particular case is introduced. Evidence of flexibility is shown by examining the shape of its probability density function (pdf). A...

We summarize the main results known for the complex normal and complex Wishart, then give the cumulants of the central and noncentral complex Wishart. Their moments are expressed explicitly in terms of multivariate Bell polynomials, believed to be used here for the first time. Multivariate Bell...

Expressions for moment properties have not been known even for the simplest of the bivariate extreme value distributions. Here, simple expansions are derived for various properties of any given bivariate extreme value distribution. Each expansion is a single infinite sum. The properties...