http://starc.stthomas.ac.in:8080/xmlui/xmlui/handle/123456789/28 2026-04-20T13:52:01Z 2026-04-20T13:52:01Z Sebastian, Sherly Jos, M. K Sandhya, E Raju, N http://starc.stthomas.ac.in:8080/xmlui/xmlui/handle/123456789/449 2025-02-12T06:20:30Z 2005-11-01T00:00:00Z

HARRIS PROCESSES Sebastian, Sherly; Jos, M. K; Sandhya, E; Raju, N In this paper, we develop two stochastic models where the variable under consideration follows Harris distribution. The mean and variance of the processes are derived and the processes are shown to be non-stationary. In the second model, starting with a Poisson process, an alternate way of obtaining Harris process is introduced.

2005-11-01T00:00:00Z Xavier, Thomas Vaisakh, K. M. Sreedevi, E. P http://starc.stthomas.ac.in:8080/xmlui/xmlui/handle/123456789/447 2025-02-12T06:01:26Z 2024-12-30T00:00:00Z

Goodness-of-fit tests for inverse Gaussian distribution in the presence and absence of censoring Xavier, Thomas; Vaisakh, K. M.; Sreedevi, E. P In this article, we use the fixed point characterization for inverse Gaussian distribution to develop goodness of fit tests for the same. First, we propose a test for inverse Gaussian distribution when the data is complete. We then discuss, how the test procedure can be modified to incorporate right-censored observations. We use U-statistics theory to develop the test statistic. The large sample behaviour of the proposed test statistics for both uncensored and censored data are studied. We conduct extensive Monte Carlo simulation studies to validate the finite sample behaviour of the proposed tests. The practical usefulness of the tests is illustrated using real data sets. We also propose a new jackknife empirical likelihood ratio test for the inverse Gaussian distribution with unit parameters.

2024-12-30T00:00:00Z Thankamani, Princy Sebastian, Nicy Haubold, Hans J. http://starc.stthomas.ac.in:8080/xmlui/xmlui/handle/123456789/426 2025-01-30T05:01:27Z 2023-11-10T00:00:00Z

On Complex Matrix-Variate Dirichlet Averages and Its Applications in Various Sub-Domains Thankamani, Princy; Sebastian, Nicy; Haubold, Hans J. This paper is about Dirichlet averages in the matrix-variate case or averages of functions over the Dirichlet measure in the complex domain. The classical power mean contains the harmonic mean, arithmetic mean and geometric mean (Hardy, Littlewood and Polya), which is generalized to the y-mean by de Finetti and hypergeometric mean by Carlson; see the references herein. Carlson’s hypergeometric mean averages a scalar function over a real scalar variable type-1 Dirichlet measure, which is known in the current literature as the Dirichlet average of that function. The idea is examined when there is a type-1 or type-2 Dirichlet density in the complex domain. Averages of several functions are computed in such Dirichlet densities in the complex domain. Dirichlet measures are defined when the matrices are Hermitian positive definite. Some applications are also discussed.

2023-11-10T00:00:00Z Unnipillai, Nayana Anakha, K K Aslam, Muhammad Chacko, V. M. Albassam, Mohammed http://starc.stthomas.ac.in:8080/xmlui/xmlui/handle/123456789/422 2025-01-29T05:11:09Z 2022-02-14T00:00:00Z

A New Neutrosophic Model using Dus-Weibull Transformation with Application Unnipillai, Nayana; Anakha, K K; Aslam, Muhammad; Chacko, V. M.; Albassam, Mohammed There is a need to comprehend real-world problems that are marked by ambiguity and inflexibility. By taking into account the indeterminacies and inconsistencies, DUS transformation has been taken to Neutrosophic Weibull distribution and DUSNeutrosophic Weibull distribution is proposed. The probability density function is unimodal and decreasing in nature. Several statistical properties have been studied. The parameters of the proposed distribution are estimated using the maximum likelihood method. The proposed distribution has been validated on a real data set. The estimates are found to be more accurate than the classical distributions

2022-02-14T00:00:00Z